NYMEX Light Sweet Crude Oil Future November 2011


Trading Metrics calculated at close of trading on 08-Feb-2011
Day Change Summary
Previous Current
07-Feb-2011 08-Feb-2011 Change Change % Previous Week
Open 98.32 98.09 -0.23 -0.2% 97.28
High 98.32 98.39 0.07 0.1% 100.39
Low 97.53 96.70 -0.83 -0.9% 97.01
Close 97.82 98.19 0.37 0.4% 98.22
Range 0.79 1.69 0.90 113.9% 3.38
ATR
Volume 8,875 4,307 -4,568 -51.5% 45,670
Daily Pivots for day following 08-Feb-2011
Classic Woodie Camarilla DeMark
R4 102.83 102.20 99.12
R3 101.14 100.51 98.65
R2 99.45 99.45 98.50
R1 98.82 98.82 98.34 99.14
PP 97.76 97.76 97.76 97.92
S1 97.13 97.13 98.04 97.45
S2 96.07 96.07 97.88
S3 94.38 95.44 97.73
S4 92.69 93.75 97.26
Weekly Pivots for week ending 04-Feb-2011
Classic Woodie Camarilla DeMark
R4 108.68 106.83 100.08
R3 105.30 103.45 99.15
R2 101.92 101.92 98.84
R1 100.07 100.07 98.53 101.00
PP 98.54 98.54 98.54 99.00
S1 96.69 96.69 97.91 97.62
S2 95.16 95.16 97.60
S3 91.78 93.31 97.29
S4 88.40 89.93 96.36
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.39 96.70 3.69 3.8% 1.28 1.3% 40% False True 7,296
10 100.39 94.18 6.21 6.3% 1.36 1.4% 65% False False 8,015
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.13
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 105.57
2.618 102.81
1.618 101.12
1.000 100.08
0.618 99.43
HIGH 98.39
0.618 97.74
0.500 97.55
0.382 97.35
LOW 96.70
0.618 95.66
1.000 95.01
1.618 93.97
2.618 92.28
4.250 89.52
Fisher Pivots for day following 08-Feb-2011
Pivot 1 day 3 day
R1 97.98 98.16
PP 97.76 98.13
S1 97.55 98.11

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

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