NYMEX Light Sweet Crude Oil Future April 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 91.99 94.32 2.33 2.5% 90.80
High 94.89 94.57 -0.32 -0.3% 91.97
Low 90.89 93.19 2.30 2.5% 87.83
Close 94.28 93.50 -0.78 -0.8% 91.68
Range 4.00 1.38 -2.62 -65.5% 4.14
ATR 2.10 2.05 -0.05 -2.5% 0.00
Volume 290,335 178,845 -111,490 -38.4% 718,590
Daily Pivots for day following 01-Feb-2011
Classic Woodie Camarilla DeMark
R4 97.89 97.08 94.26
R3 96.51 95.70 93.88
R2 95.13 95.13 93.75
R1 94.32 94.32 93.63 94.04
PP 93.75 93.75 93.75 93.61
S1 92.94 92.94 93.37 92.66
S2 92.37 92.37 93.25
S3 90.99 91.56 93.12
S4 89.61 90.18 92.74
Weekly Pivots for week ending 28-Jan-2011
Classic Woodie Camarilla DeMark
R4 102.91 101.44 93.96
R3 98.77 97.30 92.82
R2 94.63 94.63 92.44
R1 93.16 93.16 92.06 93.90
PP 90.49 90.49 90.49 90.86
S1 89.02 89.02 91.30 89.76
S2 86.35 86.35 90.92
S3 82.21 84.88 90.54
S4 78.07 80.74 89.40
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.89 87.85 7.04 7.5% 2.61 2.8% 80% False False 188,251
10 94.89 87.83 7.06 7.6% 2.25 2.4% 80% False False 151,734
20 94.89 87.83 7.06 7.6% 2.13 2.3% 80% False False 124,712
40 94.89 87.83 7.06 7.6% 1.80 1.9% 80% False False 76,357
60 94.89 81.81 13.08 14.0% 1.81 1.9% 89% False False 56,118
80 94.89 81.81 13.08 14.0% 1.74 1.9% 89% False False 44,536
100 94.89 78.63 16.26 17.4% 1.68 1.8% 91% False False 37,543
120 94.89 74.98 19.91 21.3% 1.60 1.7% 93% False False 31,983
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.33
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 100.44
2.618 98.18
1.618 96.80
1.000 95.95
0.618 95.42
HIGH 94.57
0.618 94.04
0.500 93.88
0.382 93.72
LOW 93.19
0.618 92.34
1.000 91.81
1.618 90.96
2.618 89.58
4.250 87.33
Fisher Pivots for day following 01-Feb-2011
Pivot 1 day 3 day
R1 93.88 92.81
PP 93.75 92.12
S1 93.63 91.43

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

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