NYMEX Light Sweet Crude Oil Future April 2011


Trading Metrics calculated at close of trading on 25-Feb-2011
Day Change Summary
Previous Current
24-Feb-2011 25-Feb-2011 Change Change % Previous Week
Open 98.97 96.63 -2.34 -2.4% 90.04
High 103.41 99.20 -4.21 -4.1% 103.41
Low 95.62 96.17 0.55 0.6% 89.77
Close 97.28 97.88 0.60 0.6% 97.88
Range 7.79 3.03 -4.76 -61.1% 13.64
ATR 3.06 3.05 0.00 -0.1% 0.00
Volume 486,845 285,923 -200,922 -41.3% 1,235,954
Daily Pivots for day following 25-Feb-2011
Classic Woodie Camarilla DeMark
R4 106.84 105.39 99.55
R3 103.81 102.36 98.71
R2 100.78 100.78 98.44
R1 99.33 99.33 98.16 100.06
PP 97.75 97.75 97.75 98.11
S1 96.30 96.30 97.60 97.03
S2 94.72 94.72 97.32
S3 91.69 93.27 97.05
S4 88.66 90.24 96.21
Weekly Pivots for week ending 25-Feb-2011
Classic Woodie Camarilla DeMark
R4 137.94 131.55 105.38
R3 124.30 117.91 101.63
R2 110.66 110.66 100.38
R1 104.27 104.27 99.13 107.47
PP 97.02 97.02 97.02 98.62
S1 90.63 90.63 96.63 93.83
S2 83.38 83.38 95.38
S3 69.74 76.99 94.13
S4 56.10 63.35 90.38
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.41 88.43 14.98 15.3% 5.38 5.5% 63% False False 317,253
10 103.41 87.09 16.32 16.7% 3.71 3.8% 66% False False 283,780
20 103.41 87.09 16.32 16.7% 3.00 3.1% 66% False False 233,827
40 103.41 87.09 16.32 16.7% 2.50 2.5% 66% False False 164,845
60 103.41 85.12 18.29 18.7% 2.16 2.2% 70% False False 119,169
80 103.41 81.81 21.60 22.1% 2.04 2.1% 74% False False 92,863
100 103.41 81.81 21.60 22.1% 1.96 2.0% 74% False False 76,284
120 103.41 78.63 24.78 25.3% 1.86 1.9% 78% False False 64,929
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.82
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 112.08
2.618 107.13
1.618 104.10
1.000 102.23
0.618 101.07
HIGH 99.20
0.618 98.04
0.500 97.69
0.382 97.33
LOW 96.17
0.618 94.30
1.000 93.14
1.618 91.27
2.618 88.24
4.250 83.29
Fisher Pivots for day following 25-Feb-2011
Pivot 1 day 3 day
R1 97.82 99.28
PP 97.75 98.81
S1 97.69 98.35

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

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