NYMEX Light Sweet Crude Oil Future August 2011


Trading Metrics calculated at close of trading on 24-Feb-2011
Day Change Summary
Previous Current
23-Feb-2011 24-Feb-2011 Change Change % Previous Week
Open 98.80 102.49 3.69 3.7% 96.44
High 102.53 105.49 2.96 2.9% 97.88
Low 98.36 100.00 1.64 1.7% 93.92
Close 101.51 100.44 -1.07 -1.1% 95.66
Range 4.17 5.49 1.32 31.7% 3.96
ATR 2.02 2.27 0.25 12.2% 0.00
Volume 35,368 44,528 9,160 25.9% 79,358
Daily Pivots for day following 24-Feb-2011
Classic Woodie Camarilla DeMark
R4 118.45 114.93 103.46
R3 112.96 109.44 101.95
R2 107.47 107.47 101.45
R1 103.95 103.95 100.94 102.97
PP 101.98 101.98 101.98 101.48
S1 98.46 98.46 99.94 97.48
S2 96.49 96.49 99.43
S3 91.00 92.97 98.93
S4 85.51 87.48 97.42
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
5 105.49 93.92 11.57 11.5% 3.75 3.7% 56% True False 27,575
10 105.49 93.92 11.57 11.5% 2.65 2.6% 56% True False 20,895
20 105.49 93.40 12.09 12.0% 2.10 2.1% 58% True False 19,369
40 105.49 91.78 13.71 13.6% 1.80 1.8% 63% True False 14,005
60 105.49 86.20 19.29 19.2% 1.56 1.6% 74% True False 10,803
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 0.42
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 128.82
2.618 119.86
1.618 114.37
1.000 110.98
0.618 108.88
HIGH 105.49
0.618 103.39
0.500 102.75
0.382 102.10
LOW 100.00
0.618 96.61
1.000 94.51
1.618 91.12
2.618 85.63
4.250 76.67
Fisher Pivots for day following 24-Feb-2011
Pivot 1 day 3 day
R1 102.75 100.72
PP 101.98 100.62
S1 101.21 100.53

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

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