NYMEX Light Sweet Crude Oil Future September 2011


Trading Metrics calculated at close of trading on 03-Feb-2011
Day Change Summary
Previous Current
02-Feb-2011 03-Feb-2011 Change Change % Previous Week
Open 98.23 99.13 0.90 0.9% 94.32
High 98.94 99.66 0.72 0.7% 96.67
Low 98.15 98.24 0.09 0.1% 92.33
Close 98.99 98.69 -0.30 -0.3% 96.62
Range 0.79 1.42 0.63 79.7% 4.34
ATR 1.41 1.41 0.00 0.0% 0.00
Volume 17,147 16,421 -726 -4.2% 63,372
Daily Pivots for day following 03-Feb-2011
Classic Woodie Camarilla DeMark
R4 103.12 102.33 99.47
R3 101.70 100.91 99.08
R2 100.28 100.28 98.95
R1 99.49 99.49 98.82 99.18
PP 98.86 98.86 98.86 98.71
S1 98.07 98.07 98.56 97.76
S2 97.44 97.44 98.43
S3 96.02 96.65 98.30
S4 94.60 95.23 97.91
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 99.66 94.19 5.47 5.5% 1.66 1.7% 82% True False 18,778
10 99.66 92.33 7.33 7.4% 1.44 1.5% 87% True False 14,600
20 99.66 91.94 7.72 7.8% 1.39 1.4% 87% True False 11,044
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.24
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 105.70
2.618 103.38
1.618 101.96
1.000 101.08
0.618 100.54
HIGH 99.66
0.618 99.12
0.500 98.95
0.382 98.78
LOW 98.24
0.618 97.36
1.000 96.82
1.618 95.94
2.618 94.52
4.250 92.21
Fisher Pivots for day following 03-Feb-2011
Pivot 1 day 3 day
R1 98.95 98.73
PP 98.86 98.71
S1 98.78 98.70

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

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