NYMEX Light Sweet Crude Oil Future September 2011


Trading Metrics calculated at close of trading on 23-Feb-2011
Day Change Summary
Previous Current
22-Feb-2011 23-Feb-2011 Change Change % Previous Week
Open 96.58 98.93 2.35 2.4% 97.32
High 101.90 102.60 0.70 0.7% 98.42
Low 96.58 98.90 2.32 2.4% 94.50
Close 98.98 101.66 2.68 2.7% 96.24
Range 5.32 3.70 -1.62 -30.5% 3.92
ATR 1.78 1.92 0.14 7.7% 0.00
Volume 13,064 28,746 15,682 120.0% 70,111
Daily Pivots for day following 23-Feb-2011
Classic Woodie Camarilla DeMark
R4 112.15 110.61 103.70
R3 108.45 106.91 102.68
R2 104.75 104.75 102.34
R1 103.21 103.21 102.00 103.98
PP 101.05 101.05 101.05 101.44
S1 99.51 99.51 101.32 100.28
S2 97.35 97.35 100.98
S3 93.65 95.81 100.64
S4 89.95 92.11 99.63
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
5 102.60 94.50 8.10 8.0% 2.62 2.6% 88% True False 17,630
10 102.60 94.50 8.10 8.0% 2.05 2.0% 88% True False 15,750
20 102.60 92.65 9.95 9.8% 1.86 1.8% 91% True False 15,210
40 102.60 91.94 10.66 10.5% 1.61 1.6% 91% True False 10,950
Crabel Price Patterns
NR True
NR4 False
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 0.18
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 118.33
2.618 112.29
1.618 108.59
1.000 106.30
0.618 104.89
HIGH 102.60
0.618 101.19
0.500 100.75
0.382 100.31
LOW 98.90
0.618 96.61
1.000 95.20
1.618 92.91
2.618 89.21
4.250 83.18
Fisher Pivots for day following 23-Feb-2011
Pivot 1 day 3 day
R1 101.36 100.72
PP 101.05 99.77
S1 100.75 98.83

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

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