NYMEX Light Sweet Crude Oil Future September 2011


Trading Metrics calculated at close of trading on 01-Feb-2011
Day Change Summary
Previous Current
31-Jan-2011 01-Feb-2011 Change Change % Previous Week
Open 97.14 97.92 0.78 0.8% 94.32
High 98.92 98.59 -0.33 -0.3% 96.67
Low 96.09 97.79 1.70 1.8% 92.33
Close 98.40 98.31 -0.09 -0.1% 96.62
Range 2.83 0.80 -2.03 -71.7% 4.34
ATR 1.51 1.46 -0.05 -3.4% 0.00
Volume 24,091 14,559 -9,532 -39.6% 63,372
Daily Pivots for day following 01-Feb-2011
Classic Woodie Camarilla DeMark
R4 100.63 100.27 98.75
R3 99.83 99.47 98.53
R2 99.03 99.03 98.46
R1 98.67 98.67 98.38 98.85
PP 98.23 98.23 98.23 98.32
S1 97.87 97.87 98.24 98.05
S2 97.43 97.43 98.16
S3 96.63 97.07 98.09
S4 95.83 96.27 97.87
Weekly Pivots for week ending 28-Jan-2011
Classic Woodie Camarilla DeMark
R4 108.23 106.76 99.01
R3 103.89 102.42 97.81
R2 99.55 99.55 97.42
R1 98.08 98.08 97.02 98.82
PP 95.21 95.21 95.21 95.57
S1 93.74 93.74 96.22 94.48
S2 90.87 90.87 95.82
S3 86.53 89.40 95.43
S4 82.19 85.06 94.23
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.92 92.65 6.27 6.4% 1.88 1.9% 90% False False 15,570
10 98.92 92.33 6.59 6.7% 1.54 1.6% 91% False False 12,334
20 98.92 91.94 6.98 7.1% 1.53 1.6% 91% False False 9,850
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.25
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 101.99
2.618 100.68
1.618 99.88
1.000 99.39
0.618 99.08
HIGH 98.59
0.618 98.28
0.500 98.19
0.382 98.10
LOW 97.79
0.618 97.30
1.000 96.99
1.618 96.50
2.618 95.70
4.250 94.39
Fisher Pivots for day following 01-Feb-2011
Pivot 1 day 3 day
R1 98.27 97.73
PP 98.23 97.14
S1 98.19 96.56

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

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