NYMEX Light Sweet Crude Oil Future August 2011


Trading Metrics calculated at close of trading on 08-Feb-2011
Day Change Summary
Previous Current
07-Feb-2011 08-Feb-2011 Change Change % Previous Week
Open 97.34 96.14 -1.20 -1.2% 96.40
High 97.54 97.17 -0.37 -0.4% 99.15
Low 96.19 95.35 -0.84 -0.9% 95.76
Close 96.46 96.85 0.39 0.4% 96.92
Range 1.35 1.82 0.47 34.8% 3.39
ATR 1.51 1.53 0.02 1.5% 0.00
Volume 16,445 11,627 -4,818 -29.3% 92,513
Daily Pivots for day following 08-Feb-2011
Classic Woodie Camarilla DeMark
R4 101.92 101.20 97.85
R3 100.10 99.38 97.35
R2 98.28 98.28 97.18
R1 97.56 97.56 97.02 97.92
PP 96.46 96.46 96.46 96.64
S1 95.74 95.74 96.68 96.10
S2 94.64 94.64 96.52
S3 92.82 93.92 96.35
S4 91.00 92.10 95.85
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 95.35 3.80 3.9% 1.53 1.6% 39% False True 15,232
10 99.15 92.09 7.06 7.3% 1.68 1.7% 67% False False 17,286
20 99.15 91.88 7.27 7.5% 1.47 1.5% 68% False False 13,544
40 99.15 89.80 9.35 9.7% 1.37 1.4% 75% False False 9,473
60 99.15 83.43 15.72 16.2% 1.26 1.3% 85% False False 7,578
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.36
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 104.91
2.618 101.93
1.618 100.11
1.000 98.99
0.618 98.29
HIGH 97.17
0.618 96.47
0.500 96.26
0.382 96.05
LOW 95.35
0.618 94.23
1.000 93.53
1.618 92.41
2.618 90.59
4.250 87.62
Fisher Pivots for day following 08-Feb-2011
Pivot 1 day 3 day
R1 96.65 97.04
PP 96.46 96.98
S1 96.26 96.91

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

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