NYMEX Light Sweet Crude Oil Future August 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	98.16	97.34	-0.82	-0.8%	96.40
High	98.73	97.54	-1.19	-1.2%	99.15
Low	96.24	96.19	-0.05	-0.1%	95.76
Close	96.92	96.46	-0.46	-0.5%	96.92
Range	2.49	1.35	-1.14	-45.8%	3.39
ATR	1.52	1.51	-0.01	-0.8%	0.00
Volume	11,811	16,445	4,634	39.2%	92,513

Daily Pivots for day following 07-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	100.78	99.97	97.20
R3	99.43	98.62	96.83
R2	98.08	98.08	96.71
R1	97.27	97.27	96.58	97.00
PP	96.73	96.73	96.73	96.60
S1	95.92	95.92	96.34	95.65
S2	95.38	95.38	96.21
S3	94.03	94.57	96.09
S4	92.68	93.22	95.72

Weekly Pivots for week ending 04-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	107.45	105.57	98.78
R3	104.06	102.18	97.85
R2	100.67	100.67	97.54
R1	98.79	98.79	97.23	99.73
PP	97.28	97.28	97.28	97.75
S1	95.40	95.40	96.61	96.34
S2	93.89	93.89	96.30
S3	90.50	92.01	95.99
S4	87.11	88.62	95.06

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	99.15	96.19	2.96	3.1%	1.35	1.4%	9%	False	True	16,326
10	99.15	91.88	7.27	7.5%	1.64	1.7%	63%	False	False	17,717
20	99.15	91.88	7.27	7.5%	1.43	1.5%	63%	False	False	13,590
40	99.15	89.48	9.67	10.0%	1.35	1.4%	72%	False	False	9,297

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	0.29
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	103.28
2.618	101.07
1.618	99.72
1.000	98.89
0.618	98.37
HIGH	97.54
0.618	97.02
0.500	96.87
0.382	96.71
LOW	96.19
0.618	95.36
1.000	94.84
1.618	94.01
2.618	92.66
4.250	90.45

Fisher Pivots for day following 07-Feb-2011
Pivot	1 day	3 day
R1	96.87	97.67
PP	96.73	97.27
S1	96.60	96.86

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols