NYMEX Light Sweet Crude Oil Future May 2011


Trading Metrics calculated at close of trading on 28-Feb-2011
Day Change Summary
Previous Current
25-Feb-2011 28-Feb-2011 Change Change % Previous Week
Open 98.30 100.17 1.87 1.9% 92.43
High 100.67 101.26 0.59 0.6% 104.95
Low 97.66 98.32 0.66 0.7% 92.29
Close 99.36 98.64 -0.72 -0.7% 99.36
Range 3.01 2.94 -0.07 -2.3% 12.66
ATR 2.83 2.84 0.01 0.3% 0.00
Volume 89,310 76,160 -13,150 -14.7% 387,472
Daily Pivots for day following 28-Feb-2011
Classic Woodie Camarilla DeMark
R4 108.23 106.37 100.26
R3 105.29 103.43 99.45
R2 102.35 102.35 99.18
R1 100.49 100.49 98.91 99.95
PP 99.41 99.41 99.41 99.14
S1 97.55 97.55 98.37 97.01
S2 96.47 96.47 98.10
S3 93.53 94.61 97.83
S4 90.59 91.67 97.02
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 92.29 12.66 12.8% 5.24 5.3% 50% False False 92,726
10 104.95 90.27 14.68 14.9% 3.56 3.6% 57% False False 109,948
20 104.95 90.27 14.68 14.9% 2.70 2.7% 57% False False 108,594
40 104.95 89.40 15.55 15.8% 2.33 2.4% 59% False False 84,218
60 104.95 87.81 17.14 17.4% 2.00 2.0% 63% False False 61,972
80 104.95 82.22 22.73 23.0% 1.90 1.9% 72% False False 48,953
100 104.95 82.22 22.73 23.0% 1.79 1.8% 72% False False 40,410
120 104.95 79.39 25.56 25.9% 1.62 1.6% 75% False False 34,645
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.83
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 113.76
2.618 108.96
1.618 106.02
1.000 104.20
0.618 103.08
HIGH 101.26
0.618 100.14
0.500 99.79
0.382 99.44
LOW 98.32
0.618 96.50
1.000 95.38
1.618 93.56
2.618 90.62
4.250 85.83
Fisher Pivots for day following 28-Feb-2011
Pivot 1 day 3 day
R1 99.79 101.08
PP 99.41 100.27
S1 99.02 99.45

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

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