NYMEX Light Sweet Crude Oil Future October 2011


Trading Metrics calculated at close of trading on 04-Feb-2011
Day Change Summary
Previous Current
03-Feb-2011 04-Feb-2011 Change Change % Previous Week
Open 100.07 99.46 -0.61 -0.6% 97.06
High 100.07 99.46 -0.61 -0.6% 100.07
Low 98.94 97.33 -1.61 -1.6% 96.73
Close 99.09 97.84 -1.25 -1.3% 97.84
Range 1.13 2.13 1.00 88.5% 3.34
ATR 1.31 1.37 0.06 4.5% 0.00
Volume 11,888 7,570 -4,318 -36.3% 57,082
Daily Pivots for day following 04-Feb-2011
Classic Woodie Camarilla DeMark
R4 104.60 103.35 99.01
R3 102.47 101.22 98.43
R2 100.34 100.34 98.23
R1 99.09 99.09 98.04 98.65
PP 98.21 98.21 98.21 97.99
S1 96.96 96.96 97.64 96.52
S2 96.08 96.08 97.45
S3 93.95 94.83 97.25
S4 91.82 92.70 96.67
Weekly Pivots for week ending 04-Feb-2011
Classic Woodie Camarilla DeMark
R4 108.23 106.38 99.68
R3 104.89 103.04 98.76
R2 101.55 101.55 98.45
R1 99.70 99.70 98.15 100.63
PP 98.21 98.21 98.21 98.68
S1 96.36 96.36 97.53 97.29
S2 94.87 94.87 97.23
S3 91.53 93.02 96.92
S4 88.19 89.68 96.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.07 96.73 3.34 3.4% 1.45 1.5% 33% False False 11,416
10 100.07 92.69 7.38 7.5% 1.55 1.6% 70% False False 9,370
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.23
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 108.51
2.618 105.04
1.618 102.91
1.000 101.59
0.618 100.78
HIGH 99.46
0.618 98.65
0.500 98.40
0.382 98.14
LOW 97.33
0.618 96.01
1.000 95.20
1.618 93.88
2.618 91.75
4.250 88.28
Fisher Pivots for day following 04-Feb-2011
Pivot 1 day 3 day
R1 98.40 98.70
PP 98.21 98.41
S1 98.03 98.13

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

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