NYMEX Light Sweet Crude Oil Future September 2011


Trading Metrics calculated at close of trading on 15-Feb-2011
Day Change Summary
Previous Current
14-Feb-2011 15-Feb-2011 Change Change % Previous Week
Open 97.32 97.47 0.15 0.2% 97.65
High 98.42 97.47 -0.95 -1.0% 97.87
Low 96.68 94.91 -1.77 -1.8% 95.68
Close 96.96 95.34 -1.62 -1.7% 96.52
Range 1.74 2.56 0.82 47.1% 2.19
ATR 1.42 1.51 0.08 5.7% 0.00
Volume 11,221 12,548 1,327 11.8% 69,683
Daily Pivots for day following 15-Feb-2011
Classic Woodie Camarilla DeMark
R4 103.59 102.02 96.75
R3 101.03 99.46 96.04
R2 98.47 98.47 95.81
R1 96.90 96.90 95.57 96.41
PP 95.91 95.91 95.91 95.66
S1 94.34 94.34 95.11 93.85
S2 93.35 93.35 94.87
S3 90.79 91.78 94.64
S4 88.23 89.22 93.93
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 94.91 3.51 3.7% 1.48 1.6% 12% False True 13,869
10 99.66 94.91 4.75 5.0% 1.48 1.6% 9% False True 13,820
20 99.66 92.33 7.33 7.7% 1.51 1.6% 41% False False 13,077
40 99.66 90.73 8.93 9.4% 1.38 1.4% 52% False False 9,184
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.23
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 108.35
2.618 104.17
1.618 101.61
1.000 100.03
0.618 99.05
HIGH 97.47
0.618 96.49
0.500 96.19
0.382 95.89
LOW 94.91
0.618 93.33
1.000 92.35
1.618 90.77
2.618 88.21
4.250 84.03
Fisher Pivots for day following 15-Feb-2011
Pivot 1 day 3 day
R1 96.19 96.67
PP 95.91 96.22
S1 95.62 95.78

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

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