NYMEX Light Sweet Crude Oil Future September 2011


Trading Metrics calculated at close of trading on 24-Feb-2011
Day Change Summary
Previous Current
23-Feb-2011 24-Feb-2011 Change Change % Previous Week
Open 98.93 101.88 2.95 3.0% 97.32
High 102.60 106.00 3.40 3.3% 98.42
Low 98.90 99.45 0.55 0.6% 94.50
Close 101.66 100.67 -0.99 -1.0% 96.24
Range 3.70 6.55 2.85 77.0% 3.92
ATR 1.92 2.25 0.33 17.3% 0.00
Volume 28,746 37,625 8,879 30.9% 70,111
Daily Pivots for day following 24-Feb-2011
Classic Woodie Camarilla DeMark
R4 121.69 117.73 104.27
R3 115.14 111.18 102.47
R2 108.59 108.59 101.87
R1 104.63 104.63 101.27 103.34
PP 102.04 102.04 102.04 101.39
S1 98.08 98.08 100.07 96.79
S2 95.49 95.49 99.47
S3 88.94 91.53 98.87
S4 82.39 84.98 97.07
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
5 106.00 94.50 11.50 11.4% 3.71 3.7% 54% True False 22,428
10 106.00 94.50 11.50 11.4% 2.62 2.6% 54% True False 17,985
20 106.00 93.84 12.16 12.1% 2.08 2.1% 56% True False 16,691
40 106.00 91.94 14.06 14.0% 1.76 1.7% 62% True False 11,852
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 0.39
Widest range in 53 trading days
Fibonacci Retracements and Extensions
4.250 133.84
2.618 123.15
1.618 116.60
1.000 112.55
0.618 110.05
HIGH 106.00
0.618 103.50
0.500 102.73
0.382 101.95
LOW 99.45
0.618 95.40
1.000 92.90
1.618 88.85
2.618 82.30
4.250 71.61
Fisher Pivots for day following 24-Feb-2011
Pivot 1 day 3 day
R1 102.73 101.29
PP 102.04 101.08
S1 101.36 100.88

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

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