NYMEX Light Sweet Crude Oil Future May 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 95.55 95.24 -0.31 -0.3% 93.66
High 96.55 96.17 -0.38 -0.4% 96.55
Low 94.97 93.29 -1.68 -1.8% 92.83
Close 95.37 94.00 -1.37 -1.4% 94.00
Range 1.58 2.88 1.30 82.3% 3.72
ATR 1.83 1.91 0.07 4.1% 0.00
Volume 85,518 63,213 -22,305 -26.1% 511,400
Daily Pivots for day following 04-Feb-2011
Classic Woodie Camarilla DeMark
R4 103.13 101.44 95.58
R3 100.25 98.56 94.79
R2 97.37 97.37 94.53
R1 95.68 95.68 94.26 95.09
PP 94.49 94.49 94.49 94.19
S1 92.80 92.80 93.74 92.21
S2 91.61 91.61 93.47
S3 88.73 89.92 93.21
S4 85.85 87.04 92.42
Weekly Pivots for week ending 04-Feb-2011
Classic Woodie Camarilla DeMark
R4 105.62 103.53 96.05
R3 101.90 99.81 95.02
R2 98.18 98.18 94.68
R1 96.09 96.09 94.34 97.14
PP 94.46 94.46 94.46 94.98
S1 92.37 92.37 93.66 93.42
S2 90.74 90.74 93.32
S3 87.02 88.65 92.98
S4 83.30 84.93 91.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.55 92.83 3.72 4.0% 2.07 2.2% 31% False False 102,280
10 96.55 89.40 7.15 7.6% 2.11 2.2% 64% False False 93,881
20 96.55 89.40 7.15 7.6% 1.87 2.0% 64% False False 77,633
40 96.55 88.68 7.87 8.4% 1.72 1.8% 68% False False 49,008
60 96.55 82.22 14.33 15.2% 1.70 1.8% 82% False False 36,632
80 96.55 82.22 14.33 15.2% 1.61 1.7% 82% False False 29,302
100 96.55 79.39 17.16 18.3% 1.48 1.6% 85% False False 24,698
120 96.55 75.91 20.64 22.0% 1.36 1.4% 88% False False 21,201
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.42
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 108.41
2.618 103.71
1.618 100.83
1.000 99.05
0.618 97.95
HIGH 96.17
0.618 95.07
0.500 94.73
0.382 94.39
LOW 93.29
0.618 91.51
1.000 90.41
1.618 88.63
2.618 85.75
4.250 81.05
Fisher Pivots for day following 04-Feb-2011
Pivot 1 day 3 day
R1 94.73 94.92
PP 94.49 94.61
S1 94.24 94.31

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

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