NYMEX Light Sweet Crude Oil Future October 2011


Trading Metrics calculated at close of trading on 25-Feb-2011
Day Change Summary
Previous Current
24-Feb-2011 25-Feb-2011 Change Change % Previous Week
Open 102.20 100.67 -1.53 -1.5% 97.16
High 105.32 102.45 -2.87 -2.7% 105.32
Low 99.43 100.42 0.99 1.0% 97.14
Close 100.81 101.62 0.81 0.8% 101.62
Range 5.89 2.03 -3.86 -65.5% 8.18
ATR 2.08 2.08 0.00 -0.2% 0.00
Volume 19,291 16,525 -2,766 -14.3% 59,544
Daily Pivots for day following 25-Feb-2011
Classic Woodie Camarilla DeMark
R4 107.59 106.63 102.74
R3 105.56 104.60 102.18
R2 103.53 103.53 101.99
R1 102.57 102.57 101.81 103.05
PP 101.50 101.50 101.50 101.74
S1 100.54 100.54 101.43 101.02
S2 99.47 99.47 101.25
S3 97.44 98.51 101.06
S4 95.41 96.48 100.50
Weekly Pivots for week ending 25-Feb-2011
Classic Woodie Camarilla DeMark
R4 125.90 121.94 106.12
R3 117.72 113.76 103.87
R2 109.54 109.54 103.12
R1 105.58 105.58 102.37 107.56
PP 101.36 101.36 101.36 102.35
S1 97.40 97.40 100.87 99.38
S2 93.18 93.18 100.12
S3 85.00 89.22 99.37
S4 76.82 81.04 97.12
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 105.32 95.63 9.69 9.5% 3.49 3.4% 62% False False 14,076
10 105.32 95.00 10.32 10.2% 2.46 2.4% 64% False False 11,760
20 105.32 94.55 10.77 10.6% 1.94 1.9% 66% False False 11,103
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.37
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 111.08
2.618 107.76
1.618 105.73
1.000 104.48
0.618 103.70
HIGH 102.45
0.618 101.67
0.500 101.44
0.382 101.20
LOW 100.42
0.618 99.17
1.000 98.39
1.618 97.14
2.618 95.11
4.250 91.79
Fisher Pivots for day following 25-Feb-2011
Pivot 1 day 3 day
R1 101.56 102.38
PP 101.50 102.12
S1 101.44 101.87

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

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