NYMEX Light Sweet Crude Oil Future September 2011


Trading Metrics calculated at close of trading on 01-Mar-2011
Day Change Summary
Previous Current
28-Feb-2011 01-Mar-2011 Change Change % Previous Week
Open 102.95 100.79 -2.16 -2.1% 96.58
High 102.95 103.94 0.99 1.0% 106.00
Low 100.60 100.79 0.19 0.2% 96.58
Close 100.85 103.37 2.52 2.5% 101.39
Range 2.35 3.15 0.80 34.0% 9.42
ATR 2.23 2.30 0.07 2.9% 0.00
Volume 12,058 13,987 1,929 16.0% 116,751
Daily Pivots for day following 01-Mar-2011
Classic Woodie Camarilla DeMark
R4 112.15 110.91 105.10
R3 109.00 107.76 104.24
R2 105.85 105.85 103.95
R1 104.61 104.61 103.66 105.23
PP 102.70 102.70 102.70 103.01
S1 101.46 101.46 103.08 102.08
S2 99.55 99.55 102.79
S3 96.40 98.31 102.50
S4 93.25 95.16 101.64
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 98.90 7.10 6.9% 3.53 3.4% 63% False False 25,946
10 106.00 94.50 11.50 11.1% 2.96 2.9% 77% False False 20,168
20 106.00 94.50 11.50 11.1% 2.13 2.1% 77% False False 17,094
40 106.00 91.94 14.06 13.6% 1.84 1.8% 81% False False 13,150
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 0.38
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 117.33
2.618 112.19
1.618 109.04
1.000 107.09
0.618 105.89
HIGH 103.94
0.618 102.74
0.500 102.37
0.382 101.99
LOW 100.79
0.618 98.84
1.000 97.64
1.618 95.69
2.618 92.54
4.250 87.40
Fisher Pivots for day following 01-Mar-2011
Pivot 1 day 3 day
R1 103.04 102.92
PP 102.70 102.48
S1 102.37 102.03

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

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