NYMEX Light Sweet Crude Oil Future April 2011


Trading Metrics calculated at close of trading on 17-Feb-2011
Day Change Summary
Previous Current
16-Feb-2011 17-Feb-2011 Change Change % Previous Week
Open 87.75 88.12 0.37 0.4% 92.01
High 88.77 89.25 0.48 0.5% 92.42
Low 87.09 87.35 0.26 0.3% 88.70
Close 87.84 88.84 1.00 1.1% 89.13
Range 1.68 1.90 0.22 13.1% 3.72
ATR 2.01 2.01 -0.01 -0.4% 0.00
Volume 235,958 297,440 61,482 26.1% 993,890
Daily Pivots for day following 17-Feb-2011
Classic Woodie Camarilla DeMark
R4 94.18 93.41 89.89
R3 92.28 91.51 89.36
R2 90.38 90.38 89.19
R1 89.61 89.61 89.01 90.00
PP 88.48 88.48 88.48 88.67
S1 87.71 87.71 88.67 88.10
S2 86.58 86.58 88.49
S3 84.68 85.81 88.32
S4 82.78 83.91 87.80
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 90.91 87.09 3.82 4.3% 2.03 2.3% 46% False False 250,306
10 94.22 87.09 7.13 8.0% 2.05 2.3% 25% False False 212,175
20 94.89 87.09 7.80 8.8% 2.10 2.4% 22% False False 189,620
40 94.89 87.09 7.80 8.8% 1.94 2.2% 22% False False 127,869
60 94.89 81.81 13.08 14.7% 1.88 2.1% 54% False False 93,820
80 94.89 81.81 13.08 14.7% 1.78 2.0% 54% False False 73,653
100 94.89 79.79 15.10 17.0% 1.76 2.0% 60% False False 60,928
120 94.89 77.94 16.95 19.1% 1.70 1.9% 64% False False 51,933
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 0.61
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 97.33
2.618 94.22
1.618 92.32
1.000 91.15
0.618 90.42
HIGH 89.25
0.618 88.52
0.500 88.30
0.382 88.08
LOW 87.35
0.618 86.18
1.000 85.45
1.618 84.28
2.618 82.38
4.250 79.28
Fisher Pivots for day following 17-Feb-2011
Pivot 1 day 3 day
R1 88.66 88.67
PP 88.48 88.50
S1 88.30 88.33

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

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