NYMEX Light Sweet Crude Oil Future September 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 99.06 97.65 -1.41 -1.4% 97.14
High 99.06 97.81 -1.25 -1.3% 99.66
Low 96.88 96.75 -0.13 -0.1% 96.09
Close 97.41 96.97 -0.44 -0.5% 97.41
Range 2.18 1.06 -1.12 -51.4% 3.57
ATR 1.47 1.44 -0.03 -2.0% 0.00
Volume 11,181 16,162 4,981 44.5% 83,399
Daily Pivots for day following 07-Feb-2011
Classic Woodie Camarilla DeMark
R4 100.36 99.72 97.55
R3 99.30 98.66 97.26
R2 98.24 98.24 97.16
R1 97.60 97.60 97.07 97.39
PP 97.18 97.18 97.18 97.07
S1 96.54 96.54 96.87 96.33
S2 96.12 96.12 96.78
S3 95.06 95.48 96.68
S4 94.00 94.42 96.39
Weekly Pivots for week ending 04-Feb-2011
Classic Woodie Camarilla DeMark
R4 108.43 106.49 99.37
R3 104.86 102.92 98.39
R2 101.29 101.29 98.06
R1 99.35 99.35 97.74 100.32
PP 97.72 97.72 97.72 98.21
S1 95.78 95.78 97.08 96.75
S2 94.15 94.15 96.76
S3 90.58 92.21 96.43
S4 87.01 88.64 95.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.66 96.75 2.91 3.0% 1.25 1.3% 8% False True 15,094
10 99.66 92.33 7.33 7.6% 1.60 1.6% 63% False False 15,250
20 99.66 92.33 7.33 7.6% 1.40 1.4% 63% False False 11,569
40 99.66 89.83 9.83 10.1% 1.27 1.3% 73% False False 8,038
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 0.25
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 102.32
2.618 100.59
1.618 99.53
1.000 98.87
0.618 98.47
HIGH 97.81
0.618 97.41
0.500 97.28
0.382 97.15
LOW 96.75
0.618 96.09
1.000 95.69
1.618 95.03
2.618 93.97
4.250 92.25
Fisher Pivots for day following 07-Feb-2011
Pivot 1 day 3 day
R1 97.28 98.21
PP 97.18 97.79
S1 97.07 97.38

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

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