NYMEX Light Sweet Crude Oil Future April 2011


Trading Metrics calculated at close of trading on 28-Feb-2011
Day Change Summary
Previous Current
25-Feb-2011 28-Feb-2011 Change Change % Previous Week
Open 96.63 98.50 1.87 1.9% 90.04
High 99.20 99.96 0.76 0.8% 103.41
Low 96.17 96.71 0.54 0.6% 89.77
Close 97.88 96.97 -0.91 -0.9% 97.88
Range 3.03 3.25 0.22 7.3% 13.64
ATR 3.05 3.07 0.01 0.5% 0.00
Volume 285,923 238,328 -47,595 -16.6% 1,235,954
Daily Pivots for day following 28-Feb-2011
Classic Woodie Camarilla DeMark
R4 107.63 105.55 98.76
R3 104.38 102.30 97.86
R2 101.13 101.13 97.57
R1 99.05 99.05 97.27 98.47
PP 97.88 97.88 97.88 97.59
S1 95.80 95.80 96.67 95.22
S2 94.63 94.63 96.37
S3 91.38 92.55 96.08
S4 88.13 89.30 95.18
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 89.77 13.64 14.1% 5.53 5.7% 53% False False 294,856
10 103.41 87.09 16.32 16.8% 3.81 3.9% 61% False False 282,527
20 103.41 87.09 16.32 16.8% 2.96 3.1% 61% False False 236,569
40 103.41 87.09 16.32 16.8% 2.52 2.6% 61% False False 170,355
60 103.41 87.09 16.32 16.8% 2.16 2.2% 61% False False 122,911
80 103.41 81.81 21.60 22.3% 2.07 2.1% 70% False False 95,680
100 103.41 81.81 21.60 22.3% 1.97 2.0% 70% False False 78,515
120 103.41 78.63 24.78 25.6% 1.87 1.9% 74% False False 66,883
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 0.96
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 113.77
2.618 108.47
1.618 105.22
1.000 103.21
0.618 101.97
HIGH 99.96
0.618 98.72
0.500 98.34
0.382 97.95
LOW 96.71
0.618 94.70
1.000 93.46
1.618 91.45
2.618 88.20
4.250 82.90
Fisher Pivots for day following 28-Feb-2011
Pivot 1 day 3 day
R1 98.34 99.52
PP 97.88 98.67
S1 97.43 97.82

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

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