NYMEX Light Sweet Crude Oil Future June 2011


Trading Metrics calculated at close of trading on 17-Feb-2011
Day Change Summary
Previous Current
16-Feb-2011 17-Feb-2011 Change Change % Previous Week
Open 92.89 93.27 0.38 0.4% 95.61
High 93.48 93.28 -0.20 -0.2% 96.04
Low 92.10 91.97 -0.13 -0.1% 93.26
Close 92.82 92.74 -0.08 -0.1% 94.14
Range 1.38 1.31 -0.07 -5.1% 2.78
ATR 1.78 1.74 -0.03 -1.9% 0.00
Volume 88,035 92,808 4,773 5.4% 405,308
Daily Pivots for day following 17-Feb-2011
Classic Woodie Camarilla DeMark
R4 96.59 95.98 93.46
R3 95.28 94.67 93.10
R2 93.97 93.97 92.98
R1 93.36 93.36 92.86 93.01
PP 92.66 92.66 92.66 92.49
S1 92.05 92.05 92.62 91.70
S2 91.35 91.35 92.50
S3 90.04 90.74 92.38
S4 88.73 89.43 92.02
Weekly Pivots for week ending 11-Feb-2011
Classic Woodie Camarilla DeMark
R4 102.82 101.26 95.67
R3 100.04 98.48 94.90
R2 97.26 97.26 94.65
R1 95.70 95.70 94.39 95.09
PP 94.48 94.48 94.48 94.18
S1 92.92 92.92 93.89 92.31
S2 91.70 91.70 93.63
S3 88.92 90.14 93.38
S4 86.14 87.36 92.61
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.80 91.97 3.83 4.1% 1.75 1.9% 20% False True 88,661
10 97.30 91.97 5.33 5.7% 1.75 1.9% 14% False True 79,291
20 97.68 90.50 7.18 7.7% 1.79 1.9% 31% False False 84,659
40 97.68 90.50 7.18 7.7% 1.74 1.9% 31% False False 63,230
60 97.68 82.46 15.22 16.4% 1.72 1.9% 68% False False 52,736
80 97.68 82.46 15.22 16.4% 1.68 1.8% 68% False False 44,655
100 97.68 80.18 17.50 18.9% 1.72 1.9% 72% False False 40,038
120 97.68 78.80 18.88 20.4% 1.69 1.8% 74% False False 36,058
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 0.39
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 98.85
2.618 96.71
1.618 95.40
1.000 94.59
0.618 94.09
HIGH 93.28
0.618 92.78
0.500 92.63
0.382 92.47
LOW 91.97
0.618 91.16
1.000 90.66
1.618 89.85
2.618 88.54
4.250 86.40
Fisher Pivots for day following 17-Feb-2011
Pivot 1 day 3 day
R1 92.70 93.44
PP 92.66 93.20
S1 92.63 92.97

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

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