NYMEX Light Sweet Crude Oil Future November 2011


Trading Metrics calculated at close of trading on 24-Feb-2011
Day Change Summary
Previous Current
23-Feb-2011 24-Feb-2011 Change Change % Previous Week
Open 99.78 103.18 3.40 3.4% 97.73
High 102.69 105.07 2.38 2.3% 99.29
Low 99.78 99.95 0.17 0.2% 95.74
Close 101.92 100.93 -0.99 -1.0% 97.20
Range 2.91 5.12 2.21 75.9% 3.55
ATR 1.76 2.00 0.24 13.6% 0.00
Volume 12,982 20,109 7,127 54.9% 34,523
Daily Pivots for day following 24-Feb-2011
Classic Woodie Camarilla DeMark
R4 117.34 114.26 103.75
R3 112.22 109.14 102.34
R2 107.10 107.10 101.87
R1 104.02 104.02 101.40 103.00
PP 101.98 101.98 101.98 101.48
S1 98.90 98.90 100.46 97.88
S2 96.86 96.86 99.99
S3 91.74 93.78 99.52
S4 86.62 88.66 98.11
Weekly Pivots for week ending 18-Feb-2011
Classic Woodie Camarilla DeMark
R4 108.06 106.18 99.15
R3 104.51 102.63 98.18
R2 100.96 100.96 97.85
R1 99.08 99.08 97.53 98.25
PP 97.41 97.41 97.41 96.99
S1 95.53 95.53 96.87 94.70
S2 93.86 93.86 96.55
S3 90.31 91.98 96.22
S4 86.76 88.43 95.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 105.07 95.74 9.33 9.2% 3.13 3.1% 56% True False 12,537
10 105.07 95.74 9.33 9.2% 2.22 2.2% 56% True False 9,104
20 105.07 94.60 10.47 10.4% 1.78 1.8% 60% True False 8,625
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 0.29
Widest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 126.83
2.618 118.47
1.618 113.35
1.000 110.19
0.618 108.23
HIGH 105.07
0.618 103.11
0.500 102.51
0.382 101.91
LOW 99.95
0.618 96.79
1.000 94.83
1.618 91.67
2.618 86.55
4.250 78.19
Fisher Pivots for day following 24-Feb-2011
Pivot 1 day 3 day
R1 102.51 101.54
PP 101.98 101.33
S1 101.46 101.13

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

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