NYMEX Light Sweet Crude Oil Future May 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 91.35 92.43 1.08 1.2% 92.35
High 93.23 99.84 6.61 7.1% 93.83
Low 90.94 92.29 1.35 1.5% 90.27
Close 92.31 96.50 4.19 4.5% 92.31
Range 2.29 7.55 5.26 229.7% 3.56
ATR 1.83 2.24 0.41 22.3% 0.00
Volume 165,823 0 -165,823 -100.0% 635,854
Daily Pivots for day following 22-Feb-2011
Classic Woodie Camarilla DeMark
R4 118.86 115.23 100.65
R3 111.31 107.68 98.58
R2 103.76 103.76 97.88
R1 100.13 100.13 97.19 101.95
PP 96.21 96.21 96.21 97.12
S1 92.58 92.58 95.81 94.40
S2 88.66 88.66 95.12
S3 81.11 85.03 94.42
S4 73.56 77.48 92.35
Weekly Pivots for week ending 18-Feb-2011
Classic Woodie Camarilla DeMark
R4 102.82 101.12 94.27
R3 99.26 97.56 93.29
R2 95.70 95.70 92.96
R1 94.00 94.00 92.64 93.07
PP 92.14 92.14 92.14 91.67
S1 90.44 90.44 91.98 89.51
S2 88.58 88.58 91.66
S3 85.02 86.88 91.33
S4 81.46 83.32 90.35
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.84 90.27 9.57 9.9% 3.02 3.1% 65% True False 103,706
10 99.84 90.27 9.57 9.9% 2.34 2.4% 65% True False 112,520
20 99.84 89.40 10.44 10.8% 2.20 2.3% 68% True False 103,507
40 99.84 89.40 10.44 10.8% 1.99 2.1% 68% True False 73,836
60 99.84 84.57 15.27 15.8% 1.82 1.9% 78% True False 54,827
80 99.84 82.22 17.62 18.3% 1.72 1.8% 81% True False 43,495
100 99.84 82.22 17.62 18.3% 1.64 1.7% 81% True False 36,091
120 99.84 79.15 20.69 21.4% 1.50 1.5% 84% True False 30,888
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 0.38
Widest range in 151 trading days
Fibonacci Retracements and Extensions
4.250 131.93
2.618 119.61
1.618 112.06
1.000 107.39
0.618 104.51
HIGH 99.84
0.618 96.96
0.500 96.07
0.382 95.17
LOW 92.29
0.618 87.62
1.000 84.74
1.618 80.07
2.618 72.52
4.250 60.20
Fisher Pivots for day following 22-Feb-2011
Pivot 1 day 3 day
R1 96.36 96.04
PP 96.21 95.58
S1 96.07 95.12

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

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