NYMEX Light Sweet Crude Oil Future October 2011


Trading Metrics calculated at close of trading on 11-Feb-2011
Day Change Summary
Previous Current
10-Feb-2011 11-Feb-2011 Change Change % Previous Week
Open 97.44 98.03 0.59 0.6% 98.06
High 98.31 98.10 -0.21 -0.2% 98.31
Low 97.27 96.85 -0.42 -0.4% 96.11
Close 97.51 96.93 -0.58 -0.6% 96.93
Range 1.04 1.25 0.21 20.2% 2.20
ATR 1.31 1.31 0.00 -0.3% 0.00
Volume 8,096 15,623 7,527 93.0% 51,457
Daily Pivots for day following 11-Feb-2011
Classic Woodie Camarilla DeMark
R4 101.04 100.24 97.62
R3 99.79 98.99 97.27
R2 98.54 98.54 97.16
R1 97.74 97.74 97.04 97.52
PP 97.29 97.29 97.29 97.18
S1 96.49 96.49 96.82 96.27
S2 96.04 96.04 96.70
S3 94.79 95.24 96.59
S4 93.54 93.99 96.24
Weekly Pivots for week ending 11-Feb-2011
Classic Woodie Camarilla DeMark
R4 103.72 102.52 98.14
R3 101.52 100.32 97.54
R2 99.32 99.32 97.33
R1 98.12 98.12 97.13 97.62
PP 97.12 97.12 97.12 96.87
S1 95.92 95.92 96.73 95.42
S2 94.92 94.92 96.53
S3 92.72 93.72 96.33
S4 90.52 91.52 95.72
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.31 96.11 2.20 2.3% 1.17 1.2% 37% False False 10,291
10 100.07 96.11 3.96 4.1% 1.31 1.3% 21% False False 10,853
20 100.07 92.69 7.38 7.6% 1.32 1.4% 57% False False 8,295
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 0.18
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 103.41
2.618 101.37
1.618 100.12
1.000 99.35
0.618 98.87
HIGH 98.10
0.618 97.62
0.500 97.48
0.382 97.33
LOW 96.85
0.618 96.08
1.000 95.60
1.618 94.83
2.618 93.58
4.250 91.54
Fisher Pivots for day following 11-Feb-2011
Pivot 1 day 3 day
R1 97.48 97.58
PP 97.29 97.36
S1 97.11 97.15

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

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