NYMEX Light Sweet Crude Oil Future March 2011


Trading Metrics calculated at close of trading on 20-Jan-2011
Day Change Summary
Previous Current
19-Jan-2011 20-Jan-2011 Change Change % Previous Week
Open 92.20 91.63 -0.57 -0.6% 90.11
High 93.02 91.80 -1.22 -1.3% 93.46
Low 91.46 88.90 -2.56 -2.8% 89.28
Close 91.81 89.59 -2.22 -2.4% 92.57
Range 1.56 2.90 1.34 85.9% 4.18
ATR 1.81 1.89 0.08 4.3% 0.00
Volume 310,098 427,261 117,163 37.8% 1,234,594
Daily Pivots for day following 20-Jan-2011
Classic Woodie Camarilla DeMark
R4 98.80 97.09 91.19
R3 95.90 94.19 90.39
R2 93.00 93.00 90.12
R1 91.29 91.29 89.86 90.70
PP 90.10 90.10 90.10 89.80
S1 88.39 88.39 89.32 87.80
S2 87.20 87.20 89.06
S3 84.30 85.49 88.79
S4 81.40 82.59 88.00
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 93.27 88.90 4.37 4.9% 1.77 2.0% 16% False True 286,768
10 93.46 88.45 5.01 5.6% 1.91 2.1% 23% False False 258,617
20 93.46 88.45 5.01 5.6% 1.87 2.1% 23% False False 160,102
40 93.46 81.41 12.05 13.5% 1.85 2.1% 68% False False 109,242
60 93.46 81.41 12.05 13.5% 1.81 2.0% 68% False False 82,232
80 93.46 78.97 14.49 16.2% 1.84 2.1% 73% False False 67,007
100 93.46 77.26 16.20 18.1% 1.80 2.0% 76% False False 56,612
120 93.46 74.29 19.17 21.4% 1.73 1.9% 80% False False 48,128
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.51
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 104.13
2.618 99.39
1.618 96.49
1.000 94.70
0.618 93.59
HIGH 91.80
0.618 90.69
0.500 90.35
0.382 90.01
LOW 88.90
0.618 87.11
1.000 86.00
1.618 84.21
2.618 81.31
4.250 76.58
Fisher Pivots for day following 20-Jan-2011
Pivot 1 day 3 day
R1 90.35 90.96
PP 90.10 90.50
S1 89.84 90.05

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

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