NYMEX Light Sweet Crude Oil Future July 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 98.01 97.53 -0.48 -0.5% 95.75
High 98.57 98.12 -0.45 -0.5% 98.57
Low 97.31 95.56 -1.75 -1.8% 95.12
Close 97.58 96.24 -1.34 -1.4% 96.24
Range 1.26 2.56 1.30 103.2% 3.45
ATR 1.58 1.65 0.07 4.4% 0.00
Volume 29,757 16,658 -13,099 -44.0% 146,803
Daily Pivots for day following 04-Feb-2011
Classic Woodie Camarilla DeMark
R4 104.32 102.84 97.65
R3 101.76 100.28 96.94
R2 99.20 99.20 96.71
R1 97.72 97.72 96.47 97.18
PP 96.64 96.64 96.64 96.37
S1 95.16 95.16 96.01 94.62
S2 94.08 94.08 95.77
S3 91.52 92.60 95.54
S4 88.96 90.04 94.83
Weekly Pivots for week ending 04-Feb-2011
Classic Woodie Camarilla DeMark
R4 106.99 105.07 98.14
R3 103.54 101.62 97.19
R2 100.09 100.09 96.87
R1 98.17 98.17 96.56 99.13
PP 96.64 96.64 96.64 97.13
S1 94.72 94.72 95.92 95.68
S2 93.19 93.19 95.61
S3 89.74 91.27 95.29
S4 86.29 87.82 94.34
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.57 95.12 3.45 3.6% 1.73 1.8% 32% False False 29,360
10 98.57 91.36 7.21 7.5% 1.79 1.9% 68% False False 28,583
20 98.57 91.28 7.29 7.6% 1.62 1.7% 68% False False 23,561
40 98.57 89.17 9.40 9.8% 1.46 1.5% 75% False False 15,600
60 98.57 83.16 15.41 16.0% 1.42 1.5% 85% False False 12,213
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 0.29
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 109.00
2.618 104.82
1.618 102.26
1.000 100.68
0.618 99.70
HIGH 98.12
0.618 97.14
0.500 96.84
0.382 96.54
LOW 95.56
0.618 93.98
1.000 93.00
1.618 91.42
2.618 88.86
4.250 84.68
Fisher Pivots for day following 04-Feb-2011
Pivot 1 day 3 day
R1 96.84 97.07
PP 96.64 96.79
S1 96.44 96.52

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

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