NYMEX Light Sweet Crude Oil Future August 2011


Trading Metrics calculated at close of trading on 04-Feb-2011
Day Change Summary
Previous Current
03-Feb-2011 04-Feb-2011 Change Change % Previous Week
Open 98.91 98.16 -0.75 -0.8% 96.40
High 99.15 98.73 -0.42 -0.4% 99.15
Low 98.03 96.24 -1.79 -1.8% 95.76
Close 98.23 96.92 -1.31 -1.3% 96.92
Range 1.12 2.49 1.37 122.3% 3.39
ATR 1.45 1.52 0.07 5.2% 0.00
Volume 15,276 11,811 -3,465 -22.7% 92,513
Daily Pivots for day following 04-Feb-2011
Classic Woodie Camarilla DeMark
R4 104.77 103.33 98.29
R3 102.28 100.84 97.60
R2 99.79 99.79 97.38
R1 98.35 98.35 97.15 97.83
PP 97.30 97.30 97.30 97.03
S1 95.86 95.86 96.69 95.34
S2 94.81 94.81 96.46
S3 92.32 93.37 96.24
S4 89.83 90.88 95.55
Weekly Pivots for week ending 04-Feb-2011
Classic Woodie Camarilla DeMark
R4 107.45 105.57 98.78
R3 104.06 102.18 97.85
R2 100.67 100.67 97.54
R1 98.79 98.79 97.23 99.73
PP 97.28 97.28 97.28 97.75
S1 95.40 95.40 96.61 96.34
S2 93.89 93.89 96.30
S3 90.50 92.01 95.99
S4 87.11 88.62 95.06
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.15 95.76 3.39 3.5% 1.57 1.6% 34% False False 18,502
10 99.15 91.88 7.27 7.5% 1.66 1.7% 69% False False 17,248
20 99.15 91.78 7.37 7.6% 1.43 1.5% 70% False False 13,369
40 99.15 89.48 9.67 10.0% 1.35 1.4% 77% False False 9,020
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.27
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 109.31
2.618 105.25
1.618 102.76
1.000 101.22
0.618 100.27
HIGH 98.73
0.618 97.78
0.500 97.49
0.382 97.19
LOW 96.24
0.618 94.70
1.000 93.75
1.618 92.21
2.618 89.72
4.250 85.66
Fisher Pivots for day following 04-Feb-2011
Pivot 1 day 3 day
R1 97.49 97.70
PP 97.30 97.44
S1 97.11 97.18

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

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