NYMEX Light Sweet Crude Oil Future August 2011


Trading Metrics calculated at close of trading on 01-Mar-2011
Day Change Summary
Previous Current
28-Feb-2011 01-Mar-2011 Change Change % Previous Week
Open 102.80 101.14 -1.66 -1.6% 95.94
High 102.80 103.72 0.92 0.9% 105.49
Low 100.40 100.84 0.44 0.4% 95.94
Close 100.54 103.09 2.55 2.5% 101.10
Range 2.40 2.88 0.48 20.0% 9.55
ATR 2.22 2.29 0.07 3.1% 0.00
Volume 14,913 18,310 3,397 22.8% 134,829
Daily Pivots for day following 01-Mar-2011
Classic Woodie Camarilla DeMark
R4 111.19 110.02 104.67
R3 108.31 107.14 103.88
R2 105.43 105.43 103.62
R1 104.26 104.26 103.35 104.85
PP 102.55 102.55 102.55 102.84
S1 101.38 101.38 102.83 101.97
S2 99.67 99.67 102.56
S3 96.79 98.50 102.30
S4 93.91 95.62 101.51
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 98.36 7.13 6.9% 3.27 3.2% 66% False False 29,832
10 105.49 93.92 11.57 11.2% 2.91 2.8% 79% False False 23,315
20 105.49 93.92 11.57 11.2% 2.13 2.1% 79% False False 19,427
40 105.49 91.78 13.71 13.3% 1.85 1.8% 82% False False 15,370
60 105.49 89.34 16.15 15.7% 1.60 1.6% 85% False False 11,844
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 3 trading days
Fibonacci Retracements and Extensions
4.250 115.96
2.618 111.26
1.618 108.38
1.000 106.60
0.618 105.50
HIGH 103.72
0.618 102.62
0.500 102.28
0.382 101.94
LOW 100.84
0.618 99.06
1.000 97.96
1.618 96.18
2.618 93.30
4.250 88.60
Fisher Pivots for day following 01-Mar-2011
Pivot 1 day 3 day
R1 102.82 102.65
PP 102.55 102.21
S1 102.28 101.78

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

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