NYMEX Light Sweet Crude Oil Future October 2011


Trading Metrics calculated at close of trading on 09-Feb-2011
Day Change Summary
Previous Current
08-Feb-2011 09-Feb-2011 Change Change % Previous Week
Open 97.68 97.61 -0.07 -0.1% 97.06
High 98.05 98.19 0.14 0.1% 100.07
Low 96.11 97.36 1.25 1.3% 96.73
Close 97.80 98.20 0.40 0.4% 97.84
Range 1.94 0.83 -1.11 -57.2% 3.34
ATR 1.37 1.33 -0.04 -2.8% 0.00
Volume 5,933 8,978 3,045 51.3% 57,082
Daily Pivots for day following 09-Feb-2011
Classic Woodie Camarilla DeMark
R4 100.41 100.13 98.66
R3 99.58 99.30 98.43
R2 98.75 98.75 98.35
R1 98.47 98.47 98.28 98.61
PP 97.92 97.92 97.92 97.99
S1 97.64 97.64 98.12 97.78
S2 97.09 97.09 98.05
S3 96.26 96.81 97.97
S4 95.43 95.98 97.74
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 96.11 3.96 4.0% 1.36 1.4% 53% False False 9,439
10 100.07 94.22 5.85 6.0% 1.43 1.5% 68% False False 10,005
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 0.27
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 101.72
2.618 100.36
1.618 99.53
1.000 99.02
0.618 98.70
HIGH 98.19
0.618 97.87
0.500 97.78
0.382 97.68
LOW 97.36
0.618 96.85
1.000 96.53
1.618 96.02
2.618 95.19
4.250 93.83
Fisher Pivots for day following 09-Feb-2011
Pivot 1 day 3 day
R1 98.06 97.85
PP 97.92 97.50
S1 97.78 97.16

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

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