NYMEX Light Sweet Crude Oil Future June 2011


Trading Metrics calculated at close of trading on 02-Feb-2011
Day Change Summary
Previous Current
01-Feb-2011 02-Feb-2011 Change Change % Previous Week
Open 96.53 96.44 -0.09 -0.1% 93.11
High 97.20 97.15 -0.05 -0.1% 94.91
Low 95.97 96.21 0.24 0.3% 90.50
Close 96.52 97.01 0.49 0.5% 94.64
Range 1.23 0.94 -0.29 -23.6% 4.41
ATR 1.86 1.79 -0.07 -3.5% 0.00
Volume 89,440 83,930 -5,510 -6.2% 413,519
Daily Pivots for day following 02-Feb-2011
Classic Woodie Camarilla DeMark
R4 99.61 99.25 97.53
R3 98.67 98.31 97.27
R2 97.73 97.73 97.18
R1 97.37 97.37 97.10 97.55
PP 96.79 96.79 96.79 96.88
S1 96.43 96.43 96.92 96.61
S2 95.85 95.85 96.84
S3 94.91 95.49 96.75
S4 93.97 94.55 96.49
Weekly Pivots for week ending 28-Jan-2011
Classic Woodie Camarilla DeMark
R4 106.58 105.02 97.07
R3 102.17 100.61 95.85
R2 97.76 97.76 95.45
R1 96.20 96.20 95.04 96.98
PP 93.35 93.35 93.35 93.74
S1 91.79 91.79 94.24 92.57
S2 88.94 88.94 93.83
S3 84.53 87.38 93.43
S4 80.12 82.97 92.21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.36 91.55 5.81 6.0% 1.96 2.0% 94% False False 102,950
10 97.36 90.50 6.86 7.1% 1.93 2.0% 95% False False 86,656
20 97.36 90.50 6.86 7.1% 1.84 1.9% 95% False False 73,840
40 97.36 88.86 8.50 8.8% 1.66 1.7% 96% False False 51,083
60 97.36 82.46 14.90 15.4% 1.72 1.8% 98% False False 42,685
80 97.36 82.46 14.90 15.4% 1.71 1.8% 98% False False 36,328
100 97.36 79.39 17.97 18.5% 1.69 1.7% 98% False False 33,476
120 97.36 75.70 21.66 22.3% 1.67 1.7% 98% False False 29,652
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.34
Narrowest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 101.15
2.618 99.61
1.618 98.67
1.000 98.09
0.618 97.73
HIGH 97.15
0.618 96.79
0.500 96.68
0.382 96.57
LOW 96.21
0.618 95.63
1.000 95.27
1.618 94.69
2.618 93.75
4.250 92.22
Fisher Pivots for day following 02-Feb-2011
Pivot 1 day 3 day
R1 96.90 96.59
PP 96.79 96.16
S1 96.68 95.74

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

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