NYMEX Light Sweet Crude Oil Future March 2011


Trading Metrics calculated at close of trading on 10-Feb-2011
Day Change Summary
Previous Current
09-Feb-2011 10-Feb-2011 Change Change % Previous Week
Open 87.35 86.93 -0.42 -0.5% 89.97
High 87.95 87.90 -0.05 -0.1% 92.84
Low 86.36 85.96 -0.40 -0.5% 88.40
Close 86.71 86.73 0.02 0.0% 89.03
Range 1.59 1.94 0.35 22.0% 4.44
ATR 2.22 2.20 -0.02 -0.9% 0.00
Volume 324,981 374,340 49,359 15.2% 1,695,062
Daily Pivots for day following 10-Feb-2011
Classic Woodie Camarilla DeMark
R4 92.68 91.65 87.80
R3 90.74 89.71 87.26
R2 88.80 88.80 87.09
R1 87.77 87.77 86.91 87.32
PP 86.86 86.86 86.86 86.64
S1 85.83 85.83 86.55 85.38
S2 84.92 84.92 86.37
S3 82.98 83.89 86.20
S4 81.04 81.95 85.66
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 91.67 85.88 5.79 6.7% 2.27 2.6% 15% False False 336,283
10 92.84 85.11 7.73 8.9% 2.61 3.0% 21% False False 359,529
20 93.27 85.11 8.16 9.4% 2.22 2.6% 20% False False 331,727
40 93.46 85.11 8.35 9.6% 2.00 2.3% 19% False False 219,296
60 93.46 81.41 12.05 13.9% 2.01 2.3% 44% False False 162,320
80 93.46 81.41 12.05 13.9% 1.94 2.2% 44% False False 128,116
100 93.46 78.05 15.41 17.8% 1.91 2.2% 56% False False 106,433
120 93.46 74.29 19.17 22.1% 1.86 2.1% 65% False False 90,796
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.71
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 96.15
2.618 92.98
1.618 91.04
1.000 89.84
0.618 89.10
HIGH 87.90
0.618 87.16
0.500 86.93
0.382 86.70
LOW 85.96
0.618 84.76
1.000 84.02
1.618 82.82
2.618 80.88
4.250 77.72
Fisher Pivots for day following 10-Feb-2011
Pivot 1 day 3 day
R1 86.93 87.00
PP 86.86 86.91
S1 86.80 86.82

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

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