NYMEX Light Sweet Crude Oil Future March 2011


Trading Metrics calculated at close of trading on 01-Feb-2011
Day Change Summary
Previous Current
31-Jan-2011 01-Feb-2011 Change Change % Previous Week
Open 89.97 92.20 2.23 2.5% 89.26
High 92.84 92.45 -0.39 -0.4% 89.73
Low 88.40 90.44 2.04 2.3% 85.11
Close 92.19 90.77 -1.42 -1.5% 89.34
Range 4.44 2.01 -2.43 -54.7% 4.62
ATR 2.26 2.24 -0.02 -0.8% 0.00
Volume 411,297 374,742 -36,555 -8.9% 1,887,026
Daily Pivots for day following 01-Feb-2011
Classic Woodie Camarilla DeMark
R4 97.25 96.02 91.88
R3 95.24 94.01 91.32
R2 93.23 93.23 91.14
R1 92.00 92.00 90.95 91.61
PP 91.22 91.22 91.22 91.03
S1 89.99 89.99 90.59 89.60
S2 89.21 89.21 90.40
S3 87.20 87.98 90.22
S4 85.19 85.97 89.66
Weekly Pivots for week ending 28-Jan-2011
Classic Woodie Camarilla DeMark
R4 101.92 100.25 91.88
R3 97.30 95.63 90.61
R2 92.68 92.68 90.19
R1 91.01 91.01 89.76 91.85
PP 88.06 88.06 88.06 88.48
S1 86.39 86.39 88.92 87.23
S2 83.44 83.44 88.49
S3 78.82 81.77 88.07
S4 74.20 77.15 86.80
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 92.84 85.11 7.73 8.5% 3.01 3.3% 73% False False 403,003
10 93.02 85.11 7.91 8.7% 2.50 2.7% 72% False False 368,212
20 93.46 85.11 8.35 9.2% 2.30 2.5% 68% False False 287,741
40 93.46 85.11 8.35 9.2% 1.92 2.1% 68% False False 175,175
60 93.46 81.41 12.05 13.3% 1.95 2.1% 78% False False 128,383
80 93.46 81.41 12.05 13.3% 1.92 2.1% 78% False False 101,561
100 93.46 78.05 15.41 17.0% 1.86 2.0% 83% False False 85,102
120 93.46 74.29 19.17 21.1% 1.82 2.0% 86% False False 72,336
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.43
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 100.99
2.618 97.71
1.618 95.70
1.000 94.46
0.618 93.69
HIGH 92.45
0.618 91.68
0.500 91.45
0.382 91.21
LOW 90.44
0.618 89.20
1.000 88.43
1.618 87.19
2.618 85.18
4.250 81.90
Fisher Pivots for day following 01-Feb-2011
Pivot 1 day 3 day
R1 91.45 90.17
PP 91.22 89.57
S1 91.00 88.98

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

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