NYMEX Light Sweet Crude Oil Future October 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 97.06 98.20 1.14 1.2% 95.35
High 98.73 99.02 0.29 0.3% 96.89
Low 96.73 97.97 1.24 1.3% 92.69
Close 98.71 98.66 -0.05 -0.1% 96.96
Range 2.00 1.05 -0.95 -47.5% 4.20
ATR
Volume 15,713 11,825 -3,888 -24.7% 36,620
Daily Pivots for day following 01-Feb-2011
Classic Woodie Camarilla DeMark
R4 101.70 101.23 99.24
R3 100.65 100.18 98.95
R2 99.60 99.60 98.85
R1 99.13 99.13 98.76 99.37
PP 98.55 98.55 98.55 98.67
S1 98.08 98.08 98.56 98.32
S2 97.50 97.50 98.47
S3 96.45 97.03 98.37
S4 95.40 95.98 98.08
Weekly Pivots for week ending 28-Jan-2011
Classic Woodie Camarilla DeMark
R4 108.11 106.74 99.27
R3 103.91 102.54 98.12
R2 99.71 99.71 97.73
R1 98.34 98.34 97.35 99.03
PP 95.51 95.51 95.51 95.86
S1 94.14 94.14 96.58 94.83
S2 91.31 91.31 96.19
S3 87.11 89.94 95.81
S4 82.91 85.74 94.65
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.02 92.98 6.04 6.1% 1.67 1.7% 94% True False 9,526
10 99.02 92.69 6.33 6.4% 1.46 1.5% 94% True False 7,766
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.28
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 103.48
2.618 101.77
1.618 100.72
1.000 100.07
0.618 99.67
HIGH 99.02
0.618 98.62
0.500 98.50
0.382 98.37
LOW 97.97
0.618 97.32
1.000 96.92
1.618 96.27
2.618 95.22
4.250 93.51
Fisher Pivots for day following 01-Feb-2011
Pivot 1 day 3 day
R1 98.61 98.04
PP 98.55 97.41
S1 98.50 96.79

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

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