NYMEX Light Sweet Crude Oil Future April 2011


Trading Metrics calculated at close of trading on 16-Feb-2011
Day Change Summary
Previous Current
15-Feb-2011 16-Feb-2011 Change Change % Previous Week
Open 88.70 87.75 -0.95 -1.1% 92.01
High 89.57 88.77 -0.80 -0.9% 92.42
Low 87.10 87.09 -0.01 0.0% 88.70
Close 87.57 87.84 0.27 0.3% 89.13
Range 2.47 1.68 -0.79 -32.0% 3.72
ATR 2.04 2.01 -0.03 -1.3% 0.00
Volume 218,628 235,958 17,330 7.9% 993,890
Daily Pivots for day following 16-Feb-2011
Classic Woodie Camarilla DeMark
R4 92.94 92.07 88.76
R3 91.26 90.39 88.30
R2 89.58 89.58 88.15
R1 88.71 88.71 87.99 89.15
PP 87.90 87.90 87.90 88.12
S1 87.03 87.03 87.69 87.47
S2 86.22 86.22 87.53
S3 84.54 85.35 87.38
S4 82.86 83.67 86.92
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 90.97 87.09 3.88 4.4% 1.99 2.3% 19% False True 234,622
10 94.64 87.09 7.55 8.6% 2.04 2.3% 10% False True 197,068
20 94.89 87.09 7.80 8.9% 2.14 2.4% 10% False True 179,312
40 94.89 87.09 7.80 8.9% 1.92 2.2% 10% False True 121,458
60 94.89 81.81 13.08 14.9% 1.88 2.1% 46% False False 89,078
80 94.89 81.81 13.08 14.9% 1.78 2.0% 46% False False 70,007
100 94.89 79.25 15.64 17.8% 1.75 2.0% 55% False False 58,055
120 94.89 77.94 16.95 19.3% 1.70 1.9% 58% False False 49,507
Crabel Price Patterns
NR True
NR4 True
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 0.61
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 95.91
2.618 93.17
1.618 91.49
1.000 90.45
0.618 89.81
HIGH 88.77
0.618 88.13
0.500 87.93
0.382 87.73
LOW 87.09
0.618 86.05
1.000 85.41
1.618 84.37
2.618 82.69
4.250 79.95
Fisher Pivots for day following 16-Feb-2011
Pivot 1 day 3 day
R1 87.93 88.75
PP 87.90 88.44
S1 87.87 88.14

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

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