NYMEX Light Sweet Crude Oil Future August 2011


Trading Metrics calculated at close of trading on 25-Feb-2011
Day Change Summary
Previous Current
24-Feb-2011 25-Feb-2011 Change Change % Previous Week
Open 102.49 100.80 -1.69 -1.6% 95.94
High 105.49 101.25 -4.24 -4.0% 105.49
Low 100.00 99.83 -0.17 -0.2% 95.94
Close 100.44 101.10 0.66 0.7% 101.10
Range 5.49 1.42 -4.07 -74.1% 9.55
ATR 2.27 2.21 -0.06 -2.7% 0.00
Volume 44,528 36,041 -8,487 -19.1% 134,829
Daily Pivots for day following 25-Feb-2011
Classic Woodie Camarilla DeMark
R4 104.99 104.46 101.88
R3 103.57 103.04 101.49
R2 102.15 102.15 101.36
R1 101.62 101.62 101.23 101.89
PP 100.73 100.73 100.73 100.86
S1 100.20 100.20 100.97 100.47
S2 99.31 99.31 100.84
S3 97.89 98.78 100.71
S4 96.47 97.36 100.32
Weekly Pivots for week ending 25-Feb-2011
Classic Woodie Camarilla DeMark
R4 129.49 124.85 106.35
R3 119.94 115.30 103.73
R2 110.39 110.39 102.85
R1 105.75 105.75 101.98 108.07
PP 100.84 100.84 100.84 102.01
S1 96.20 96.20 100.22 98.52
S2 91.29 91.29 99.35
S3 81.74 86.65 98.47
S4 72.19 77.10 95.85
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 105.49 94.21 11.28 11.2% 3.73 3.7% 61% False False 31,259
10 105.49 93.92 11.57 11.4% 2.68 2.7% 62% False False 22,950
20 105.49 93.73 11.76 11.6% 2.12 2.1% 63% False False 20,598
40 105.49 91.78 13.71 13.6% 1.82 1.8% 68% False False 14,828
60 105.49 86.23 19.26 19.1% 1.57 1.5% 77% False False 11,366
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0.47
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 107.29
2.618 104.97
1.618 103.55
1.000 102.67
0.618 102.13
HIGH 101.25
0.618 100.71
0.500 100.54
0.382 100.37
LOW 99.83
0.618 98.95
1.000 98.41
1.618 97.53
2.618 96.11
4.250 93.80
Fisher Pivots for day following 25-Feb-2011
Pivot 1 day 3 day
R1 100.91 101.93
PP 100.73 101.65
S1 100.54 101.38

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

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