NYMEX Light Sweet Crude Oil Future May 2011


Trading Metrics calculated at close of trading on 15-Feb-2011
Day Change Summary
Previous Current
14-Feb-2011 15-Feb-2011 Change Change % Previous Week
Open 92.35 92.32 -0.03 0.0% 94.24
High 93.83 93.02 -0.81 -0.9% 94.64
Low 92.03 90.44 -1.59 -1.7% 91.63
Close 92.26 90.86 -1.40 -1.5% 92.35
Range 1.80 2.58 0.78 43.3% 3.01
ATR 1.82 1.87 0.05 3.0% 0.00
Volume 117,324 112,551 -4,773 -4.1% 561,006
Daily Pivots for day following 15-Feb-2011
Classic Woodie Camarilla DeMark
R4 99.18 97.60 92.28
R3 96.60 95.02 91.57
R2 94.02 94.02 91.33
R1 92.44 92.44 91.10 91.94
PP 91.44 91.44 91.44 91.19
S1 89.86 89.86 90.62 89.36
S2 88.86 88.86 90.39
S3 86.28 87.28 90.15
S4 83.70 84.70 89.44
Weekly Pivots for week ending 11-Feb-2011
Classic Woodie Camarilla DeMark
R4 101.90 100.14 94.01
R3 98.89 97.13 93.18
R2 95.88 95.88 92.90
R1 94.12 94.12 92.63 93.50
PP 92.87 92.87 92.87 92.56
S1 91.11 91.11 92.07 90.49
S2 89.86 89.86 91.80
S3 86.85 88.10 91.52
S4 83.84 85.09 90.69
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.83 90.44 3.39 3.7% 1.73 1.9% 12% False True 126,311
10 96.55 90.44 6.11 6.7% 1.81 2.0% 7% False True 103,376
20 96.55 89.40 7.15 7.9% 1.93 2.1% 20% False False 95,256
40 96.55 89.40 7.15 7.9% 1.79 2.0% 20% False False 65,754
60 96.55 82.22 14.33 15.8% 1.73 1.9% 60% False False 48,595
80 96.55 82.22 14.33 15.8% 1.62 1.8% 60% False False 38,705
100 96.55 79.84 16.71 18.4% 1.55 1.7% 66% False False 32,227
120 96.55 78.15 18.40 20.3% 1.42 1.6% 69% False False 27,620
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 0.46
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 103.99
2.618 99.77
1.618 97.19
1.000 95.60
0.618 94.61
HIGH 93.02
0.618 92.03
0.500 91.73
0.382 91.43
LOW 90.44
0.618 88.85
1.000 87.86
1.618 86.27
2.618 83.69
4.250 79.48
Fisher Pivots for day following 15-Feb-2011
Pivot 1 day 3 day
R1 91.73 92.14
PP 91.44 91.71
S1 91.15 91.29

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

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