NYMEX Light Sweet Crude Oil Future April 2011


Trading Metrics calculated at close of trading on 02-Feb-2011
Day Change Summary
Previous Current
01-Feb-2011 02-Feb-2011 Change Change % Previous Week
Open 94.32 93.17 -1.15 -1.2% 90.80
High 94.57 94.28 -0.29 -0.3% 91.97
Low 93.19 92.88 -0.31 -0.3% 87.83
Close 93.50 93.68 0.18 0.2% 91.68
Range 1.38 1.40 0.02 1.4% 4.14
ATR 2.05 2.00 -0.05 -2.3% 0.00
Volume 178,845 169,495 -9,350 -5.2% 718,590
Daily Pivots for day following 02-Feb-2011
Classic Woodie Camarilla DeMark
R4 97.81 97.15 94.45
R3 96.41 95.75 94.07
R2 95.01 95.01 93.94
R1 94.35 94.35 93.81 94.68
PP 93.61 93.61 93.61 93.78
S1 92.95 92.95 93.55 93.28
S2 92.21 92.21 93.42
S3 90.81 91.55 93.30
S4 89.41 90.15 92.91
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 87.96 6.93 7.4% 2.49 2.7% 83% False False 194,662
10 94.89 87.83 7.06 7.5% 2.25 2.4% 83% False False 161,556
20 94.89 87.83 7.06 7.5% 2.04 2.2% 83% False False 131,426
40 94.89 87.83 7.06 7.5% 1.81 1.9% 83% False False 79,687
60 94.89 81.81 13.08 14.0% 1.82 1.9% 91% False False 58,645
80 94.89 81.81 13.08 14.0% 1.73 1.8% 91% False False 46,518
100 94.89 78.63 16.26 17.4% 1.68 1.8% 93% False False 39,192
120 94.89 74.98 19.91 21.3% 1.60 1.7% 94% False False 33,356
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 0.32
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 100.23
2.618 97.95
1.618 96.55
1.000 95.68
0.618 95.15
HIGH 94.28
0.618 93.75
0.500 93.58
0.382 93.41
LOW 92.88
0.618 92.01
1.000 91.48
1.618 90.61
2.618 89.21
4.250 86.93
Fisher Pivots for day following 02-Feb-2011
Pivot 1 day 3 day
R1 93.65 93.42
PP 93.61 93.15
S1 93.58 92.89

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

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