NYMEX Light Sweet Crude Oil Future July 2011


Trading Metrics calculated at close of trading on 14-Feb-2011
Day Change Summary
Previous Current
11-Feb-2011 14-Feb-2011 Change Change % Previous Week
Open 96.18 95.85 -0.33 -0.3% 96.32
High 96.48 97.11 0.63 0.7% 96.99
Low 95.09 95.28 0.19 0.2% 94.33
Close 95.34 95.58 0.24 0.3% 95.34
Range 1.39 1.83 0.44 31.7% 2.66
ATR 1.59 1.61 0.02 1.1% 0.00
Volume 32,037 28,069 -3,968 -12.4% 134,546
Daily Pivots for day following 14-Feb-2011
Classic Woodie Camarilla DeMark
R4 101.48 100.36 96.59
R3 99.65 98.53 96.08
R2 97.82 97.82 95.92
R1 96.70 96.70 95.75 96.35
PP 95.99 95.99 95.99 95.81
S1 94.87 94.87 95.41 94.52
S2 94.16 94.16 95.24
S3 92.33 93.04 95.08
S4 90.50 91.21 94.57
Weekly Pivots for week ending 11-Feb-2011
Classic Woodie Camarilla DeMark
R4 103.53 102.10 96.80
R3 100.87 99.44 96.07
R2 98.21 98.21 95.83
R1 96.78 96.78 95.58 96.17
PP 95.55 95.55 95.55 95.25
S1 94.12 94.12 95.10 93.51
S2 92.89 92.89 94.85
S3 90.23 91.46 94.61
S4 87.57 88.80 93.88
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.11 94.33 2.78 2.9% 1.53 1.6% 45% True False 28,423
10 98.57 94.33 4.24 4.4% 1.50 1.6% 29% False False 26,385
20 98.57 91.36 7.21 7.5% 1.62 1.7% 59% False False 25,423
40 98.57 90.36 8.21 8.6% 1.51 1.6% 64% False False 18,700
60 98.57 83.16 15.41 16.1% 1.44 1.5% 81% False False 14,405
80 98.57 83.16 15.41 16.1% 1.33 1.4% 81% False False 11,689
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.42
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 104.89
2.618 101.90
1.618 100.07
1.000 98.94
0.618 98.24
HIGH 97.11
0.618 96.41
0.500 96.20
0.382 95.98
LOW 95.28
0.618 94.15
1.000 93.45
1.618 92.32
2.618 90.49
4.250 87.50
Fisher Pivots for day following 14-Feb-2011
Pivot 1 day 3 day
R1 96.20 96.10
PP 95.99 95.93
S1 95.79 95.75

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

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