NYMEX Light Sweet Crude Oil Future May 2011


Trading Metrics calculated at close of trading on 10-Feb-2011
Day Change Summary
Previous Current
09-Feb-2011 10-Feb-2011 Change Change % Previous Week
Open 93.38 93.41 0.03 0.0% 93.66
High 93.83 93.78 -0.05 -0.1% 96.55
Low 92.73 92.38 -0.35 -0.4% 92.83
Close 93.19 92.92 -0.27 -0.3% 94.00
Range 1.10 1.40 0.30 27.3% 3.72
ATR 1.85 1.82 -0.03 -1.7% 0.00
Volume 113,549 131,123 17,574 15.5% 511,400
Daily Pivots for day following 10-Feb-2011
Classic Woodie Camarilla DeMark
R4 97.23 96.47 93.69
R3 95.83 95.07 93.31
R2 94.43 94.43 93.18
R1 93.67 93.67 93.05 93.35
PP 93.03 93.03 93.03 92.87
S1 92.27 92.27 92.79 91.95
S2 91.63 91.63 92.66
S3 90.23 90.87 92.54
S4 88.83 89.47 92.15
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 96.17 91.63 4.54 4.9% 1.84 2.0% 28% False False 93,441
10 96.55 90.33 6.22 6.7% 2.00 2.2% 42% False False 103,163
20 96.55 89.40 7.15 7.7% 1.83 2.0% 49% False False 85,226
40 96.55 89.00 7.55 8.1% 1.73 1.9% 52% False False 57,492
60 96.55 82.22 14.33 15.4% 1.71 1.8% 75% False False 42,636
80 96.55 82.22 14.33 15.4% 1.62 1.7% 75% False False 34,106
100 96.55 79.39 17.16 18.5% 1.52 1.6% 79% False False 28,521
120 96.55 75.91 20.64 22.2% 1.38 1.5% 82% False False 24,459
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 0.49
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 99.73
2.618 97.45
1.618 96.05
1.000 95.18
0.618 94.65
HIGH 93.78
0.618 93.25
0.500 93.08
0.382 92.91
LOW 92.38
0.618 91.51
1.000 90.98
1.618 90.11
2.618 88.71
4.250 86.43
Fisher Pivots for day following 10-Feb-2011
Pivot 1 day 3 day
R1 93.08 92.86
PP 93.03 92.80
S1 92.97 92.74

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

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