NYMEX Light Sweet Crude Oil Future September 2011


Trading Metrics calculated at close of trading on 16-Feb-2011
Day Change Summary
Previous Current
15-Feb-2011 16-Feb-2011 Change Change % Previous Week
Open 97.47 95.83 -1.64 -1.7% 97.65
High 97.47 96.00 -1.47 -1.5% 97.87
Low 94.91 94.91 0.00 0.0% 95.68
Close 95.34 95.57 0.23 0.2% 96.52
Range 2.56 1.09 -1.47 -57.4% 2.19
ATR 1.51 1.48 -0.03 -2.0% 0.00
Volume 12,548 13,637 1,089 8.7% 69,683
Daily Pivots for day following 16-Feb-2011
Classic Woodie Camarilla DeMark
R4 98.76 98.26 96.17
R3 97.67 97.17 95.87
R2 96.58 96.58 95.77
R1 96.08 96.08 95.67 95.79
PP 95.49 95.49 95.49 95.35
S1 94.99 94.99 95.47 94.70
S2 94.40 94.40 95.37
S3 93.31 93.90 95.27
S4 92.22 92.81 94.97
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% 1.54 1.6% 19% False True 13,543
10 99.66 94.91 4.75 5.0% 1.51 1.6% 14% False True 13,469
20 99.66 92.33 7.33 7.7% 1.51 1.6% 44% False False 13,444
40 99.66 91.94 7.72 8.1% 1.37 1.4% 47% False False 9,391
Crabel Price Patterns
NR True
NR4 True
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 0.24
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 100.63
2.618 98.85
1.618 97.76
1.000 97.09
0.618 96.67
HIGH 96.00
0.618 95.58
0.500 95.46
0.382 95.33
LOW 94.91
0.618 94.24
1.000 93.82
1.618 93.15
2.618 92.06
4.250 90.28
Fisher Pivots for day following 16-Feb-2011
Pivot 1 day 3 day
R1 95.53 96.67
PP 95.49 96.30
S1 95.46 95.94

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

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