NYMEX Light Sweet Crude Oil Future July 2011


Trading Metrics calculated at close of trading on 15-Feb-2011
Day Change Summary
Previous Current
14-Feb-2011 15-Feb-2011 Change Change % Previous Week
Open 95.85 95.98 0.13 0.1% 96.32
High 97.11 96.15 -0.96 -1.0% 96.99
Low 95.28 93.46 -1.82 -1.9% 94.33
Close 95.58 93.96 -1.62 -1.7% 95.34
Range 1.83 2.69 0.86 47.0% 2.66
ATR 1.61 1.68 0.08 4.8% 0.00
Volume 28,069 23,936 -4,133 -14.7% 134,546
Daily Pivots for day following 15-Feb-2011
Classic Woodie Camarilla DeMark
R4 102.59 100.97 95.44
R3 99.90 98.28 94.70
R2 97.21 97.21 94.45
R1 95.59 95.59 94.21 95.06
PP 94.52 94.52 94.52 94.26
S1 92.90 92.90 93.71 92.37
S2 91.83 91.83 93.47
S3 89.14 90.21 93.22
S4 86.45 87.52 92.48
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 93.46 3.65 3.9% 1.64 1.7% 14% False True 29,247
10 98.57 93.46 5.11 5.4% 1.65 1.8% 10% False True 25,955
20 98.57 91.36 7.21 7.7% 1.69 1.8% 36% False False 25,727
40 98.57 90.36 8.21 8.7% 1.56 1.7% 44% False False 19,030
60 98.57 83.16 15.41 16.4% 1.47 1.6% 70% False False 14,724
80 98.57 83.16 15.41 16.4% 1.34 1.4% 70% False False 11,956
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.41
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 107.58
2.618 103.19
1.618 100.50
1.000 98.84
0.618 97.81
HIGH 96.15
0.618 95.12
0.500 94.81
0.382 94.49
LOW 93.46
0.618 91.80
1.000 90.77
1.618 89.11
2.618 86.42
4.250 82.03
Fisher Pivots for day following 15-Feb-2011
Pivot 1 day 3 day
R1 94.81 95.29
PP 94.52 94.84
S1 94.24 94.40

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

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