NYMEX Light Sweet Crude Oil Future April 2011


Trading Metrics calculated at close of trading on 03-Feb-2011
Day Change Summary
Previous Current
02-Feb-2011 03-Feb-2011 Change Change % Previous Week
Open 93.17 93.53 0.36 0.4% 90.80
High 94.28 94.64 0.36 0.4% 91.97
Low 92.88 92.83 -0.05 -0.1% 87.83
Close 93.68 93.24 -0.44 -0.5% 91.68
Range 1.40 1.81 0.41 29.3% 4.14
ATR 2.00 1.99 -0.01 -0.7% 0.00
Volume 169,495 146,368 -23,127 -13.6% 718,590
Daily Pivots for day following 03-Feb-2011
Classic Woodie Camarilla DeMark
R4 99.00 97.93 94.24
R3 97.19 96.12 93.74
R2 95.38 95.38 93.57
R1 94.31 94.31 93.41 93.94
PP 93.57 93.57 93.57 93.39
S1 92.50 92.50 93.07 92.13
S2 91.76 91.76 92.91
S3 89.95 90.69 92.74
S4 88.14 88.88 92.24
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% 2.52 2.7% 76% False False 193,706
10 94.89 87.83 7.06 7.6% 2.16 2.3% 77% False False 167,065
20 94.89 87.83 7.06 7.6% 1.98 2.1% 77% False False 135,357
40 94.89 87.83 7.06 7.6% 1.79 1.9% 77% False False 82,544
60 94.89 81.81 13.08 14.0% 1.83 2.0% 87% False False 60,786
80 94.89 81.81 13.08 14.0% 1.74 1.9% 87% False False 48,203
100 94.89 78.63 16.26 17.4% 1.69 1.8% 90% False False 40,542
120 94.89 74.98 19.91 21.4% 1.60 1.7% 92% False False 34,502
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.37
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 102.33
2.618 99.38
1.618 97.57
1.000 96.45
0.618 95.76
HIGH 94.64
0.618 93.95
0.500 93.74
0.382 93.52
LOW 92.83
0.618 91.71
1.000 91.02
1.618 89.90
2.618 88.09
4.250 85.14
Fisher Pivots for day following 03-Feb-2011
Pivot 1 day 3 day
R1 93.74 93.74
PP 93.57 93.57
S1 93.41 93.41

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

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