NYMEX Light Sweet Crude Oil Future September 2011


Trading Metrics calculated at close of trading on 22-Feb-2011
Day Change Summary
Previous Current
18-Feb-2011 22-Feb-2011 Change Change % Previous Week
Open 95.21 96.58 1.37 1.4% 97.32
High 96.76 101.90 5.14 5.3% 98.42
Low 95.05 96.58 1.53 1.6% 94.50
Close 96.24 98.98 2.74 2.8% 96.24
Range 1.71 5.32 3.61 211.1% 3.92
ATR 1.48 1.78 0.30 20.2% 0.00
Volume 19,135 13,064 -6,071 -31.7% 70,111
Daily Pivots for day following 22-Feb-2011
Classic Woodie Camarilla DeMark
R4 115.11 112.37 101.91
R3 109.79 107.05 100.44
R2 104.47 104.47 99.96
R1 101.73 101.73 99.47 103.10
PP 99.15 99.15 99.15 99.84
S1 96.41 96.41 98.49 97.78
S2 93.83 93.83 98.00
S3 88.51 91.09 97.52
S4 83.19 85.77 96.05
Weekly Pivots for week ending 18-Feb-2011
Classic Woodie Camarilla DeMark
R4 108.15 106.11 98.40
R3 104.23 102.19 97.32
R2 100.31 100.31 96.96
R1 98.27 98.27 96.60 97.33
PP 96.39 96.39 96.39 95.92
S1 94.35 94.35 95.88 93.41
S2 92.47 92.47 95.52
S3 88.55 90.43 95.16
S4 84.63 86.51 94.08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.90 94.50 7.40 7.5% 2.39 2.4% 61% True False 14,390
10 101.90 94.50 7.40 7.5% 1.87 1.9% 61% True False 13,669
20 101.90 92.33 9.57 9.7% 1.74 1.8% 69% True False 14,460
40 101.90 91.94 9.96 10.1% 1.53 1.6% 71% True False 10,329
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 0.22
Widest range in 51 trading days
Fibonacci Retracements and Extensions
4.250 124.51
2.618 115.83
1.618 110.51
1.000 107.22
0.618 105.19
HIGH 101.90
0.618 99.87
0.500 99.24
0.382 98.61
LOW 96.58
0.618 93.29
1.000 91.26
1.618 87.97
2.618 82.65
4.250 73.97
Fisher Pivots for day following 22-Feb-2011
Pivot 1 day 3 day
R1 99.24 98.72
PP 99.15 98.46
S1 99.07 98.20

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

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