NYMEX Light Sweet Crude Oil Future September 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 97.61 97.32 -0.29 -0.3% 97.65
High 97.61 98.42 0.81 0.8% 97.87
Low 96.41 96.68 0.27 0.3% 95.68
Close 96.52 96.96 0.44 0.5% 96.52
Range 1.20 1.74 0.54 45.0% 2.19
ATR 1.39 1.42 0.04 2.6% 0.00
Volume 18,972 11,221 -7,751 -40.9% 69,683
Daily Pivots for day following 14-Feb-2011
Classic Woodie Camarilla DeMark
R4 102.57 101.51 97.92
R3 100.83 99.77 97.44
R2 99.09 99.09 97.28
R1 98.03 98.03 97.12 97.69
PP 97.35 97.35 97.35 97.19
S1 96.29 96.29 96.80 95.95
S2 95.61 95.61 96.64
S3 93.87 94.55 96.48
S4 92.13 92.81 96.00
Weekly Pivots for week ending 11-Feb-2011
Classic Woodie Camarilla DeMark
R4 103.26 102.08 97.72
R3 101.07 99.89 97.12
R2 98.88 98.88 96.92
R1 97.70 97.70 96.72 97.20
PP 96.69 96.69 96.69 96.44
S1 95.51 95.51 96.32 95.01
S2 94.50 94.50 96.12
S3 92.31 93.32 95.92
S4 90.12 91.13 95.32
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.42 95.68 2.74 2.8% 1.35 1.4% 47% True False 12,948
10 99.66 95.68 3.98 4.1% 1.30 1.3% 32% False False 14,021
20 99.66 92.33 7.33 7.6% 1.43 1.5% 63% False False 12,743
40 99.66 90.73 8.93 9.2% 1.33 1.4% 70% False False 9,099
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 0.24
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 105.82
2.618 102.98
1.618 101.24
1.000 100.16
0.618 99.50
HIGH 98.42
0.618 97.76
0.500 97.55
0.382 97.34
LOW 96.68
0.618 95.60
1.000 94.94
1.618 93.86
2.618 92.12
4.250 89.29
Fisher Pivots for day following 14-Feb-2011
Pivot 1 day 3 day
R1 97.55 97.42
PP 97.35 97.26
S1 97.16 97.11

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

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