NYMEX Light Sweet Crude Oil Future September 2011


Trading Metrics calculated at close of trading on 10-Feb-2011
Day Change Summary
Previous Current
09-Feb-2011 10-Feb-2011 Change Change % Previous Week
Open 97.53 97.70 0.17 0.2% 97.14
High 97.87 97.85 -0.02 0.0% 99.66
Low 97.04 96.76 -0.28 -0.3% 96.09
Close 97.72 97.08 -0.64 -0.7% 97.41
Range 0.83 1.09 0.26 31.3% 3.57
ATR 1.43 1.40 -0.02 -1.7% 0.00
Volume 15,270 11,338 -3,932 -25.7% 83,399
Daily Pivots for day following 10-Feb-2011
Classic Woodie Camarilla DeMark
R4 100.50 99.88 97.68
R3 99.41 98.79 97.38
R2 98.32 98.32 97.28
R1 97.70 97.70 97.18 97.47
PP 97.23 97.23 97.23 97.11
S1 96.61 96.61 96.98 96.38
S2 96.14 96.14 96.88
S3 95.05 95.52 96.78
S4 93.96 94.43 96.48
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 99.06 95.68 3.38 3.5% 1.41 1.5% 41% False False 12,378
10 99.66 94.19 5.47 5.6% 1.54 1.6% 53% False False 15,578
20 99.66 92.33 7.33 7.6% 1.37 1.4% 65% False False 12,115
40 99.66 89.83 9.83 10.1% 1.31 1.3% 74% False False 8,548
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 0.28
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 102.48
2.618 100.70
1.618 99.61
1.000 98.94
0.618 98.52
HIGH 97.85
0.618 97.43
0.500 97.31
0.382 97.18
LOW 96.76
0.618 96.09
1.000 95.67
1.618 95.00
2.618 93.91
4.250 92.13
Fisher Pivots for day following 10-Feb-2011
Pivot 1 day 3 day
R1 97.31 96.98
PP 97.23 96.88
S1 97.16 96.78

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

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