NYMEX Light Sweet Crude Oil Future March 2011


Trading Metrics calculated at close of trading on 14-Feb-2011
Day Change Summary
Previous Current
11-Feb-2011 14-Feb-2011 Change Change % Previous Week
Open 87.70 85.50 -2.20 -2.5% 89.06
High 87.77 86.52 -1.25 -1.4% 89.54
Low 85.10 84.58 -0.52 -0.6% 85.10
Close 85.58 84.81 -0.77 -0.9% 85.58
Range 2.67 1.94 -0.73 -27.3% 4.44
ATR 2.23 2.21 -0.02 -0.9% 0.00
Volume 326,739 275,788 -50,951 -15.6% 1,673,656
Daily Pivots for day following 14-Feb-2011
Classic Woodie Camarilla DeMark
R4 91.12 89.91 85.88
R3 89.18 87.97 85.34
R2 87.24 87.24 85.17
R1 86.03 86.03 84.99 85.67
PP 85.30 85.30 85.30 85.12
S1 84.09 84.09 84.63 83.73
S2 83.36 83.36 84.45
S3 81.42 82.15 84.28
S4 79.48 80.21 83.74
Weekly Pivots for week ending 11-Feb-2011
Classic Woodie Camarilla DeMark
R4 100.06 97.26 88.02
R3 95.62 92.82 86.80
R2 91.18 91.18 86.39
R1 88.38 88.38 85.99 87.56
PP 86.74 86.74 86.74 86.33
S1 83.94 83.94 85.17 83.12
S2 82.30 82.30 84.77
S3 77.86 79.50 84.36
S4 73.42 75.06 83.14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 88.11 84.58 3.53 4.2% 2.07 2.4% 7% False True 333,728
10 92.45 84.58 7.87 9.3% 2.17 2.6% 3% False True 323,320
20 93.02 84.58 8.44 10.0% 2.30 2.7% 3% False True 338,962
40 93.46 84.58 8.88 10.5% 2.04 2.4% 3% False True 231,208
60 93.46 81.41 12.05 14.2% 2.00 2.4% 28% False False 171,397
80 93.46 81.41 12.05 14.2% 1.93 2.3% 28% False False 135,095
100 93.46 78.05 15.41 18.2% 1.93 2.3% 44% False False 112,174
120 93.46 74.29 19.17 22.6% 1.88 2.2% 55% False False 95,735
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.64
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 94.77
2.618 91.60
1.618 89.66
1.000 88.46
0.618 87.72
HIGH 86.52
0.618 85.78
0.500 85.55
0.382 85.32
LOW 84.58
0.618 83.38
1.000 82.64
1.618 81.44
2.618 79.50
4.250 76.34
Fisher Pivots for day following 14-Feb-2011
Pivot 1 day 3 day
R1 85.55 86.24
PP 85.30 85.76
S1 85.06 85.29

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These figures are updated between 7pm and 10pm EST after a trading day.

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