NYMEX Light Sweet Crude Oil Future June 2011


Trading Metrics calculated at close of trading on 03-Feb-2011
Day Change Summary
Previous Current
02-Feb-2011 03-Feb-2011 Change Change % Previous Week
Open 96.44 96.80 0.36 0.4% 93.11
High 97.15 97.68 0.53 0.5% 94.91
Low 96.21 96.20 -0.01 0.0% 90.50
Close 97.01 96.66 -0.35 -0.4% 94.64
Range 0.94 1.48 0.54 57.4% 4.41
ATR 1.79 1.77 -0.02 -1.2% 0.00
Volume 83,930 76,781 -7,149 -8.5% 413,519
Daily Pivots for day following 03-Feb-2011
Classic Woodie Camarilla DeMark
R4 101.29 100.45 97.47
R3 99.81 98.97 97.07
R2 98.33 98.33 96.93
R1 97.49 97.49 96.80 97.17
PP 96.85 96.85 96.85 96.69
S1 96.01 96.01 96.52 95.69
S2 95.37 95.37 96.39
S3 93.89 94.53 96.25
S4 92.41 93.05 95.85
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 97.68 91.90 5.78 6.0% 1.98 2.1% 82% True False 102,262
10 97.68 90.50 7.18 7.4% 1.84 1.9% 86% True False 90,027
20 97.68 90.50 7.18 7.4% 1.77 1.8% 86% True False 74,982
40 97.68 88.86 8.82 9.1% 1.64 1.7% 88% True False 51,678
60 97.68 82.46 15.22 15.7% 1.72 1.8% 93% True False 43,486
80 97.68 82.46 15.22 15.7% 1.71 1.8% 93% True False 37,079
100 97.68 79.39 18.29 18.9% 1.70 1.8% 94% True False 34,034
120 97.68 75.70 21.98 22.7% 1.67 1.7% 95% True False 30,187
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.38
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 103.97
2.618 101.55
1.618 100.07
1.000 99.16
0.618 98.59
HIGH 97.68
0.618 97.11
0.500 96.94
0.382 96.77
LOW 96.20
0.618 95.29
1.000 94.72
1.618 93.81
2.618 92.33
4.250 89.91
Fisher Pivots for day following 03-Feb-2011
Pivot 1 day 3 day
R1 96.94 96.83
PP 96.85 96.77
S1 96.75 96.72

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

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