NYMEX Light Sweet Crude Oil Future March 2011


Trading Metrics calculated at close of trading on 08-Feb-2011
Day Change Summary
Previous Current
07-Feb-2011 08-Feb-2011 Change Change % Previous Week
Open 89.06 87.41 -1.65 -1.9% 89.97
High 89.54 88.11 -1.43 -1.6% 92.84
Low 87.18 85.88 -1.30 -1.5% 88.40
Close 87.48 86.94 -0.54 -0.6% 89.03
Range 2.36 2.23 -0.13 -5.5% 4.44
ATR 2.27 2.27 0.00 -0.1% 0.00
Volume 280,803 366,793 85,990 30.6% 1,695,062
Daily Pivots for day following 08-Feb-2011
Classic Woodie Camarilla DeMark
R4 93.67 92.53 88.17
R3 91.44 90.30 87.55
R2 89.21 89.21 87.35
R1 88.07 88.07 87.14 87.53
PP 86.98 86.98 86.98 86.70
S1 85.84 85.84 86.74 85.30
S2 84.75 84.75 86.53
S3 82.52 83.61 86.33
S4 80.29 81.38 85.71
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 92.05 85.88 6.17 7.1% 2.31 2.7% 17% False True 311,323
10 92.84 85.11 7.73 8.9% 2.66 3.1% 24% False False 357,163
20 93.46 85.11 8.35 9.6% 2.24 2.6% 22% False False 322,437
40 93.46 85.11 8.35 9.6% 1.99 2.3% 22% False False 204,688
60 93.46 81.41 12.05 13.9% 2.01 2.3% 46% False False 151,846
80 93.46 81.41 12.05 13.9% 1.96 2.3% 46% False False 119,842
100 93.46 78.05 15.41 17.7% 1.92 2.2% 58% False False 99,736
120 93.46 74.29 19.17 22.0% 1.85 2.1% 66% False False 85,055
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 0.59
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 97.59
2.618 93.95
1.618 91.72
1.000 90.34
0.618 89.49
HIGH 88.11
0.618 87.26
0.500 87.00
0.382 86.73
LOW 85.88
0.618 84.50
1.000 83.65
1.618 82.27
2.618 80.04
4.250 76.40
Fisher Pivots for day following 08-Feb-2011
Pivot 1 day 3 day
R1 87.00 88.78
PP 86.98 88.16
S1 86.96 87.55

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

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