NYMEX Light Sweet Crude Oil Future June 2011


Trading Metrics calculated at close of trading on 07-Feb-2011
Day Change Summary
Previous Current
04-Feb-2011 07-Feb-2011 Change Change % Previous Week
Open 96.49 95.61 -0.88 -0.9% 94.80
High 97.30 96.04 -1.26 -1.3% 97.68
Low 94.57 94.51 -0.06 -0.1% 94.11
Close 95.32 94.70 -0.62 -0.7% 95.32
Range 2.73 1.53 -1.20 -44.0% 3.57
ATR 1.84 1.82 -0.02 -1.2% 0.00
Volume 54,748 59,198 4,450 8.1% 460,539
Daily Pivots for day following 07-Feb-2011
Classic Woodie Camarilla DeMark
R4 99.67 98.72 95.54
R3 98.14 97.19 95.12
R2 96.61 96.61 94.98
R1 95.66 95.66 94.84 95.37
PP 95.08 95.08 95.08 94.94
S1 94.13 94.13 94.56 93.84
S2 93.55 93.55 94.42
S3 92.02 92.60 94.28
S4 90.49 91.07 93.86
Weekly Pivots for week ending 04-Feb-2011
Classic Woodie Camarilla DeMark
R4 106.41 104.44 97.28
R3 102.84 100.87 96.30
R2 99.27 99.27 95.97
R1 97.30 97.30 95.65 98.29
PP 95.70 95.70 95.70 96.20
S1 93.73 93.73 94.99 94.72
S2 92.13 92.13 94.67
S3 88.56 90.16 94.34
S4 84.99 86.59 93.36
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.68 94.51 3.17 3.3% 1.58 1.7% 6% False True 72,819
10 97.68 90.50 7.18 7.6% 1.95 2.1% 58% False False 86,423
20 97.68 90.50 7.18 7.6% 1.78 1.9% 58% False False 73,181
40 97.68 88.86 8.82 9.3% 1.67 1.8% 66% False False 52,157
60 97.68 82.46 15.22 16.1% 1.74 1.8% 80% False False 44,670
80 97.68 82.46 15.22 16.1% 1.73 1.8% 80% False False 38,097
100 97.68 79.39 18.29 19.3% 1.72 1.8% 84% False False 34,747
120 97.68 75.70 21.98 23.2% 1.69 1.8% 86% False False 31,054
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.43
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 102.54
2.618 100.05
1.618 98.52
1.000 97.57
0.618 96.99
HIGH 96.04
0.618 95.46
0.500 95.28
0.382 95.09
LOW 94.51
0.618 93.56
1.000 92.98
1.618 92.03
2.618 90.50
4.250 88.01
Fisher Pivots for day following 07-Feb-2011
Pivot 1 day 3 day
R1 95.28 96.10
PP 95.08 95.63
S1 94.89 95.17

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

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