NYMEX Light Sweet Crude Oil Future August 2011


Trading Metrics calculated at close of trading on 28-Feb-2011
Day Change Summary
Previous Current
25-Feb-2011 28-Feb-2011 Change Change % Previous Week
Open 100.80 102.80 2.00 2.0% 95.94
High 101.25 102.80 1.55 1.5% 105.49
Low 99.83 100.40 0.57 0.6% 95.94
Close 101.10 100.54 -0.56 -0.6% 101.10
Range 1.42 2.40 0.98 69.0% 9.55
ATR 2.21 2.22 0.01 0.6% 0.00
Volume 36,041 14,913 -21,128 -58.6% 134,829
Daily Pivots for day following 28-Feb-2011
Classic Woodie Camarilla DeMark
R4 108.45 106.89 101.86
R3 106.05 104.49 101.20
R2 103.65 103.65 100.98
R1 102.09 102.09 100.76 101.67
PP 101.25 101.25 101.25 101.04
S1 99.69 99.69 100.32 99.27
S2 98.85 98.85 100.10
S3 96.45 97.29 99.88
S4 94.05 94.89 99.22
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 95.94 9.55 9.5% 3.81 3.8% 48% False False 29,948
10 105.49 93.92 11.57 11.5% 2.80 2.8% 57% False False 22,910
20 105.49 93.92 11.57 11.5% 2.11 2.1% 57% False False 19,878
40 105.49 91.78 13.71 13.6% 1.83 1.8% 64% False False 15,086
60 105.49 88.53 16.96 16.9% 1.57 1.6% 71% False False 11,588
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 0.47
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 113.00
2.618 109.08
1.618 106.68
1.000 105.20
0.618 104.28
HIGH 102.80
0.618 101.88
0.500 101.60
0.382 101.32
LOW 100.40
0.618 98.92
1.000 98.00
1.618 96.52
2.618 94.12
4.250 90.20
Fisher Pivots for day following 28-Feb-2011
Pivot 1 day 3 day
R1 101.60 102.66
PP 101.25 101.95
S1 100.89 101.25

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

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