NYMEX Light Sweet Crude Oil Future April 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 89.10 88.70 -0.40 -0.4% 92.01
High 90.40 89.57 -0.83 -0.9% 92.42
Low 88.50 87.10 -1.40 -1.6% 88.70
Close 88.73 87.57 -1.16 -1.3% 89.13
Range 1.90 2.47 0.57 30.0% 3.72
ATR 2.01 2.04 0.03 1.6% 0.00
Volume 248,656 218,628 -30,028 -12.1% 993,890
Daily Pivots for day following 15-Feb-2011
Classic Woodie Camarilla DeMark
R4 95.49 94.00 88.93
R3 93.02 91.53 88.25
R2 90.55 90.55 88.02
R1 89.06 89.06 87.80 88.57
PP 88.08 88.08 88.08 87.84
S1 86.59 86.59 87.34 86.10
S2 85.61 85.61 87.12
S3 83.14 84.12 86.89
S4 80.67 81.65 86.21
Weekly Pivots for week ending 11-Feb-2011
Classic Woodie Camarilla DeMark
R4 101.24 98.91 91.18
R3 97.52 95.19 90.15
R2 93.80 93.80 89.81
R1 91.47 91.47 89.47 90.78
PP 90.08 90.08 90.08 89.74
S1 87.75 87.75 88.79 87.06
S2 86.36 86.36 88.45
S3 82.64 84.03 88.11
S4 78.92 80.31 87.08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.09 87.10 3.99 4.6% 1.93 2.2% 12% False True 231,223
10 94.64 87.10 7.54 8.6% 2.02 2.3% 6% False True 190,422
20 94.89 87.10 7.79 8.9% 2.13 2.4% 6% False True 171,078
40 94.89 87.10 7.79 8.9% 1.92 2.2% 6% False True 116,607
60 94.89 81.81 13.08 14.9% 1.89 2.2% 44% False False 85,324
80 94.89 81.81 13.08 14.9% 1.77 2.0% 44% False False 67,198
100 94.89 79.25 15.64 17.9% 1.75 2.0% 53% False False 55,771
120 94.89 77.70 17.19 19.6% 1.69 1.9% 57% False False 47,560
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.57
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 100.07
2.618 96.04
1.618 93.57
1.000 92.04
0.618 91.10
HIGH 89.57
0.618 88.63
0.500 88.34
0.382 88.04
LOW 87.10
0.618 85.57
1.000 84.63
1.618 83.10
2.618 80.63
4.250 76.60
Fisher Pivots for day following 15-Feb-2011
Pivot 1 day 3 day
R1 88.34 89.01
PP 88.08 88.53
S1 87.83 88.05

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

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