NYMEX Light Sweet Crude Oil Future May 2011


Trading Metrics calculated at close of trading on 09-Feb-2011
Day Change Summary
Previous Current
08-Feb-2011 09-Feb-2011 Change Change % Previous Week
Open 93.45 93.38 -0.07 -0.1% 93.66
High 93.84 93.83 -0.01 0.0% 96.55
Low 91.63 92.73 1.10 1.2% 92.83
Close 93.12 93.19 0.07 0.1% 94.00
Range 2.21 1.10 -1.11 -50.2% 3.72
ATR 1.91 1.85 -0.06 -3.0% 0.00
Volume 87,663 113,549 25,886 29.5% 511,400
Daily Pivots for day following 09-Feb-2011
Classic Woodie Camarilla DeMark
R4 96.55 95.97 93.80
R3 95.45 94.87 93.49
R2 94.35 94.35 93.39
R1 93.77 93.77 93.29 93.51
PP 93.25 93.25 93.25 93.12
S1 92.67 92.67 93.09 92.41
S2 92.15 92.15 92.99
S3 91.05 91.57 92.89
S4 89.95 90.47 92.59
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% 32% False False 84,320
10 96.55 90.07 6.48 7.0% 2.01 2.2% 48% False False 98,287
20 96.55 89.40 7.15 7.7% 1.83 2.0% 53% False False 81,077
40 96.55 89.00 7.55 8.1% 1.72 1.8% 55% False False 54,646
60 96.55 82.22 14.33 15.4% 1.71 1.8% 77% False False 40,571
80 96.55 82.22 14.33 15.4% 1.63 1.7% 77% False False 32,537
100 96.55 79.39 17.16 18.4% 1.52 1.6% 80% False False 27,256
120 96.55 75.91 20.64 22.1% 1.37 1.5% 84% False False 23,384
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 0.46
Narrowest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 98.51
2.618 96.71
1.618 95.61
1.000 94.93
0.618 94.51
HIGH 93.83
0.618 93.41
0.500 93.28
0.382 93.15
LOW 92.73
0.618 92.05
1.000 91.63
1.618 90.95
2.618 89.85
4.250 88.06
Fisher Pivots for day following 09-Feb-2011
Pivot 1 day 3 day
R1 93.28 93.17
PP 93.25 93.15
S1 93.22 93.14

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

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