NYMEX Light Sweet Crude Oil Future June 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 101.47 99.40 -2.07 -2.0% 93.75
High 105.55 101.46 -4.09 -3.9% 105.55
Low 97.92 98.44 0.52 0.5% 93.75
Close 99.44 100.08 0.64 0.6% 100.08
Range 7.63 3.02 -4.61 -60.4% 11.80
ATR 2.71 2.73 0.02 0.8% 0.00
Volume 126,157 77,941 -48,216 -38.2% 339,506
Daily Pivots for day following 25-Feb-2011
Classic Woodie Camarilla DeMark
R4 109.05 107.59 101.74
R3 106.03 104.57 100.91
R2 103.01 103.01 100.63
R1 101.55 101.55 100.36 102.28
PP 99.99 99.99 99.99 100.36
S1 98.53 98.53 99.80 99.26
S2 96.97 96.97 99.53
S3 93.95 95.51 99.25
S4 90.93 92.49 98.42
Weekly Pivots for week ending 25-Feb-2011
Classic Woodie Camarilla DeMark
R4 135.19 129.44 106.57
R3 123.39 117.64 103.33
R2 111.59 111.59 102.24
R1 105.84 105.84 101.16 108.72
PP 99.79 99.79 99.79 101.23
S1 94.04 94.04 99.00 96.92
S2 87.99 87.99 97.92
S3 76.19 82.24 96.84
S4 64.39 70.44 93.59
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 105.55 92.44 13.11 13.1% 4.90 4.9% 58% False False 91,645
10 105.55 91.97 13.58 13.6% 3.32 3.3% 60% False False 90,153
20 105.55 91.90 13.65 13.6% 2.59 2.6% 60% False False 88,122
40 105.55 90.50 15.05 15.0% 2.24 2.2% 64% False False 72,528
60 105.55 85.73 19.82 19.8% 1.95 1.9% 72% False False 58,706
80 105.55 82.46 23.09 23.1% 1.90 1.9% 76% False False 49,624
100 105.55 82.46 23.09 23.1% 1.89 1.9% 76% False False 43,481
120 105.55 79.39 26.16 26.1% 1.83 1.8% 79% False False 39,341
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
4.250 114.30
2.618 109.37
1.618 106.35
1.000 104.48
0.618 103.33
HIGH 101.46
0.618 100.31
0.500 99.95
0.382 99.59
LOW 98.44
0.618 96.57
1.000 95.42
1.618 93.55
2.618 90.53
4.250 85.61
Fisher Pivots for day following 25-Feb-2011
Pivot 1 day 3 day
R1 100.04 101.40
PP 99.99 100.96
S1 99.95 100.52

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

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