NYMEX Light Sweet Crude Oil Future May 2011


Trading Metrics calculated at close of trading on 02-Mar-2011
Day Change Summary
Previous Current
01-Mar-2011 02-Mar-2011 Change Change % Previous Week
Open 98.64 102.25 3.61 3.7% 92.43
High 102.43 103.94 1.51 1.5% 104.95
Low 98.07 100.96 2.89 2.9% 92.29
Close 101.40 103.48 2.08 2.1% 99.36
Range 4.36 2.98 -1.38 -31.7% 12.66
ATR 2.95 2.95 0.00 0.1% 0.00
Volume 98,936 151,657 52,721 53.3% 387,472
Daily Pivots for day following 02-Mar-2011
Classic Woodie Camarilla DeMark
R4 111.73 110.59 105.12
R3 108.75 107.61 104.30
R2 105.77 105.77 104.03
R1 104.63 104.63 103.75 105.20
PP 102.79 102.79 102.79 103.08
S1 101.65 101.65 103.21 102.22
S2 99.81 99.81 102.93
S3 96.83 98.67 102.66
S4 93.85 95.69 101.84
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 97.21 7.74 7.5% 4.21 4.1% 81% False False 112,075
10 104.95 90.27 14.68 14.2% 3.85 3.7% 90% False False 112,020
20 104.95 90.27 14.68 14.2% 2.83 2.7% 90% False False 107,698
40 104.95 89.40 15.55 15.0% 2.41 2.3% 91% False False 89,530
60 104.95 88.68 16.27 15.7% 2.07 2.0% 91% False False 65,642
80 104.95 82.22 22.73 22.0% 1.95 1.9% 94% False False 51,868
100 104.95 82.22 22.73 22.0% 1.83 1.8% 94% False False 42,731
120 104.95 79.39 25.56 24.7% 1.68 1.6% 94% False False 36,679
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 0.92
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 116.61
2.618 111.74
1.618 108.76
1.000 106.92
0.618 105.78
HIGH 103.94
0.618 102.80
0.500 102.45
0.382 102.10
LOW 100.96
0.618 99.12
1.000 97.98
1.618 96.14
2.618 93.16
4.250 88.30
Fisher Pivots for day following 02-Mar-2011
Pivot 1 day 3 day
R1 103.14 102.66
PP 102.79 101.83
S1 102.45 101.01

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

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