NYMEX Light Sweet Crude Oil Future September 2011


Trading Metrics calculated at close of trading on 17-Feb-2011
Day Change Summary
Previous Current
16-Feb-2011 17-Feb-2011 Change Change % Previous Week
Open 95.83 95.45 -0.38 -0.4% 97.65
High 96.00 95.78 -0.22 -0.2% 97.87
Low 94.91 94.50 -0.41 -0.4% 95.68
Close 95.57 95.09 -0.48 -0.5% 96.52
Range 1.09 1.28 0.19 17.4% 2.19
ATR 1.48 1.46 -0.01 -0.9% 0.00
Volume 13,637 13,570 -67 -0.5% 69,683
Daily Pivots for day following 17-Feb-2011
Classic Woodie Camarilla DeMark
R4 98.96 98.31 95.79
R3 97.68 97.03 95.44
R2 96.40 96.40 95.32
R1 95.75 95.75 95.21 95.44
PP 95.12 95.12 95.12 94.97
S1 94.47 94.47 94.97 94.16
S2 93.84 93.84 94.86
S3 92.56 93.19 94.74
S4 91.28 91.91 94.39
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 94.50 3.92 4.1% 1.57 1.7% 15% False True 13,989
10 99.06 94.50 4.56 4.8% 1.49 1.6% 13% False True 13,184
20 99.66 92.33 7.33 7.7% 1.47 1.5% 38% False False 13,892
40 99.66 91.94 7.72 8.1% 1.39 1.5% 41% False False 9,655
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 0.22
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 101.22
2.618 99.13
1.618 97.85
1.000 97.06
0.618 96.57
HIGH 95.78
0.618 95.29
0.500 95.14
0.382 94.99
LOW 94.50
0.618 93.71
1.000 93.22
1.618 92.43
2.618 91.15
4.250 89.06
Fisher Pivots for day following 17-Feb-2011
Pivot 1 day 3 day
R1 95.14 95.99
PP 95.12 95.69
S1 95.11 95.39

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

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