NYMEX Light Sweet Crude Oil Future July 2011


Trading Metrics calculated at close of trading on 16-Feb-2011
Day Change Summary
Previous Current
15-Feb-2011 16-Feb-2011 Change Change % Previous Week
Open 95.98 94.17 -1.81 -1.9% 96.32
High 96.15 94.71 -1.44 -1.5% 96.99
Low 93.46 93.47 0.01 0.0% 94.33
Close 93.96 94.13 0.17 0.2% 95.34
Range 2.69 1.24 -1.45 -53.9% 2.66
ATR 1.68 1.65 -0.03 -1.9% 0.00
Volume 23,936 26,236 2,300 9.6% 134,546
Daily Pivots for day following 16-Feb-2011
Classic Woodie Camarilla DeMark
R4 97.82 97.22 94.81
R3 96.58 95.98 94.47
R2 95.34 95.34 94.36
R1 94.74 94.74 94.24 94.42
PP 94.10 94.10 94.10 93.95
S1 93.50 93.50 94.02 93.18
S2 92.86 92.86 93.90
S3 91.62 92.26 93.79
S4 90.38 91.02 93.45
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% 1.68 1.8% 18% False False 29,149
10 98.57 93.46 5.11 5.4% 1.69 1.8% 13% False False 25,920
20 98.57 91.36 7.21 7.7% 1.69 1.8% 38% False False 26,533
40 98.57 91.28 7.29 7.7% 1.55 1.6% 39% False False 19,472
60 98.57 83.16 15.41 16.4% 1.48 1.6% 71% False False 15,118
80 98.57 83.16 15.41 16.4% 1.35 1.4% 71% False False 12,247
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.45
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 99.98
2.618 97.96
1.618 96.72
1.000 95.95
0.618 95.48
HIGH 94.71
0.618 94.24
0.500 94.09
0.382 93.94
LOW 93.47
0.618 92.70
1.000 92.23
1.618 91.46
2.618 90.22
4.250 88.20
Fisher Pivots for day following 16-Feb-2011
Pivot 1 day 3 day
R1 94.12 95.29
PP 94.10 94.90
S1 94.09 94.52

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

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