NYMEX Light Sweet Crude Oil Future April 2011


Trading Metrics calculated at close of trading on 04-Feb-2011
Day Change Summary
Previous Current
03-Feb-2011 04-Feb-2011 Change Change % Previous Week
Open 93.53 93.23 -0.30 -0.3% 91.99
High 94.64 94.22 -0.42 -0.4% 94.89
Low 92.83 91.19 -1.64 -1.8% 90.89
Close 93.24 91.85 -1.39 -1.5% 91.85
Range 1.81 3.03 1.22 67.4% 4.00
ATR 1.99 2.06 0.07 3.7% 0.00
Volume 146,368 127,187 -19,181 -13.1% 912,230
Daily Pivots for day following 04-Feb-2011
Classic Woodie Camarilla DeMark
R4 101.51 99.71 93.52
R3 98.48 96.68 92.68
R2 95.45 95.45 92.41
R1 93.65 93.65 92.13 93.04
PP 92.42 92.42 92.42 92.11
S1 90.62 90.62 91.57 90.01
S2 89.39 89.39 91.29
S3 86.36 87.59 91.02
S4 83.33 84.56 90.18
Weekly Pivots for week ending 04-Feb-2011
Classic Woodie Camarilla DeMark
R4 104.54 102.20 94.05
R3 100.54 98.20 92.95
R2 96.54 96.54 92.58
R1 94.20 94.20 92.22 93.37
PP 92.54 92.54 92.54 92.13
S1 90.20 90.20 91.48 89.37
S2 88.54 88.54 91.12
S3 84.54 86.20 90.75
S4 80.54 82.20 89.65
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.89 90.89 4.00 4.4% 2.32 2.5% 24% False False 182,446
10 94.89 87.83 7.06 7.7% 2.33 2.5% 57% False False 163,082
20 94.89 87.83 7.06 7.7% 2.02 2.2% 57% False False 137,354
40 94.89 87.83 7.06 7.7% 1.83 2.0% 57% False False 84,771
60 94.89 81.81 13.08 14.2% 1.85 2.0% 77% False False 62,702
80 94.89 81.81 13.08 14.2% 1.76 1.9% 77% False False 49,696
100 94.89 78.63 16.26 17.7% 1.71 1.9% 81% False False 41,729
120 94.89 74.98 19.91 21.7% 1.62 1.8% 85% False False 35,544
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.42
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 107.10
2.618 102.15
1.618 99.12
1.000 97.25
0.618 96.09
HIGH 94.22
0.618 93.06
0.500 92.71
0.382 92.35
LOW 91.19
0.618 89.32
1.000 88.16
1.618 86.29
2.618 83.26
4.250 78.31
Fisher Pivots for day following 04-Feb-2011
Pivot 1 day 3 day
R1 92.71 92.92
PP 92.42 92.56
S1 92.14 92.21

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

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