NYMEX Light Sweet Crude Oil Future June 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 96.80 96.49 -0.31 -0.3% 94.80
High 97.68 97.30 -0.38 -0.4% 97.68
Low 96.20 94.57 -1.63 -1.7% 94.11
Close 96.66 95.32 -1.34 -1.4% 95.32
Range 1.48 2.73 1.25 84.5% 3.57
ATR 1.77 1.84 0.07 3.9% 0.00
Volume 76,781 54,748 -22,033 -28.7% 460,539
Daily Pivots for day following 04-Feb-2011
Classic Woodie Camarilla DeMark
R4 103.92 102.35 96.82
R3 101.19 99.62 96.07
R2 98.46 98.46 95.82
R1 96.89 96.89 95.57 96.31
PP 95.73 95.73 95.73 95.44
S1 94.16 94.16 95.07 93.58
S2 93.00 93.00 94.82
S3 90.27 91.43 94.57
S4 87.54 88.70 93.82
Weekly Pivots for week ending 04-Feb-2011
Classic Woodie Camarilla DeMark
R4 106.41 104.44 97.28
R3 102.84 100.87 96.30
R2 99.27 99.27 95.97
R1 97.30 97.30 95.65 98.29
PP 95.70 95.70 95.70 96.20
S1 93.73 93.73 94.99 94.72
S2 92.13 92.13 94.67
S3 88.56 90.16 94.34
S4 84.99 86.59 93.36
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.68 94.11 3.57 3.7% 1.93 2.0% 34% False False 92,107
10 97.68 90.50 7.18 7.5% 2.00 2.1% 67% False False 87,405
20 97.68 90.50 7.18 7.5% 1.80 1.9% 67% False False 74,395
40 97.68 88.86 8.82 9.3% 1.67 1.8% 73% False False 51,772
60 97.68 82.46 15.22 16.0% 1.74 1.8% 84% False False 44,077
80 97.68 82.46 15.22 16.0% 1.73 1.8% 84% False False 37,569
100 97.68 79.39 18.29 19.2% 1.72 1.8% 87% False False 34,348
120 97.68 75.70 21.98 23.1% 1.69 1.8% 89% False False 30,603
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 0.44
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 108.90
2.618 104.45
1.618 101.72
1.000 100.03
0.618 98.99
HIGH 97.30
0.618 96.26
0.500 95.94
0.382 95.61
LOW 94.57
0.618 92.88
1.000 91.84
1.618 90.15
2.618 87.42
4.250 82.97
Fisher Pivots for day following 04-Feb-2011
Pivot 1 day 3 day
R1 95.94 96.13
PP 95.73 95.86
S1 95.53 95.59

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

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