NYMEX Light Sweet Crude Oil Future December 2011


Trading Metrics calculated at close of trading on 23-Feb-2011
Day Change Summary
Previous Current
22-Feb-2011 23-Feb-2011 Change Change % Previous Week
Open 97.70 99.98 2.28 2.3% 98.39
High 103.31 102.75 -0.56 -0.5% 99.73
Low 97.70 99.32 1.62 1.7% 95.75
Close 99.74 101.98 2.24 2.2% 97.58
Range 5.61 3.43 -2.18 -38.9% 3.98
ATR 2.08 2.18 0.10 4.6% 0.00
Volume 55,422 105,899 50,477 91.1% 247,981
Daily Pivots for day following 23-Feb-2011
Classic Woodie Camarilla DeMark
R4 111.64 110.24 103.87
R3 108.21 106.81 102.92
R2 104.78 104.78 102.61
R1 103.38 103.38 102.29 104.08
PP 101.35 101.35 101.35 101.70
S1 99.95 99.95 101.67 100.65
S2 97.92 97.92 101.35
S3 94.49 96.52 101.04
S4 91.06 93.09 100.09
Weekly Pivots for week ending 18-Feb-2011
Classic Woodie Camarilla DeMark
R4 109.63 107.58 99.77
R3 105.65 103.60 98.67
R2 101.67 101.67 98.31
R1 99.62 99.62 97.94 98.66
PP 97.69 97.69 97.69 97.20
S1 95.64 95.64 97.22 94.68
S2 93.71 93.71 96.85
S3 89.73 91.66 96.49
S4 85.75 87.68 95.39
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.31 95.75 7.56 7.4% 2.79 2.7% 82% False False 63,995
10 103.31 95.75 7.56 7.4% 2.23 2.2% 82% False False 57,491
20 103.31 93.64 9.67 9.5% 2.07 2.0% 86% False False 55,543
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
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
4.250 117.33
2.618 111.73
1.618 108.30
1.000 106.18
0.618 104.87
HIGH 102.75
0.618 101.44
0.500 101.04
0.382 100.63
LOW 99.32
0.618 97.20
1.000 95.89
1.618 93.77
2.618 90.34
4.250 84.74
Fisher Pivots for day following 23-Feb-2011
Pivot 1 day 3 day
R1 101.67 101.20
PP 101.35 100.42
S1 101.04 99.64

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

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