NYMEX Light Sweet Crude Oil Future May 2011


Trading Metrics calculated at close of trading on 14-Feb-2011
Day Change Summary
Previous Current
11-Feb-2011 14-Feb-2011 Change Change % Previous Week
Open 93.68 92.35 -1.33 -1.4% 94.24
High 93.70 93.83 0.13 0.1% 94.64
Low 91.91 92.03 0.12 0.1% 91.63
Close 92.35 92.26 -0.09 -0.1% 92.35
Range 1.79 1.80 0.01 0.6% 3.01
ATR 1.82 1.82 0.00 -0.1% 0.00
Volume 157,012 117,324 -39,688 -25.3% 561,006
Daily Pivots for day following 14-Feb-2011
Classic Woodie Camarilla DeMark
R4 98.11 96.98 93.25
R3 96.31 95.18 92.76
R2 94.51 94.51 92.59
R1 93.38 93.38 92.43 93.05
PP 92.71 92.71 92.71 92.54
S1 91.58 91.58 92.10 91.25
S2 90.91 90.91 91.93
S3 89.11 89.78 91.77
S4 87.31 87.98 91.27
Weekly Pivots for week ending 11-Feb-2011
Classic Woodie Camarilla DeMark
R4 101.90 100.14 94.01
R3 98.89 97.13 93.18
R2 95.88 95.88 92.90
R1 94.12 94.12 92.63 93.50
PP 92.87 92.87 92.87 92.56
S1 91.11 91.11 92.07 90.49
S2 89.86 89.86 91.80
S3 86.85 88.10 91.52
S4 83.84 85.09 90.69
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.84 91.63 2.21 2.4% 1.66 1.8% 29% False False 121,334
10 96.55 91.63 4.92 5.3% 1.67 1.8% 13% False False 101,863
20 96.55 89.40 7.15 7.7% 1.88 2.0% 40% False False 92,613
40 96.55 89.40 7.15 7.7% 1.75 1.9% 40% False False 63,530
60 96.55 82.22 14.33 15.5% 1.71 1.9% 70% False False 46,898
80 96.55 82.22 14.33 15.5% 1.60 1.7% 70% False False 37,413
100 96.55 79.39 17.16 18.6% 1.54 1.7% 75% False False 31,137
120 96.55 75.91 20.64 22.4% 1.40 1.5% 79% False False 26,716
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.44
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 101.48
2.618 98.54
1.618 96.74
1.000 95.63
0.618 94.94
HIGH 93.83
0.618 93.14
0.500 92.93
0.382 92.72
LOW 92.03
0.618 90.92
1.000 90.23
1.618 89.12
2.618 87.32
4.250 84.38
Fisher Pivots for day following 14-Feb-2011
Pivot 1 day 3 day
R1 92.93 92.87
PP 92.71 92.67
S1 92.48 92.46

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

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