NYMEX Light Sweet Crude Oil Future June 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 99.40 100.77 1.37 1.4% 93.75
High 101.46 101.98 0.52 0.5% 105.55
Low 98.44 99.10 0.66 0.7% 93.75
Close 100.08 99.44 -0.64 -0.6% 100.08
Range 3.02 2.88 -0.14 -4.6% 11.80
ATR 2.73 2.74 0.01 0.4% 0.00
Volume 77,941 64,045 -13,896 -17.8% 339,506
Daily Pivots for day following 28-Feb-2011
Classic Woodie Camarilla DeMark
R4 108.81 107.01 101.02
R3 105.93 104.13 100.23
R2 103.05 103.05 99.97
R1 101.25 101.25 99.70 100.71
PP 100.17 100.17 100.17 99.91
S1 98.37 98.37 99.18 97.83
S2 97.29 97.29 98.91
S3 94.41 95.49 98.65
S4 91.53 92.61 97.86
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 93.75 11.80 11.9% 5.05 5.1% 48% False False 80,710
10 105.55 91.97 13.58 13.7% 3.46 3.5% 55% False False 85,513
20 105.55 91.97 13.58 13.7% 2.59 2.6% 55% False False 86,049
40 105.55 90.50 15.05 15.1% 2.25 2.3% 59% False False 73,622
60 105.55 87.93 17.62 17.7% 1.95 2.0% 65% False False 59,341
80 105.55 82.46 23.09 23.2% 1.92 1.9% 74% False False 50,198
100 105.55 82.46 23.09 23.2% 1.90 1.9% 74% False False 43,843
120 105.55 79.39 26.16 26.3% 1.83 1.8% 77% False False 39,802
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 0.82
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 114.22
2.618 109.52
1.618 106.64
1.000 104.86
0.618 103.76
HIGH 101.98
0.618 100.88
0.500 100.54
0.382 100.20
LOW 99.10
0.618 97.32
1.000 96.22
1.618 94.44
2.618 91.56
4.250 86.86
Fisher Pivots for day following 28-Feb-2011
Pivot 1 day 3 day
R1 100.54 101.74
PP 100.17 100.97
S1 99.81 100.21

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

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