NYMEX Light Sweet Crude Oil Future July 2011


Trading Metrics calculated at close of trading on 07-Feb-2011
Day Change Summary
Previous Current
04-Feb-2011 07-Feb-2011 Change Change % Previous Week
Open 97.53 96.32 -1.21 -1.2% 95.75
High 98.12 96.99 -1.13 -1.2% 98.57
Low 95.56 95.51 -0.05 -0.1% 95.12
Close 96.24 95.72 -0.52 -0.5% 96.24
Range 2.56 1.48 -1.08 -42.2% 3.45
ATR 1.65 1.64 -0.01 -0.7% 0.00
Volume 16,658 20,498 3,840 23.1% 146,803
Daily Pivots for day following 07-Feb-2011
Classic Woodie Camarilla DeMark
R4 100.51 99.60 96.53
R3 99.03 98.12 96.13
R2 97.55 97.55 95.99
R1 96.64 96.64 95.86 96.36
PP 96.07 96.07 96.07 95.93
S1 95.16 95.16 95.58 94.88
S2 94.59 94.59 95.45
S3 93.11 93.68 95.31
S4 91.63 92.20 94.91
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 95.51 3.06 3.2% 1.46 1.5% 7% False True 24,348
10 98.57 91.36 7.21 7.5% 1.78 1.9% 60% False False 28,577
20 98.57 91.36 7.21 7.5% 1.60 1.7% 60% False False 23,323
40 98.57 89.17 9.40 9.8% 1.46 1.5% 70% False False 15,885
60 98.57 83.16 15.41 16.1% 1.43 1.5% 82% False False 12,482
80 98.57 83.16 15.41 16.1% 1.33 1.4% 82% False False 10,154
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
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 0.35
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 103.28
2.618 100.86
1.618 99.38
1.000 98.47
0.618 97.90
HIGH 96.99
0.618 96.42
0.500 96.25
0.382 96.08
LOW 95.51
0.618 94.60
1.000 94.03
1.618 93.12
2.618 91.64
4.250 89.22
Fisher Pivots for day following 07-Feb-2011
Pivot 1 day 3 day
R1 96.25 97.04
PP 96.07 96.60
S1 95.90 96.16

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

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