NYMEX Light Sweet Crude Oil Future August 2011


Trading Metrics calculated at close of trading on 23-Feb-2011
Day Change Summary
Previous Current
22-Feb-2011 23-Feb-2011 Change Change % Previous Week
Open 95.94 98.80 2.86 3.0% 96.44
High 101.49 102.53 1.04 1.0% 97.88
Low 95.94 98.36 2.42 2.5% 93.92
Close 98.66 101.51 2.85 2.9% 95.66
Range 5.55 4.17 -1.38 -24.9% 3.96
ATR 1.86 2.02 0.17 8.9% 0.00
Volume 18,892 35,368 16,476 87.2% 79,358
Daily Pivots for day following 23-Feb-2011
Classic Woodie Camarilla DeMark
R4 113.31 111.58 103.80
R3 109.14 107.41 102.66
R2 104.97 104.97 102.27
R1 103.24 103.24 101.89 104.11
PP 100.80 100.80 100.80 101.23
S1 99.07 99.07 101.13 99.94
S2 96.63 96.63 100.75
S3 92.46 94.90 100.36
S4 88.29 90.73 99.22
Weekly Pivots for week ending 18-Feb-2011
Classic Woodie Camarilla DeMark
R4 107.70 105.64 97.84
R3 103.74 101.68 96.75
R2 99.78 99.78 96.39
R1 97.72 97.72 96.02 96.77
PP 95.82 95.82 95.82 95.35
S1 93.76 93.76 95.30 92.81
S2 91.86 91.86 94.93
S3 87.90 89.80 94.57
S4 83.94 85.84 93.48
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.53 93.92 8.61 8.5% 2.88 2.8% 88% True False 21,273
10 102.53 93.92 8.61 8.5% 2.19 2.2% 88% True False 18,149
20 102.53 92.09 10.44 10.3% 1.94 1.9% 90% True False 17,718
40 102.53 91.78 10.75 10.6% 1.68 1.7% 91% True False 12,947
60 102.53 86.20 16.33 16.1% 1.49 1.5% 94% True False 10,076
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.19
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120.25
2.618 113.45
1.618 109.28
1.000 106.70
0.618 105.11
HIGH 102.53
0.618 100.94
0.500 100.45
0.382 99.95
LOW 98.36
0.618 95.78
1.000 94.19
1.618 91.61
2.618 87.44
4.250 80.64
Fisher Pivots for day following 23-Feb-2011
Pivot 1 day 3 day
R1 101.16 100.46
PP 100.80 99.42
S1 100.45 98.37

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

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