NYMEX Light Sweet Crude Oil Future October 2011


Trading Metrics calculated at close of trading on 16-Feb-2011
Day Change Summary
Previous Current
15-Feb-2011 16-Feb-2011 Change Change % Previous Week
Open 97.90 96.26 -1.64 -1.7% 98.06
High 97.90 96.27 -1.63 -1.7% 98.31
Low 95.35 95.82 0.47 0.5% 96.11
Close 95.80 96.07 0.27 0.3% 96.93
Range 2.55 0.45 -2.10 -82.4% 2.20
ATR 1.44 1.37 -0.07 -4.8% 0.00
Volume 7,844 5,068 -2,776 -35.4% 51,457
Daily Pivots for day following 16-Feb-2011
Classic Woodie Camarilla DeMark
R4 97.40 97.19 96.32
R3 96.95 96.74 96.19
R2 96.50 96.50 96.15
R1 96.29 96.29 96.11 96.17
PP 96.05 96.05 96.05 96.00
S1 95.84 95.84 96.03 95.72
S2 95.60 95.60 95.99
S3 95.15 95.39 95.95
S4 94.70 94.94 95.82
Weekly Pivots for week ending 11-Feb-2011
Classic Woodie Camarilla DeMark
R4 103.72 102.52 98.14
R3 101.52 100.32 97.54
R2 99.32 99.32 97.33
R1 98.12 98.12 97.13 97.62
PP 97.12 97.12 97.12 96.87
S1 95.92 95.92 96.73 95.42
S2 94.92 94.92 96.53
S3 92.72 93.72 96.33
S4 90.52 91.52 95.72
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.84 95.35 3.49 3.6% 1.39 1.4% 21% False False 9,384
10 100.07 95.35 4.72 4.9% 1.38 1.4% 15% False False 9,411
20 100.07 92.69 7.38 7.7% 1.42 1.5% 46% False False 8,893
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.11
Narrowest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 98.18
2.618 97.45
1.618 97.00
1.000 96.72
0.618 96.55
HIGH 96.27
0.618 96.10
0.500 96.05
0.382 95.99
LOW 95.82
0.618 95.54
1.000 95.37
1.618 95.09
2.618 94.64
4.250 93.91
Fisher Pivots for day following 16-Feb-2011
Pivot 1 day 3 day
R1 96.06 97.10
PP 96.05 96.75
S1 96.05 96.41

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

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