NYMEX Light Sweet Crude Oil Future July 2011


Trading Metrics calculated at close of trading on 09-Feb-2011
Day Change Summary
Previous Current
08-Feb-2011 09-Feb-2011 Change Change % Previous Week
Open 96.00 96.02 0.02 0.0% 95.75
High 96.47 96.65 0.18 0.2% 98.57
Low 94.33 95.61 1.28 1.4% 95.12
Close 96.08 96.40 0.32 0.3% 96.24
Range 2.14 1.04 -1.10 -51.4% 3.45
ATR 1.67 1.63 -0.05 -2.7% 0.00
Volume 19,814 26,728 6,914 34.9% 146,803
Daily Pivots for day following 09-Feb-2011
Classic Woodie Camarilla DeMark
R4 99.34 98.91 96.97
R3 98.30 97.87 96.69
R2 97.26 97.26 96.59
R1 96.83 96.83 96.50 97.05
PP 96.22 96.22 96.22 96.33
S1 95.79 95.79 96.30 96.01
S2 95.18 95.18 96.21
S3 94.14 94.75 96.11
S4 93.10 93.71 95.83
Weekly Pivots for week ending 04-Feb-2011
Classic Woodie Camarilla DeMark
R4 106.99 105.07 98.14
R3 103.54 101.62 97.19
R2 100.09 100.09 96.87
R1 98.17 98.17 96.56 99.13
PP 96.64 96.64 96.64 97.13
S1 94.72 94.72 95.92 95.68
S2 93.19 93.19 95.61
S3 89.74 91.27 95.29
S4 86.29 87.82 94.34
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.57 94.33 4.24 4.4% 1.70 1.8% 49% False False 22,691
10 98.57 92.70 5.87 6.1% 1.71 1.8% 63% False False 28,375
20 98.57 91.36 7.21 7.5% 1.59 1.6% 70% False False 23,317
40 98.57 89.63 8.94 9.3% 1.48 1.5% 76% False False 16,795
60 98.57 83.16 15.41 16.0% 1.44 1.5% 86% False False 13,050
80 98.57 83.16 15.41 16.0% 1.33 1.4% 86% False False 10,656
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.41
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 101.07
2.618 99.37
1.618 98.33
1.000 97.69
0.618 97.29
HIGH 96.65
0.618 96.25
0.500 96.13
0.382 96.01
LOW 95.61
0.618 94.97
1.000 94.57
1.618 93.93
2.618 92.89
4.250 91.19
Fisher Pivots for day following 09-Feb-2011
Pivot 1 day 3 day
R1 96.31 96.15
PP 96.22 95.91
S1 96.13 95.66

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

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