NYMEX Light Sweet Crude Oil Future March 2011


Trading Metrics calculated at close of trading on 15-Feb-2011
Day Change Summary
Previous Current
14-Feb-2011 15-Feb-2011 Change Change % Previous Week
Open 85.50 84.84 -0.66 -0.8% 89.06
High 86.52 85.97 -0.55 -0.6% 89.54
Low 84.58 83.85 -0.73 -0.9% 85.10
Close 84.81 84.32 -0.49 -0.6% 85.58
Range 1.94 2.12 0.18 9.3% 4.44
ATR 2.21 2.20 -0.01 -0.3% 0.00
Volume 275,788 254,293 -21,495 -7.8% 1,673,656
Daily Pivots for day following 15-Feb-2011
Classic Woodie Camarilla DeMark
R4 91.07 89.82 85.49
R3 88.95 87.70 84.90
R2 86.83 86.83 84.71
R1 85.58 85.58 84.51 85.15
PP 84.71 84.71 84.71 84.50
S1 83.46 83.46 84.13 83.03
S2 82.59 82.59 83.93
S3 80.47 81.34 83.74
S4 78.35 79.22 83.15
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 87.95 83.85 4.10 4.9% 2.05 2.4% 11% False True 311,228
10 92.05 83.85 8.20 9.7% 2.18 2.6% 6% False True 311,276
20 93.02 83.85 9.17 10.9% 2.34 2.8% 5% False True 339,744
40 93.46 83.85 9.61 11.4% 2.06 2.4% 5% False True 235,734
60 93.46 81.41 12.05 14.3% 2.01 2.4% 24% False False 174,974
80 93.46 81.41 12.05 14.3% 1.93 2.3% 24% False False 137,873
100 93.46 78.76 14.70 17.4% 1.93 2.3% 38% False False 114,582
120 93.46 76.76 16.70 19.8% 1.88 2.2% 45% False False 97,815
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.71
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 94.98
2.618 91.52
1.618 89.40
1.000 88.09
0.618 87.28
HIGH 85.97
0.618 85.16
0.500 84.91
0.382 84.66
LOW 83.85
0.618 82.54
1.000 81.73
1.618 80.42
2.618 78.30
4.250 74.84
Fisher Pivots for day following 15-Feb-2011
Pivot 1 day 3 day
R1 84.91 85.81
PP 84.71 85.31
S1 84.52 84.82

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

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