NYMEX Light Sweet Crude Oil Future July 2011


Trading Metrics calculated at close of trading on 17-Feb-2011
Day Change Summary
Previous Current
16-Feb-2011 17-Feb-2011 Change Change % Previous Week
Open 94.17 93.67 -0.50 -0.5% 96.32
High 94.71 94.38 -0.33 -0.3% 96.99
Low 93.47 93.10 -0.37 -0.4% 94.33
Close 94.13 93.83 -0.30 -0.3% 95.34
Range 1.24 1.28 0.04 3.2% 2.66
ATR 1.65 1.62 -0.03 -1.6% 0.00
Volume 26,236 29,536 3,300 12.6% 134,546
Daily Pivots for day following 17-Feb-2011
Classic Woodie Camarilla DeMark
R4 97.61 97.00 94.53
R3 96.33 95.72 94.18
R2 95.05 95.05 94.06
R1 94.44 94.44 93.95 94.75
PP 93.77 93.77 93.77 93.92
S1 93.16 93.16 93.71 93.47
S2 92.49 92.49 93.60
S3 91.21 91.88 93.48
S4 89.93 90.60 93.13
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 93.10 4.01 4.3% 1.69 1.8% 18% False True 27,962
10 98.12 93.10 5.02 5.4% 1.69 1.8% 15% False True 25,898
20 98.57 91.36 7.21 7.7% 1.65 1.8% 34% False False 27,434
40 98.57 91.28 7.29 7.8% 1.57 1.7% 35% False False 20,082
60 98.57 83.16 15.41 16.4% 1.48 1.6% 69% False False 15,550
80 98.57 83.16 15.41 16.4% 1.35 1.4% 69% False False 12,594
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.45
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 99.82
2.618 97.73
1.618 96.45
1.000 95.66
0.618 95.17
HIGH 94.38
0.618 93.89
0.500 93.74
0.382 93.59
LOW 93.10
0.618 92.31
1.000 91.82
1.618 91.03
2.618 89.75
4.250 87.66
Fisher Pivots for day following 17-Feb-2011
Pivot 1 day 3 day
R1 93.80 94.63
PP 93.77 94.36
S1 93.74 94.10

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

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