NYMEX Light Sweet Crude Oil Future May 2011


Trading Metrics calculated at close of trading on 11-Feb-2011
Day Change Summary
Previous Current
10-Feb-2011 11-Feb-2011 Change Change % Previous Week
Open 93.41 93.68 0.27 0.3% 94.24
High 93.78 93.70 -0.08 -0.1% 94.64
Low 92.38 91.91 -0.47 -0.5% 91.63
Close 92.92 92.35 -0.57 -0.6% 92.35
Range 1.40 1.79 0.39 27.9% 3.01
ATR 1.82 1.82 0.00 -0.1% 0.00
Volume 131,123 157,012 25,889 19.7% 561,006
Daily Pivots for day following 11-Feb-2011
Classic Woodie Camarilla DeMark
R4 98.02 96.98 93.33
R3 96.23 95.19 92.84
R2 94.44 94.44 92.68
R1 93.40 93.40 92.51 93.03
PP 92.65 92.65 92.65 92.47
S1 91.61 91.61 92.19 91.24
S2 90.86 90.86 92.02
S3 89.07 89.82 91.86
S4 87.28 88.03 91.37
Weekly Pivots for week ending 11-Feb-2011
Classic Woodie Camarilla DeMark
R4 101.90 100.14 94.01
R3 98.89 97.13 93.18
R2 95.88 95.88 92.90
R1 94.12 94.12 92.63 93.50
PP 92.87 92.87 92.87 92.56
S1 91.11 91.11 92.07 90.49
S2 89.86 89.86 91.80
S3 86.85 88.10 91.52
S4 83.84 85.09 90.69
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.64 91.63 3.01 3.3% 1.62 1.8% 24% False False 112,201
10 96.55 91.63 4.92 5.3% 1.85 2.0% 15% False False 107,240
20 96.55 89.40 7.15 7.7% 1.85 2.0% 41% False False 90,224
40 96.55 89.40 7.15 7.7% 1.73 1.9% 41% False False 61,084
60 96.55 82.22 14.33 15.5% 1.71 1.9% 71% False False 45,156
80 96.55 82.22 14.33 15.5% 1.61 1.7% 71% False False 36,029
100 96.55 79.39 17.16 18.6% 1.53 1.7% 76% False False 30,043
120 96.55 75.91 20.64 22.3% 1.39 1.5% 80% False False 25,752
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 3 trading days
Fibonacci Retracements and Extensions
4.250 101.31
2.618 98.39
1.618 96.60
1.000 95.49
0.618 94.81
HIGH 93.70
0.618 93.02
0.500 92.81
0.382 92.59
LOW 91.91
0.618 90.80
1.000 90.12
1.618 89.01
2.618 87.22
4.250 84.30
Fisher Pivots for day following 11-Feb-2011
Pivot 1 day 3 day
R1 92.81 92.87
PP 92.65 92.70
S1 92.50 92.52

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

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