NYMEX Light Sweet Crude Oil Future August 2011


Trading Metrics calculated at close of trading on 10-Feb-2011
Day Change Summary
Previous Current
09-Feb-2011 10-Feb-2011 Change Change % Previous Week
Open 96.70 97.35 0.65 0.7% 96.40
High 97.37 97.35 -0.02 0.0% 99.15
Low 96.52 96.25 -0.27 -0.3% 95.76
Close 97.19 96.60 -0.59 -0.6% 96.92
Range 0.85 1.10 0.25 29.4% 3.39
ATR 1.48 1.45 -0.03 -1.8% 0.00
Volume 17,069 15,492 -1,577 -9.2% 92,513
Daily Pivots for day following 10-Feb-2011
Classic Woodie Camarilla DeMark
R4 100.03 99.42 97.21
R3 98.93 98.32 96.90
R2 97.83 97.83 96.80
R1 97.22 97.22 96.70 96.98
PP 96.73 96.73 96.73 96.61
S1 96.12 96.12 96.50 95.88
S2 95.63 95.63 96.40
S3 94.53 95.02 96.30
S4 93.43 93.92 96.00
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 98.73 95.35 3.38 3.5% 1.52 1.6% 37% False False 14,488
10 99.15 93.73 5.42 5.6% 1.55 1.6% 53% False False 18,245
20 99.15 91.88 7.27 7.5% 1.41 1.5% 65% False False 14,280
40 99.15 89.80 9.35 9.7% 1.37 1.4% 73% False False 10,007
60 99.15 83.43 15.72 16.3% 1.29 1.3% 84% False False 8,003
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 0.32
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 102.03
2.618 100.23
1.618 99.13
1.000 98.45
0.618 98.03
HIGH 97.35
0.618 96.93
0.500 96.80
0.382 96.67
LOW 96.25
0.618 95.57
1.000 95.15
1.618 94.47
2.618 93.37
4.250 91.58
Fisher Pivots for day following 10-Feb-2011
Pivot 1 day 3 day
R1 96.80 96.52
PP 96.73 96.44
S1 96.67 96.36

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

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