NYMEX Light Sweet Crude Oil Future August 2011


Trading Metrics calculated at close of trading on 22-Feb-2011
Day Change Summary
Previous Current
18-Feb-2011 22-Feb-2011 Change Change % Previous Week
Open 94.52 95.94 1.42 1.5% 96.44
High 96.24 101.49 5.25 5.5% 97.88
Low 94.21 95.94 1.73 1.8% 93.92
Close 95.66 98.66 3.00 3.1% 95.66
Range 2.03 5.55 3.52 173.4% 3.96
ATR 1.55 1.86 0.31 19.7% 0.00
Volume 21,469 18,892 -2,577 -12.0% 79,358
Daily Pivots for day following 22-Feb-2011
Classic Woodie Camarilla DeMark
R4 115.35 112.55 101.71
R3 109.80 107.00 100.19
R2 104.25 104.25 99.68
R1 101.45 101.45 99.17 102.85
PP 98.70 98.70 98.70 99.40
S1 95.90 95.90 98.15 97.30
S2 93.15 93.15 97.64
S3 87.60 90.35 97.13
S4 82.05 84.80 95.61
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
5 101.49 93.92 7.57 7.7% 2.55 2.6% 63% True False 16,798
10 101.49 93.92 7.57 7.7% 1.95 2.0% 63% True False 15,775
20 101.49 91.88 9.61 9.7% 1.80 1.8% 71% True False 16,746
40 101.49 91.78 9.71 9.8% 1.59 1.6% 71% True False 12,150
60 101.49 85.65 15.84 16.1% 1.44 1.5% 82% True False 9,515
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 0.23
Widest range in 70 trading days
Fibonacci Retracements and Extensions
4.250 125.08
2.618 116.02
1.618 110.47
1.000 107.04
0.618 104.92
HIGH 101.49
0.618 99.37
0.500 98.72
0.382 98.06
LOW 95.94
0.618 92.51
1.000 90.39
1.618 86.96
2.618 81.41
4.250 72.35
Fisher Pivots for day following 22-Feb-2011
Pivot 1 day 3 day
R1 98.72 98.34
PP 98.70 98.02
S1 98.68 97.71

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

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