NYMEX Light Sweet Crude Oil Future March 2011


Trading Metrics calculated at close of trading on 19-Jan-2011
Day Change Summary
Previous Current
18-Jan-2011 19-Jan-2011 Change Change % Previous Week
Open 92.55 92.20 -0.35 -0.4% 90.11
High 92.89 93.02 0.13 0.1% 93.46
Low 91.46 91.46 0.00 0.0% 89.28
Close 92.31 91.81 -0.50 -0.5% 92.57
Range 1.43 1.56 0.13 9.1% 4.18
ATR 1.83 1.81 -0.02 -1.0% 0.00
Volume 238,650 310,098 71,448 29.9% 1,234,594
Daily Pivots for day following 19-Jan-2011
Classic Woodie Camarilla DeMark
R4 96.78 95.85 92.67
R3 95.22 94.29 92.24
R2 93.66 93.66 92.10
R1 92.73 92.73 91.95 92.42
PP 92.10 92.10 92.10 91.94
S1 91.17 91.17 91.67 90.86
S2 90.54 90.54 91.52
S3 88.98 89.61 91.38
S4 87.42 88.05 90.95
Weekly Pivots for week ending 14-Jan-2011
Classic Woodie Camarilla DeMark
R4 104.31 102.62 94.87
R3 100.13 98.44 93.72
R2 95.95 95.95 93.34
R1 94.26 94.26 92.95 95.11
PP 91.77 91.77 91.77 92.19
S1 90.08 90.08 92.19 90.93
S2 87.59 87.59 91.80
S3 83.41 85.90 91.42
S4 79.23 81.72 90.27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.46 91.17 2.29 2.5% 1.50 1.6% 28% False False 257,296
10 93.46 88.45 5.01 5.5% 1.91 2.1% 67% False False 230,519
20 93.46 88.45 5.01 5.5% 1.77 1.9% 67% False False 143,586
40 93.46 81.41 12.05 13.1% 1.83 2.0% 86% False False 99,501
60 93.46 81.41 12.05 13.1% 1.79 1.9% 86% False False 75,331
80 93.46 78.76 14.70 16.0% 1.83 2.0% 89% False False 61,934
100 93.46 76.92 16.54 18.0% 1.79 2.0% 90% False False 52,485
120 93.46 74.29 19.17 20.9% 1.72 1.9% 91% False False 44,594
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 0.61
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 99.65
2.618 97.10
1.618 95.54
1.000 94.58
0.618 93.98
HIGH 93.02
0.618 92.42
0.500 92.24
0.382 92.06
LOW 91.46
0.618 90.50
1.000 89.90
1.618 88.94
2.618 87.38
4.250 84.83
Fisher Pivots for day following 19-Jan-2011
Pivot 1 day 3 day
R1 92.24 92.10
PP 92.10 92.00
S1 91.95 91.91

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

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