NYMEX Light Sweet Crude Oil Future May 2011


Trading Metrics calculated at close of trading on 08-Feb-2011
Day Change Summary
Previous Current
07-Feb-2011 08-Feb-2011 Change Change % Previous Week
Open 94.24 93.45 -0.79 -0.8% 93.66
High 94.64 93.84 -0.80 -0.8% 96.55
Low 93.03 91.63 -1.40 -1.5% 92.83
Close 93.16 93.12 -0.04 0.0% 94.00
Range 1.61 2.21 0.60 37.3% 3.72
ATR 1.89 1.91 0.02 1.2% 0.00
Volume 71,659 87,663 16,004 22.3% 511,400
Daily Pivots for day following 08-Feb-2011
Classic Woodie Camarilla DeMark
R4 99.49 98.52 94.34
R3 97.28 96.31 93.73
R2 95.07 95.07 93.53
R1 94.10 94.10 93.32 93.48
PP 92.86 92.86 92.86 92.56
S1 91.89 91.89 92.92 91.27
S2 90.65 90.65 92.71
S3 88.44 89.68 92.51
S4 86.23 87.47 91.90
Weekly Pivots for week ending 04-Feb-2011
Classic Woodie Camarilla DeMark
R4 105.62 103.53 96.05
R3 101.90 99.81 95.02
R2 98.18 98.18 94.68
R1 96.09 96.09 94.34 97.14
PP 94.46 94.46 94.46 94.98
S1 92.37 92.37 93.66 93.42
S2 90.74 90.74 93.32
S3 87.02 88.65 92.98
S4 83.30 84.93 91.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.55 91.63 4.92 5.3% 1.88 2.0% 30% False True 80,441
10 96.55 89.54 7.01 7.5% 2.11 2.3% 51% False False 93,954
20 96.55 89.40 7.15 7.7% 1.88 2.0% 52% False False 77,852
40 96.55 89.00 7.55 8.1% 1.73 1.9% 55% False False 52,093
60 96.55 82.22 14.33 15.4% 1.72 1.8% 76% False False 38,882
80 96.55 82.22 14.33 15.4% 1.63 1.8% 76% False False 31,166
100 96.55 79.39 17.16 18.4% 1.52 1.6% 80% False False 26,164
120 96.55 75.91 20.64 22.2% 1.38 1.5% 83% False False 22,453
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 0.42
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 103.23
2.618 99.63
1.618 97.42
1.000 96.05
0.618 95.21
HIGH 93.84
0.618 93.00
0.500 92.74
0.382 92.47
LOW 91.63
0.618 90.26
1.000 89.42
1.618 88.05
2.618 85.84
4.250 82.24
Fisher Pivots for day following 08-Feb-2011
Pivot 1 day 3 day
R1 92.99 93.90
PP 92.86 93.64
S1 92.74 93.38

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

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