NYMEX Light Sweet Crude Oil Future September 2011


Trading Metrics calculated at close of trading on 28-Feb-2011
Day Change Summary
Previous Current
25-Feb-2011 28-Feb-2011 Change Change % Previous Week
Open 100.83 102.95 2.12 2.1% 96.58
High 102.03 102.95 0.92 0.9% 106.00
Low 100.12 100.60 0.48 0.5% 96.58
Close 101.39 100.85 -0.54 -0.5% 101.39
Range 1.91 2.35 0.44 23.0% 9.42
ATR 2.22 2.23 0.01 0.4% 0.00
Volume 37,316 12,058 -25,258 -67.7% 116,751
Daily Pivots for day following 28-Feb-2011
Classic Woodie Camarilla DeMark
R4 108.52 107.03 102.14
R3 106.17 104.68 101.50
R2 103.82 103.82 101.28
R1 102.33 102.33 101.07 101.90
PP 101.47 101.47 101.47 101.25
S1 99.98 99.98 100.63 99.55
S2 99.12 99.12 100.42
S3 96.77 97.63 100.20
S4 94.42 95.28 99.56
Weekly Pivots for week ending 25-Feb-2011
Classic Woodie Camarilla DeMark
R4 129.58 124.91 106.57
R3 120.16 115.49 103.98
R2 110.74 110.74 103.12
R1 106.07 106.07 102.25 108.41
PP 101.32 101.32 101.32 102.49
S1 96.65 96.65 100.53 98.99
S2 91.90 91.90 99.66
S3 82.48 87.23 98.80
S4 73.06 77.81 96.21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 106.00 96.58 9.42 9.3% 3.97 3.9% 45% False False 25,761
10 106.00 94.50 11.50 11.4% 2.82 2.8% 55% False False 19,892
20 106.00 94.50 11.50 11.4% 2.12 2.1% 55% False False 17,600
40 106.00 91.94 14.06 13.9% 1.81 1.8% 63% False False 12,874
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 0.45
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 112.94
2.618 109.10
1.618 106.75
1.000 105.30
0.618 104.40
HIGH 102.95
0.618 102.05
0.500 101.78
0.382 101.50
LOW 100.60
0.618 99.15
1.000 98.25
1.618 96.80
2.618 94.45
4.250 90.61
Fisher Pivots for day following 28-Feb-2011
Pivot 1 day 3 day
R1 101.78 102.73
PP 101.47 102.10
S1 101.16 101.48

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

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