NYMEX Light Sweet Crude Oil Future June 2011


Trading Metrics calculated at close of trading on 18-Feb-2011
Day Change Summary
Previous Current
17-Feb-2011 18-Feb-2011 Change Change % Previous Week
Open 93.27 92.80 -0.47 -0.5% 94.36
High 93.28 94.57 1.29 1.4% 95.80
Low 91.97 92.44 0.47 0.5% 91.97
Close 92.74 93.82 1.08 1.2% 93.82
Range 1.31 2.13 0.82 62.6% 3.83
ATR 1.74 1.77 0.03 1.6% 0.00
Volume 92,808 118,722 25,914 27.9% 451,582
Daily Pivots for day following 18-Feb-2011
Classic Woodie Camarilla DeMark
R4 100.00 99.04 94.99
R3 97.87 96.91 94.41
R2 95.74 95.74 94.21
R1 94.78 94.78 94.02 95.26
PP 93.61 93.61 93.61 93.85
S1 92.65 92.65 93.62 93.13
S2 91.48 91.48 93.43
S3 89.35 90.52 93.23
S4 87.22 88.39 92.65
Weekly Pivots for week ending 18-Feb-2011
Classic Woodie Camarilla DeMark
R4 105.35 103.42 95.93
R3 101.52 99.59 94.87
R2 97.69 97.69 94.52
R1 95.76 95.76 94.17 94.81
PP 93.86 93.86 93.86 93.39
S1 91.93 91.93 93.47 90.98
S2 90.03 90.03 93.12
S3 86.20 88.10 92.77
S4 82.37 84.27 91.71
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.80 91.97 3.83 4.1% 1.87 2.0% 48% False False 90,316
10 96.04 91.97 4.07 4.3% 1.69 1.8% 45% False False 85,689
20 97.68 90.50 7.18 7.7% 1.84 2.0% 46% False False 86,547
40 97.68 90.50 7.18 7.7% 1.77 1.9% 46% False False 65,723
60 97.68 83.20 14.48 15.4% 1.73 1.8% 73% False False 54,415
80 97.68 82.46 15.22 16.2% 1.70 1.8% 75% False False 45,975
100 97.68 80.91 16.77 17.9% 1.73 1.8% 77% False False 41,087
120 97.68 78.80 18.88 20.1% 1.70 1.8% 80% False False 36,908
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.35
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 103.62
2.618 100.15
1.618 98.02
1.000 96.70
0.618 95.89
HIGH 94.57
0.618 93.76
0.500 93.51
0.382 93.25
LOW 92.44
0.618 91.12
1.000 90.31
1.618 88.99
2.618 86.86
4.250 83.39
Fisher Pivots for day following 18-Feb-2011
Pivot 1 day 3 day
R1 93.72 93.64
PP 93.61 93.45
S1 93.51 93.27

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

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