NYMEX Light Sweet Crude Oil Future August 2011


Trading Metrics calculated at close of trading on 15-Feb-2011
Day Change Summary
Previous Current
14-Feb-2011 15-Feb-2011 Change Change % Previous Week
Open 96.44 96.92 0.48 0.5% 97.34
High 97.88 96.92 -0.96 -1.0% 97.54
Low 96.16 94.40 -1.76 -1.8% 95.35
Close 96.41 94.78 -1.63 -1.7% 96.05
Range 1.72 2.52 0.80 46.5% 2.19
ATR 1.47 1.55 0.07 5.1% 0.00
Volume 14,258 12,991 -1,267 -8.9% 75,948
Daily Pivots for day following 15-Feb-2011
Classic Woodie Camarilla DeMark
R4 102.93 101.37 96.17
R3 100.41 98.85 95.47
R2 97.89 97.89 95.24
R1 96.33 96.33 95.01 95.85
PP 95.37 95.37 95.37 95.13
S1 93.81 93.81 94.55 93.33
S2 92.85 92.85 94.32
S3 90.33 91.29 94.09
S4 87.81 88.77 93.39
Weekly Pivots for week ending 11-Feb-2011
Classic Woodie Camarilla DeMark
R4 102.88 101.66 97.25
R3 100.69 99.47 96.65
R2 98.50 98.50 96.45
R1 97.28 97.28 96.25 96.80
PP 96.31 96.31 96.31 96.07
S1 95.09 95.09 95.85 94.61
S2 94.12 94.12 95.65
S3 91.93 92.90 95.45
S4 89.74 90.71 94.85
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.88 94.40 3.48 3.7% 1.50 1.6% 11% False True 15,025
10 99.15 94.40 4.75 5.0% 1.51 1.6% 8% False True 15,128
20 99.15 91.88 7.27 7.7% 1.54 1.6% 40% False False 14,947
40 99.15 90.58 8.57 9.0% 1.43 1.5% 49% False False 10,748
60 99.15 83.43 15.72 16.6% 1.35 1.4% 72% False False 8,497
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.24
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 107.63
2.618 103.52
1.618 101.00
1.000 99.44
0.618 98.48
HIGH 96.92
0.618 95.96
0.500 95.66
0.382 95.36
LOW 94.40
0.618 92.84
1.000 91.88
1.618 90.32
2.618 87.80
4.250 83.69
Fisher Pivots for day following 15-Feb-2011
Pivot 1 day 3 day
R1 95.66 96.14
PP 95.37 95.69
S1 95.07 95.23

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

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