NYMEX Light Sweet Crude Oil Future October 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 98.82 100.07 1.25 1.3% 95.35
High 99.50 100.07 0.57 0.6% 96.89
Low 98.58 98.94 0.36 0.4% 92.69
Close 99.41 99.09 -0.32 -0.3% 96.96
Range 0.92 1.13 0.21 22.8% 4.20
ATR 1.33 1.31 -0.01 -1.1% 0.00
Volume 10,086 11,888 1,802 17.9% 36,620
Daily Pivots for day following 03-Feb-2011
Classic Woodie Camarilla DeMark
R4 102.76 102.05 99.71
R3 101.63 100.92 99.40
R2 100.50 100.50 99.30
R1 99.79 99.79 99.19 99.58
PP 99.37 99.37 99.37 99.26
S1 98.66 98.66 98.99 98.45
S2 98.24 98.24 98.88
S3 97.11 97.53 98.78
S4 95.98 96.40 98.47
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
5 100.07 94.55 5.52 5.6% 1.49 1.5% 82% True False 12,213
10 100.07 92.69 7.38 7.4% 1.40 1.4% 87% True False 9,256
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 0.25
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 104.87
2.618 103.03
1.618 101.90
1.000 101.20
0.618 100.77
HIGH 100.07
0.618 99.64
0.500 99.51
0.382 99.37
LOW 98.94
0.618 98.24
1.000 97.81
1.618 97.11
2.618 95.98
4.250 94.14
Fisher Pivots for day following 03-Feb-2011
Pivot 1 day 3 day
R1 99.51 99.07
PP 99.37 99.04
S1 99.23 99.02

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

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