NYMEX Light Sweet Crude Oil Future May 2011


Trading Metrics calculated at close of trading on 01-Mar-2011
Day Change Summary
Previous Current
28-Feb-2011 01-Mar-2011 Change Change % Previous Week
Open 100.17 98.64 -1.53 -1.5% 92.43
High 101.26 102.43 1.17 1.2% 104.95
Low 98.32 98.07 -0.25 -0.3% 92.29
Close 98.64 101.40 2.76 2.8% 99.36
Range 2.94 4.36 1.42 48.3% 12.66
ATR 2.84 2.95 0.11 3.8% 0.00
Volume 76,160 98,936 22,776 29.9% 387,472
Daily Pivots for day following 01-Mar-2011
Classic Woodie Camarilla DeMark
R4 113.71 111.92 103.80
R3 109.35 107.56 102.60
R2 104.99 104.99 102.20
R1 103.20 103.20 101.80 104.10
PP 100.63 100.63 100.63 101.08
S1 98.84 98.84 101.00 99.74
S2 96.27 96.27 100.60
S3 91.91 94.48 100.20
S4 87.55 90.12 99.00
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 96.45 8.50 8.4% 4.61 4.5% 58% False False 112,513
10 104.95 90.27 14.68 14.5% 3.81 3.8% 76% False False 108,109
20 104.95 90.27 14.68 14.5% 2.74 2.7% 76% False False 104,986
40 104.95 89.40 15.55 15.3% 2.37 2.3% 77% False False 86,125
60 104.95 88.40 16.55 16.3% 2.05 2.0% 79% False False 63,400
80 104.95 82.22 22.73 22.4% 1.94 1.9% 84% False False 50,096
100 104.95 82.22 22.73 22.4% 1.82 1.8% 84% False False 41,296
120 104.95 79.39 25.56 25.2% 1.65 1.6% 86% False False 35,446
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.86
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 120.96
2.618 113.84
1.618 109.48
1.000 106.79
0.618 105.12
HIGH 102.43
0.618 100.76
0.500 100.25
0.382 99.74
LOW 98.07
0.618 95.38
1.000 93.71
1.618 91.02
2.618 86.66
4.250 79.54
Fisher Pivots for day following 01-Mar-2011
Pivot 1 day 3 day
R1 101.02 100.95
PP 100.63 100.50
S1 100.25 100.05

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

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