NYMEX Light Sweet Crude Oil Future May 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 95.41 95.55 0.14 0.1% 92.20
High 96.09 96.55 0.46 0.5% 93.69
Low 94.98 94.97 -0.01 0.0% 89.40
Close 95.78 95.37 -0.41 -0.4% 93.43
Range 1.11 1.58 0.47 42.3% 4.29
ATR 1.85 1.83 -0.02 -1.1% 0.00
Volume 94,155 85,518 -8,637 -9.2% 427,413
Daily Pivots for day following 03-Feb-2011
Classic Woodie Camarilla DeMark
R4 100.37 99.45 96.24
R3 98.79 97.87 95.80
R2 97.21 97.21 95.66
R1 96.29 96.29 95.51 95.96
PP 95.63 95.63 95.63 95.47
S1 94.71 94.71 95.23 94.38
S2 94.05 94.05 95.08
S3 92.47 93.13 94.94
S4 90.89 91.55 94.50
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 96.55 90.33 6.22 6.5% 2.16 2.3% 81% True False 112,885
10 96.55 89.40 7.15 7.5% 1.94 2.0% 83% True False 96,983
20 96.55 89.40 7.15 7.5% 1.83 1.9% 83% True False 77,269
40 96.55 88.68 7.87 8.3% 1.68 1.8% 85% True False 48,008
60 96.55 82.22 14.33 15.0% 1.67 1.8% 92% True False 35,745
80 96.55 82.22 14.33 15.0% 1.58 1.7% 92% True False 28,579
100 96.55 79.39 17.16 18.0% 1.46 1.5% 93% True False 24,156
120 96.55 75.91 20.64 21.6% 1.34 1.4% 94% True False 20,686
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.36
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 103.27
2.618 100.69
1.618 99.11
1.000 98.13
0.618 97.53
HIGH 96.55
0.618 95.95
0.500 95.76
0.382 95.57
LOW 94.97
0.618 93.99
1.000 93.39
1.618 92.41
2.618 90.83
4.250 88.26
Fisher Pivots for day following 03-Feb-2011
Pivot 1 day 3 day
R1 95.76 95.76
PP 95.63 95.63
S1 95.50 95.50

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

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