NYMEX Light Sweet Crude Oil Future August 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 97.17 96.44 -0.73 -0.8% 97.34
High 97.17 97.88 0.71 0.7% 97.54
Low 95.88 96.16 0.28 0.3% 95.35
Close 96.05 96.41 0.36 0.4% 96.05
Range 1.29 1.72 0.43 33.3% 2.19
ATR 1.44 1.47 0.03 1.9% 0.00
Volume 15,315 14,258 -1,057 -6.9% 75,948
Daily Pivots for day following 14-Feb-2011
Classic Woodie Camarilla DeMark
R4 101.98 100.91 97.36
R3 100.26 99.19 96.88
R2 98.54 98.54 96.73
R1 97.47 97.47 96.57 97.15
PP 96.82 96.82 96.82 96.65
S1 95.75 95.75 96.25 95.43
S2 95.10 95.10 96.09
S3 93.38 94.03 95.94
S4 91.66 92.31 95.46
Weekly Pivots for week ending 11-Feb-2011
Classic Woodie Camarilla DeMark
R4 102.88 101.66 97.25
R3 100.69 99.47 96.65
R2 98.50 98.50 96.45
R1 97.28 97.28 96.25 96.80
PP 96.31 96.31 96.31 96.07
S1 95.09 95.09 95.85 94.61
S2 94.12 94.12 95.65
S3 91.93 92.90 95.45
S4 89.74 90.71 94.85
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.88 95.35 2.53 2.6% 1.36 1.4% 42% True False 14,752
10 99.15 95.35 3.80 3.9% 1.35 1.4% 28% False False 15,539
20 99.15 91.88 7.27 7.5% 1.47 1.5% 62% False False 14,725
40 99.15 90.58 8.57 8.9% 1.39 1.4% 68% False False 10,559
60 99.15 83.43 15.72 16.3% 1.31 1.4% 83% False False 8,347
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 0.28
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 105.19
2.618 102.38
1.618 100.66
1.000 99.60
0.618 98.94
HIGH 97.88
0.618 97.22
0.500 97.02
0.382 96.82
LOW 96.16
0.618 95.10
1.000 94.44
1.618 93.38
2.618 91.66
4.250 88.85
Fisher Pivots for day following 14-Feb-2011
Pivot 1 day 3 day
R1 97.02 96.88
PP 96.82 96.72
S1 96.61 96.57

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

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