NYMEX Light Sweet Crude Oil Future March 2011


Trading Metrics calculated at close of trading on 07-Feb-2011
Day Change Summary
Previous Current
04-Feb-2011 07-Feb-2011 Change Change % Previous Week
Open 90.63 89.06 -1.57 -1.7% 89.97
High 91.67 89.54 -2.13 -2.3% 92.84
Low 88.45 87.18 -1.27 -1.4% 88.40
Close 89.03 87.48 -1.55 -1.7% 89.03
Range 3.22 2.36 -0.86 -26.7% 4.44
ATR 2.26 2.27 0.01 0.3% 0.00
Volume 334,500 280,803 -53,697 -16.1% 1,695,062
Daily Pivots for day following 07-Feb-2011
Classic Woodie Camarilla DeMark
R4 95.15 93.67 88.78
R3 92.79 91.31 88.13
R2 90.43 90.43 87.91
R1 88.95 88.95 87.70 88.51
PP 88.07 88.07 88.07 87.85
S1 86.59 86.59 87.26 86.15
S2 85.71 85.71 87.05
S3 83.35 84.23 86.83
S4 80.99 81.87 86.18
Weekly Pivots for week ending 04-Feb-2011
Classic Woodie Camarilla DeMark
R4 103.41 100.66 91.47
R3 98.97 96.22 90.25
R2 94.53 94.53 89.84
R1 91.78 91.78 89.44 90.94
PP 90.09 90.09 90.09 89.67
S1 87.34 87.34 88.62 86.50
S2 85.65 85.65 88.22
S3 81.21 82.90 87.81
S4 76.77 78.46 86.59
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 92.45 87.18 5.27 6.0% 2.26 2.6% 6% False True 312,913
10 92.84 85.11 7.73 8.8% 2.61 3.0% 31% False False 352,517
20 93.46 85.11 8.35 9.5% 2.21 2.5% 28% False False 317,259
40 93.46 85.11 8.35 9.5% 1.98 2.3% 28% False False 197,344
60 93.46 81.41 12.05 13.8% 1.99 2.3% 50% False False 146,409
80 93.46 81.41 12.05 13.8% 1.96 2.2% 50% False False 115,481
100 93.46 78.05 15.41 17.6% 1.91 2.2% 61% False False 96,220
120 93.46 74.29 19.17 21.9% 1.85 2.1% 69% False False 82,082
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.53
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 99.57
2.618 95.72
1.618 93.36
1.000 91.90
0.618 91.00
HIGH 89.54
0.618 88.64
0.500 88.36
0.382 88.08
LOW 87.18
0.618 85.72
1.000 84.82
1.618 83.36
2.618 81.00
4.250 77.15
Fisher Pivots for day following 07-Feb-2011
Pivot 1 day 3 day
R1 88.36 89.62
PP 88.07 88.90
S1 87.77 88.19

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

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