NYMEX Light Sweet Crude Oil Future August 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 95.22 94.52 -0.70 -0.7% 96.44
High 95.44 96.24 0.80 0.8% 97.88
Low 93.92 94.21 0.29 0.3% 93.92
Close 94.54 95.66 1.12 1.2% 95.66
Range 1.52 2.03 0.51 33.6% 3.96
ATR 1.52 1.55 0.04 2.4% 0.00
Volume 17,621 21,469 3,848 21.8% 79,358
Daily Pivots for day following 18-Feb-2011
Classic Woodie Camarilla DeMark
R4 101.46 100.59 96.78
R3 99.43 98.56 96.22
R2 97.40 97.40 96.03
R1 96.53 96.53 95.85 96.97
PP 95.37 95.37 95.37 95.59
S1 94.50 94.50 95.47 94.94
S2 93.34 93.34 95.29
S3 91.31 92.47 95.10
S4 89.28 90.44 94.54
Weekly Pivots for week ending 18-Feb-2011
Classic Woodie Camarilla DeMark
R4 107.70 105.64 97.84
R3 103.74 101.68 96.75
R2 99.78 99.78 96.39
R1 97.72 97.72 96.02 96.77
PP 95.82 95.82 95.82 95.35
S1 93.76 93.76 95.30 92.81
S2 91.86 91.86 94.93
S3 87.90 89.80 94.57
S4 83.94 85.84 93.48
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.88 93.92 3.96 4.1% 1.78 1.9% 44% False False 15,871
10 97.88 93.92 3.96 4.1% 1.53 1.6% 44% False False 15,530
20 99.15 91.88 7.27 7.6% 1.60 1.7% 52% False False 16,389
40 99.15 91.78 7.37 7.7% 1.48 1.5% 53% False False 11,766
60 99.15 84.20 14.95 15.6% 1.39 1.5% 77% False False 9,237
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 0.25
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 104.87
2.618 101.55
1.618 99.52
1.000 98.27
0.618 97.49
HIGH 96.24
0.618 95.46
0.500 95.23
0.382 94.99
LOW 94.21
0.618 92.96
1.000 92.18
1.618 90.93
2.618 88.90
4.250 85.58
Fisher Pivots for day following 18-Feb-2011
Pivot 1 day 3 day
R1 95.52 95.47
PP 95.37 95.27
S1 95.23 95.08

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

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