NYMEX Light Sweet Crude Oil Future May 2011


Trading Metrics calculated at close of trading on 23-Feb-2011
Day Change Summary
Previous Current
22-Feb-2011 23-Feb-2011 Change Change % Previous Week
Open 92.43 96.95 4.52 4.9% 92.35
High 99.84 101.43 1.59 1.6% 93.83
Low 92.29 96.45 4.16 4.5% 90.27
Close 96.50 99.82 3.32 3.4% 92.31
Range 7.55 4.98 -2.57 -34.0% 3.56
ATR 2.24 2.44 0.20 8.7% 0.00
Volume 0 153,848 153,848 635,854
Daily Pivots for day following 23-Feb-2011
Classic Woodie Camarilla DeMark
R4 114.17 111.98 102.56
R3 109.19 107.00 101.19
R2 104.21 104.21 100.73
R1 102.02 102.02 100.28 103.12
PP 99.23 99.23 99.23 99.78
S1 97.04 97.04 99.36 98.14
S2 94.25 94.25 98.91
S3 89.27 92.06 98.45
S4 84.29 87.08 97.08
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
5 101.43 90.27 11.16 11.2% 3.50 3.5% 86% True False 111,965
10 101.43 90.27 11.16 11.2% 2.62 2.6% 86% True False 119,138
20 101.43 89.54 11.89 11.9% 2.36 2.4% 86% True False 106,546
40 101.43 89.40 12.03 12.1% 2.08 2.1% 87% True False 77,346
60 101.43 85.11 16.32 16.3% 1.87 1.9% 90% True False 57,214
80 101.43 82.22 19.21 19.2% 1.78 1.8% 92% True False 45,344
100 101.43 82.22 19.21 19.2% 1.69 1.7% 92% True False 37,555
120 101.43 79.35 22.08 22.1% 1.53 1.5% 93% True False 32,140
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.39
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122.60
2.618 114.47
1.618 109.49
1.000 106.41
0.618 104.51
HIGH 101.43
0.618 99.53
0.500 98.94
0.382 98.35
LOW 96.45
0.618 93.37
1.000 91.47
1.618 88.39
2.618 83.41
4.250 75.29
Fisher Pivots for day following 23-Feb-2011
Pivot 1 day 3 day
R1 99.53 98.61
PP 99.23 97.40
S1 98.94 96.19

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

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