NYMEX Light Sweet Crude Oil Future October 2011


Trading Metrics calculated at close of trading on 02-Mar-2011
Day Change Summary
Previous Current
01-Mar-2011 02-Mar-2011 Change Change % Previous Week
Open 101.64 103.74 2.10 2.1% 97.16
High 103.79 105.07 1.28 1.2% 105.32
Low 101.64 103.52 1.88 1.8% 97.14
Close 103.59 105.03 1.44 1.4% 101.62
Range 2.15 1.55 -0.60 -27.9% 8.18
ATR 2.13 2.09 -0.04 -1.9% 0.00
Volume 8,913 10,116 1,203 13.5% 59,544
Daily Pivots for day following 02-Mar-2011
Classic Woodie Camarilla DeMark
R4 109.19 108.66 105.88
R3 107.64 107.11 105.46
R2 106.09 106.09 105.31
R1 105.56 105.56 105.17 105.83
PP 104.54 104.54 104.54 104.67
S1 104.01 104.01 104.89 104.28
S2 102.99 102.99 104.75
S3 101.44 102.46 104.60
S4 99.89 100.91 104.18
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 5.6% 2.76 2.6% 95% False False 12,452
10 105.32 95.00 10.32 9.8% 2.50 2.4% 97% False False 11,028
20 105.32 95.00 10.32 9.8% 1.96 1.9% 97% False False 10,471
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.39
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 111.66
2.618 109.13
1.618 107.58
1.000 106.62
0.618 106.03
HIGH 105.07
0.618 104.48
0.500 104.30
0.382 104.11
LOW 103.52
0.618 102.56
1.000 101.97
1.618 101.01
2.618 99.46
4.250 96.93
Fisher Pivots for day following 02-Mar-2011
Pivot 1 day 3 day
R1 104.79 104.34
PP 104.54 103.65
S1 104.30 102.96

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

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