NYMEX Light Sweet Crude Oil Future August 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 98.16 97.34 -0.82 -0.8% 96.40
High 98.73 97.54 -1.19 -1.2% 99.15
Low 96.24 96.19 -0.05 -0.1% 95.76
Close 96.92 96.46 -0.46 -0.5% 96.92
Range 2.49 1.35 -1.14 -45.8% 3.39
ATR 1.52 1.51 -0.01 -0.8% 0.00
Volume 11,811 16,445 4,634 39.2% 92,513
Daily Pivots for day following 07-Feb-2011
Classic Woodie Camarilla DeMark
R4 100.78 99.97 97.20
R3 99.43 98.62 96.83
R2 98.08 98.08 96.71
R1 97.27 97.27 96.58 97.00
PP 96.73 96.73 96.73 96.60
S1 95.92 95.92 96.34 95.65
S2 95.38 95.38 96.21
S3 94.03 94.57 96.09
S4 92.68 93.22 95.72
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 96.19 2.96 3.1% 1.35 1.4% 9% False True 16,326
10 99.15 91.88 7.27 7.5% 1.64 1.7% 63% False False 17,717
20 99.15 91.88 7.27 7.5% 1.43 1.5% 63% False False 13,590
40 99.15 89.48 9.67 10.0% 1.35 1.4% 72% False False 9,297
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 0.29
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 103.28
2.618 101.07
1.618 99.72
1.000 98.89
0.618 98.37
HIGH 97.54
0.618 97.02
0.500 96.87
0.382 96.71
LOW 96.19
0.618 95.36
1.000 94.84
1.618 94.01
2.618 92.66
4.250 90.45
Fisher Pivots for day following 07-Feb-2011
Pivot 1 day 3 day
R1 96.87 97.67
PP 96.73 97.27
S1 96.60 96.86

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

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