NYMEX Light Sweet Crude Oil Future April 2011


Trading Metrics calculated at close of trading on 22-Feb-2011
Day Change Summary
Previous Current
18-Feb-2011 22-Feb-2011 Change Change % Previous Week
Open 89.00 90.04 1.04 1.2% 89.10
High 90.96 98.48 7.52 8.3% 90.96
Low 88.43 89.77 1.34 1.5% 87.09
Close 89.71 95.18 5.47 6.1% 89.71
Range 2.53 8.71 6.18 244.3% 3.87
ATR 2.04 2.52 0.48 23.5% 0.00
Volume 350,314 0 -350,314 -100.0% 1,350,996
Daily Pivots for day following 22-Feb-2011
Classic Woodie Camarilla DeMark
R4 120.61 116.60 99.97
R3 111.90 107.89 97.58
R2 103.19 103.19 96.78
R1 99.18 99.18 95.98 101.19
PP 94.48 94.48 94.48 95.48
S1 90.47 90.47 94.38 92.48
S2 85.77 85.77 93.58
S3 77.06 81.76 92.78
S4 68.35 73.05 90.39
Weekly Pivots for week ending 18-Feb-2011
Classic Woodie Camarilla DeMark
R4 100.86 99.16 91.84
R3 96.99 95.29 90.77
R2 93.12 93.12 90.42
R1 91.42 91.42 90.06 92.27
PP 89.25 89.25 89.25 89.68
S1 87.55 87.55 89.36 88.40
S2 85.38 85.38 89.00
S3 81.51 83.68 88.65
S4 77.64 79.81 87.58
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.48 87.09 11.39 12.0% 3.46 3.6% 71% True False 220,468
10 98.48 87.09 11.39 12.0% 2.67 2.8% 71% True False 219,811
20 98.48 87.09 11.39 12.0% 2.49 2.6% 71% True False 193,541
40 98.48 87.09 11.39 12.0% 2.17 2.3% 71% True False 135,096
60 98.48 84.25 14.23 15.0% 1.99 2.1% 77% True False 99,195
80 98.48 81.81 16.67 17.5% 1.89 2.0% 80% True False 77,777
100 98.48 81.81 16.67 17.5% 1.84 1.9% 80% True False 64,264
120 98.48 78.19 20.29 21.3% 1.77 1.9% 84% True False 54,774
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 0.56
Widest range in 154 trading days
Fibonacci Retracements and Extensions
4.250 135.50
2.618 121.28
1.618 112.57
1.000 107.19
0.618 103.86
HIGH 98.48
0.618 95.15
0.500 94.13
0.382 93.10
LOW 89.77
0.618 84.39
1.000 81.06
1.618 75.68
2.618 66.97
4.250 52.75
Fisher Pivots for day following 22-Feb-2011
Pivot 1 day 3 day
R1 94.83 94.43
PP 94.48 93.67
S1 94.13 92.92

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

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