NYMEX Light Sweet Crude Oil Future May 2011


Trading Metrics calculated at close of trading on 24-Feb-2011
Day Change Summary
Previous Current
23-Feb-2011 24-Feb-2011 Change Change % Previous Week
Open 96.95 100.75 3.80 3.9% 92.35
High 101.43 104.95 3.52 3.5% 93.83
Low 96.45 97.21 0.76 0.8% 90.27
Close 99.82 98.74 -1.08 -1.1% 92.31
Range 4.98 7.74 2.76 55.4% 3.56
ATR 2.44 2.81 0.38 15.6% 0.00
Volume 153,848 144,314 -9,534 -6.2% 635,854
Daily Pivots for day following 24-Feb-2011
Classic Woodie Camarilla DeMark
R4 123.52 118.87 103.00
R3 115.78 111.13 100.87
R2 108.04 108.04 100.16
R1 103.39 103.39 99.45 101.85
PP 100.30 100.30 100.30 99.53
S1 95.65 95.65 98.03 94.11
S2 92.56 92.56 97.32
S3 84.82 87.91 96.61
S4 77.08 80.17 94.48
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
5 104.95 90.39 14.56 14.7% 4.74 4.8% 57% True False 117,036
10 104.95 90.27 14.68 14.9% 3.28 3.3% 58% True False 122,215
20 104.95 90.07 14.88 15.1% 2.65 2.7% 58% True False 110,251
40 104.95 89.40 15.55 15.7% 2.26 2.3% 60% True False 80,728
60 104.95 85.11 19.84 20.1% 1.97 2.0% 69% True False 59,534
80 104.95 82.22 22.73 23.0% 1.86 1.9% 73% True False 47,087
100 104.95 82.22 22.73 23.0% 1.75 1.8% 73% True False 38,927
120 104.95 79.35 25.60 25.9% 1.59 1.6% 76% True False 33,315
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 0.70
Widest range in 153 trading days
Fibonacci Retracements and Extensions
4.250 137.85
2.618 125.21
1.618 117.47
1.000 112.69
0.618 109.73
HIGH 104.95
0.618 101.99
0.500 101.08
0.382 100.17
LOW 97.21
0.618 92.43
1.000 89.47
1.618 84.69
2.618 76.95
4.250 64.32
Fisher Pivots for day following 24-Feb-2011
Pivot 1 day 3 day
R1 101.08 98.70
PP 100.30 98.66
S1 99.52 98.62

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

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