NYMEX Light Sweet Crude Oil Future May 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 93.66 95.70 2.04 2.2% 92.20
High 96.40 96.22 -0.18 -0.2% 93.69
Low 92.83 95.02 2.19 2.4% 89.40
Close 95.82 95.42 -0.40 -0.4% 93.43
Range 3.57 1.20 -2.37 -66.4% 4.29
ATR 1.96 1.91 -0.05 -2.8% 0.00
Volume 171,099 97,415 -73,684 -43.1% 427,413
Daily Pivots for day following 01-Feb-2011
Classic Woodie Camarilla DeMark
R4 99.15 98.49 96.08
R3 97.95 97.29 95.75
R2 96.75 96.75 95.64
R1 96.09 96.09 95.53 95.82
PP 95.55 95.55 95.55 95.42
S1 94.89 94.89 95.31 94.62
S2 94.35 94.35 95.20
S3 93.15 93.69 95.09
S4 91.95 92.49 94.76
Weekly Pivots for week ending 28-Jan-2011
Classic Woodie Camarilla DeMark
R4 105.04 103.53 95.79
R3 100.75 99.24 94.61
R2 96.46 96.46 94.22
R1 94.95 94.95 93.82 95.71
PP 92.17 92.17 92.17 92.55
S1 90.66 90.66 93.04 91.42
S2 87.88 87.88 92.64
S3 83.59 86.37 92.25
S4 79.30 82.08 91.07
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.40 89.54 6.86 7.2% 2.34 2.5% 86% False False 107,466
10 96.40 89.40 7.00 7.3% 2.06 2.2% 86% False False 87,136
20 96.40 89.40 7.00 7.3% 2.00 2.1% 86% False False 71,362
40 96.40 88.68 7.72 8.1% 1.69 1.8% 87% False False 44,613
60 96.40 82.22 14.18 14.9% 1.66 1.7% 93% False False 33,258
80 96.40 82.22 14.18 14.9% 1.58 1.7% 93% False False 26,490
100 96.40 79.39 17.01 17.8% 1.45 1.5% 94% False False 22,476
120 96.40 75.91 20.49 21.5% 1.34 1.4% 95% False False 19,266
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
4.250 101.32
2.618 99.36
1.618 98.16
1.000 97.42
0.618 96.96
HIGH 96.22
0.618 95.76
0.500 95.62
0.382 95.48
LOW 95.02
0.618 94.28
1.000 93.82
1.618 93.08
2.618 91.88
4.250 89.92
Fisher Pivots for day following 01-Feb-2011
Pivot 1 day 3 day
R1 95.62 94.74
PP 95.55 94.05
S1 95.49 93.37

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

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