NYMEX Light Sweet Crude Oil Future May 2011


Trading Metrics calculated at close of trading on 02-Feb-2011
Day Change Summary
Previous Current
01-Feb-2011 02-Feb-2011 Change Change % Previous Week
Open 95.70 95.41 -0.29 -0.3% 92.20
High 96.22 96.09 -0.13 -0.1% 93.69
Low 95.02 94.98 -0.04 0.0% 89.40
Close 95.42 95.78 0.36 0.4% 93.43
Range 1.20 1.11 -0.09 -7.5% 4.29
ATR 1.91 1.85 -0.06 -3.0% 0.00
Volume 97,415 94,155 -3,260 -3.3% 427,413
Daily Pivots for day following 02-Feb-2011
Classic Woodie Camarilla DeMark
R4 98.95 98.47 96.39
R3 97.84 97.36 96.09
R2 96.73 96.73 95.98
R1 96.25 96.25 95.88 96.49
PP 95.62 95.62 95.62 95.74
S1 95.14 95.14 95.68 95.38
S2 94.51 94.51 95.58
S3 93.40 94.03 95.47
S4 92.29 92.92 95.17
Weekly Pivots for week ending 28-Jan-2011
Classic Woodie Camarilla DeMark
R4 105.04 103.53 95.79
R3 100.75 99.24 94.61
R2 96.46 96.46 94.22
R1 94.95 94.95 93.82 95.71
PP 92.17 92.17 92.17 92.55
S1 90.66 90.66 93.04 91.42
S2 87.88 87.88 92.64
S3 83.59 86.37 92.25
S4 79.30 82.08 91.07
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.40 90.07 6.33 6.6% 2.14 2.2% 90% False False 112,255
10 96.40 89.40 7.00 7.3% 2.03 2.1% 91% False False 92,639
20 96.40 89.40 7.00 7.3% 1.90 2.0% 91% False False 74,927
40 96.40 88.68 7.72 8.1% 1.69 1.8% 92% False False 46,429
60 96.40 82.22 14.18 14.8% 1.66 1.7% 96% False False 34,573
80 96.40 82.22 14.18 14.8% 1.57 1.6% 96% False False 27,584
100 96.40 79.39 17.01 17.8% 1.45 1.5% 96% False False 23,376
120 96.40 75.91 20.49 21.4% 1.34 1.4% 97% False False 20,019
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.32
Narrowest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 100.81
2.618 99.00
1.618 97.89
1.000 97.20
0.618 96.78
HIGH 96.09
0.618 95.67
0.500 95.54
0.382 95.40
LOW 94.98
0.618 94.29
1.000 93.87
1.618 93.18
2.618 92.07
4.250 90.26
Fisher Pivots for day following 02-Feb-2011
Pivot 1 day 3 day
R1 95.70 95.39
PP 95.62 95.00
S1 95.54 94.62

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

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