NYMEX Light Sweet Crude Oil Future June 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 95.17 95.23 0.06 0.1% 94.80
High 95.44 95.50 0.06 0.1% 97.68
Low 94.48 94.19 -0.29 -0.3% 94.11
Close 95.13 94.68 -0.45 -0.5% 95.32
Range 0.96 1.31 0.35 36.5% 3.57
ATR 1.78 1.75 -0.03 -1.9% 0.00
Volume 79,012 101,255 22,243 28.2% 460,539
Daily Pivots for day following 10-Feb-2011
Classic Woodie Camarilla DeMark
R4 98.72 98.01 95.40
R3 97.41 96.70 95.04
R2 96.10 96.10 94.92
R1 95.39 95.39 94.80 95.09
PP 94.79 94.79 94.79 94.64
S1 94.08 94.08 94.56 93.78
S2 93.48 93.48 94.44
S3 92.17 92.77 94.32
S4 90.86 91.46 93.96
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 97.30 93.26 4.04 4.3% 1.74 1.8% 35% False False 69,921
10 97.68 91.90 5.78 6.1% 1.86 2.0% 48% False False 86,091
20 97.68 90.50 7.18 7.6% 1.74 1.8% 58% False False 75,890
40 97.68 89.24 8.44 8.9% 1.68 1.8% 64% False False 55,941
60 97.68 82.46 15.22 16.1% 1.74 1.8% 80% False False 47,306
80 97.68 82.46 15.22 16.1% 1.71 1.8% 80% False False 40,265
100 97.68 79.39 18.29 19.3% 1.72 1.8% 84% False False 36,559
120 97.68 75.70 21.98 23.2% 1.69 1.8% 86% False False 32,756
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 0.44
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 101.07
2.618 98.93
1.618 97.62
1.000 96.81
0.618 96.31
HIGH 95.50
0.618 95.00
0.500 94.85
0.382 94.69
LOW 94.19
0.618 93.38
1.000 92.88
1.618 92.07
2.618 90.76
4.250 88.62
Fisher Pivots for day following 10-Feb-2011
Pivot 1 day 3 day
R1 94.85 94.58
PP 94.79 94.48
S1 94.74 94.38

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

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