NYMEX Light Sweet Crude Oil Future July 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 97.05 97.26 0.21 0.2% 94.13
High 97.94 98.00 0.06 0.1% 95.69
Low 96.79 97.14 0.35 0.4% 91.36
Close 97.33 97.91 0.58 0.6% 95.57
Range 1.15 0.86 -0.29 -25.2% 4.33
ATR 1.66 1.61 -0.06 -3.5% 0.00
Volume 28,237 26,591 -1,646 -5.8% 139,036
Daily Pivots for day following 02-Feb-2011
Classic Woodie Camarilla DeMark
R4 100.26 99.95 98.38
R3 99.40 99.09 98.15
R2 98.54 98.54 98.07
R1 98.23 98.23 97.99 98.39
PP 97.68 97.68 97.68 97.76
S1 97.37 97.37 97.83 97.53
S2 96.82 96.82 97.75
S3 95.96 96.51 97.67
S4 95.10 95.65 97.44
Weekly Pivots for week ending 28-Jan-2011
Classic Woodie Camarilla DeMark
R4 107.20 105.71 97.95
R3 102.87 101.38 96.76
R2 98.54 98.54 96.36
R1 97.05 97.05 95.97 97.80
PP 94.21 94.21 94.21 94.58
S1 92.72 92.72 95.17 93.47
S2 89.88 89.88 94.78
S3 85.55 88.39 94.38
S4 81.22 84.06 93.19
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.00 92.70 5.30 5.4% 1.73 1.8% 98% True False 34,059
10 98.00 91.36 6.64 6.8% 1.69 1.7% 99% True False 27,146
20 98.00 91.28 6.72 6.9% 1.65 1.7% 99% True False 23,145
40 98.00 89.17 8.83 9.0% 1.44 1.5% 99% True False 15,002
60 98.00 83.16 14.84 15.2% 1.39 1.4% 99% True False 11,584
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.20
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 101.66
2.618 100.25
1.618 99.39
1.000 98.86
0.618 98.53
HIGH 98.00
0.618 97.67
0.500 97.57
0.382 97.47
LOW 97.14
0.618 96.61
1.000 96.28
1.618 95.75
2.618 94.89
4.250 93.49
Fisher Pivots for day following 02-Feb-2011
Pivot 1 day 3 day
R1 97.80 97.46
PP 97.68 97.01
S1 97.57 96.56

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

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