NYMEX Light Sweet Crude Oil Future May 2011


Trading Metrics calculated at close of trading on 25-Feb-2011
Day Change Summary
Previous Current
24-Feb-2011 25-Feb-2011 Change Change % Previous Week
Open 100.75 98.30 -2.45 -2.4% 92.43
High 104.95 100.67 -4.28 -4.1% 104.95
Low 97.21 97.66 0.45 0.5% 92.29
Close 98.74 99.36 0.62 0.6% 99.36
Range 7.74 3.01 -4.73 -61.1% 12.66
ATR 2.81 2.83 0.01 0.5% 0.00
Volume 144,314 89,310 -55,004 -38.1% 387,472
Daily Pivots for day following 25-Feb-2011
Classic Woodie Camarilla DeMark
R4 108.26 106.82 101.02
R3 105.25 103.81 100.19
R2 102.24 102.24 99.91
R1 100.80 100.80 99.64 101.52
PP 99.23 99.23 99.23 99.59
S1 97.79 97.79 99.08 98.51
S2 96.22 96.22 98.81
S3 93.21 94.78 98.53
S4 90.20 91.77 97.70
Weekly Pivots for week ending 25-Feb-2011
Classic Woodie Camarilla DeMark
R4 136.85 130.76 106.32
R3 124.19 118.10 102.84
R2 111.53 111.53 101.68
R1 105.44 105.44 100.52 108.49
PP 98.87 98.87 98.87 100.39
S1 92.78 92.78 98.20 95.83
S2 86.21 86.21 97.04
S3 73.55 80.12 95.88
S4 60.89 67.46 92.40
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 104.95 90.94 14.01 14.1% 5.11 5.1% 60% False False 110,659
10 104.95 90.27 14.68 14.8% 3.44 3.5% 62% False False 118,033
20 104.95 90.27 14.68 14.8% 2.72 2.7% 62% False False 110,598
40 104.95 89.40 15.55 15.7% 2.31 2.3% 64% False False 82,683
60 104.95 86.45 18.50 18.6% 1.98 2.0% 70% False False 60,862
80 104.95 82.22 22.73 22.9% 1.87 1.9% 75% False False 48,137
100 104.95 82.22 22.73 22.9% 1.77 1.8% 75% False False 39,739
120 104.95 79.39 25.56 25.7% 1.61 1.6% 78% False False 34,031
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.72
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 113.46
2.618 108.55
1.618 105.54
1.000 103.68
0.618 102.53
HIGH 100.67
0.618 99.52
0.500 99.17
0.382 98.81
LOW 97.66
0.618 95.80
1.000 94.65
1.618 92.79
2.618 89.78
4.250 84.87
Fisher Pivots for day following 25-Feb-2011
Pivot 1 day 3 day
R1 99.30 100.70
PP 99.23 100.25
S1 99.17 99.81

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

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