NYMEX Light Sweet Crude Oil Future October 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 102.86 101.64 -1.22 -1.2% 97.16
High 103.00 103.79 0.79 0.8% 105.32
Low 100.84 101.64 0.80 0.8% 97.14
Close 101.09 103.59 2.50 2.5% 101.62
Range 2.16 2.15 -0.01 -0.5% 8.18
ATR 2.08 2.13 0.04 2.1% 0.00
Volume 7,415 8,913 1,498 20.2% 59,544
Daily Pivots for day following 01-Mar-2011
Classic Woodie Camarilla DeMark
R4 109.46 108.67 104.77
R3 107.31 106.52 104.18
R2 105.16 105.16 103.98
R1 104.37 104.37 103.79 104.77
PP 103.01 103.01 103.01 103.20
S1 102.22 102.22 103.39 102.62
S2 100.86 100.86 103.20
S3 98.71 100.07 103.00
S4 96.56 97.92 102.41
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 99.43 5.89 5.7% 3.02 2.9% 71% False False 13,438
10 105.32 95.00 10.32 10.0% 2.60 2.5% 83% False False 10,801
20 105.32 95.00 10.32 10.0% 1.94 1.9% 83% False False 10,556
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.37
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 112.93
2.618 109.42
1.618 107.27
1.000 105.94
0.618 105.12
HIGH 103.79
0.618 102.97
0.500 102.72
0.382 102.46
LOW 101.64
0.618 100.31
1.000 99.49
1.618 98.16
2.618 96.01
4.250 92.50
Fisher Pivots for day following 01-Mar-2011
Pivot 1 day 3 day
R1 103.30 103.10
PP 103.01 102.60
S1 102.72 102.11

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

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