NYMEX Light Sweet Crude Oil Future October 2011


Trading Metrics calculated at close of trading on 18-Feb-2011
Day Change Summary
Previous Current
17-Feb-2011 18-Feb-2011 Change Change % Previous Week
Open 96.00 95.93 -0.07 -0.1% 97.24
High 96.23 97.08 0.85 0.9% 98.84
Low 95.00 95.63 0.63 0.7% 95.00
Close 95.58 96.74 1.16 1.2% 96.74
Range 1.23 1.45 0.22 17.9% 3.84
ATR 1.36 1.37 0.01 0.7% 0.00
Volume 8,393 10,839 2,446 29.1% 42,436
Daily Pivots for day following 18-Feb-2011
Classic Woodie Camarilla DeMark
R4 100.83 100.24 97.54
R3 99.38 98.79 97.14
R2 97.93 97.93 97.01
R1 97.34 97.34 96.87 97.64
PP 96.48 96.48 96.48 96.63
S1 95.89 95.89 96.61 96.19
S2 95.03 95.03 96.47
S3 93.58 94.44 96.34
S4 92.13 92.99 95.94
Weekly Pivots for week ending 18-Feb-2011
Classic Woodie Camarilla DeMark
R4 108.38 106.40 98.85
R3 104.54 102.56 97.80
R2 100.70 100.70 97.44
R1 98.72 98.72 97.09 97.79
PP 96.86 96.86 96.86 96.40
S1 94.88 94.88 96.39 93.95
S2 93.02 93.02 96.04
S3 89.18 91.04 95.68
S4 85.34 87.20 94.63
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.84 95.00 3.84 4.0% 1.46 1.5% 45% False False 8,487
10 98.84 95.00 3.84 4.0% 1.32 1.4% 45% False False 9,389
20 100.07 92.69 7.38 7.6% 1.44 1.5% 55% False False 9,379
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 0.16
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 103.24
2.618 100.88
1.618 99.43
1.000 98.53
0.618 97.98
HIGH 97.08
0.618 96.53
0.500 96.36
0.382 96.18
LOW 95.63
0.618 94.73
1.000 94.18
1.618 93.28
2.618 91.83
4.250 89.47
Fisher Pivots for day following 18-Feb-2011
Pivot 1 day 3 day
R1 96.61 96.51
PP 96.48 96.27
S1 96.36 96.04

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

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