NYMEX Light Sweet Crude Oil Future March 2011


Trading Metrics calculated at close of trading on 21-Jan-2011
Day Change Summary
Previous Current
20-Jan-2011 21-Jan-2011 Change Change % Previous Week
Open 91.63 89.45 -2.18 -2.4% 92.55
High 91.80 90.22 -1.58 -1.7% 93.02
Low 88.90 88.87 -0.03 0.0% 88.87
Close 89.59 89.11 -0.48 -0.5% 89.11
Range 2.90 1.35 -1.55 -53.4% 4.15
ATR 1.89 1.85 -0.04 -2.0% 0.00
Volume 427,261 271,703 -155,558 -36.4% 1,247,712
Daily Pivots for day following 21-Jan-2011
Classic Woodie Camarilla DeMark
R4 93.45 92.63 89.85
R3 92.10 91.28 89.48
R2 90.75 90.75 89.36
R1 89.93 89.93 89.23 89.67
PP 89.40 89.40 89.40 89.27
S1 88.58 88.58 88.99 88.32
S2 88.05 88.05 88.86
S3 86.70 87.23 88.74
S4 85.35 85.88 88.37
Weekly Pivots for week ending 21-Jan-2011
Classic Woodie Camarilla DeMark
R4 102.78 100.10 91.39
R3 98.63 95.95 90.25
R2 94.48 94.48 89.87
R1 91.80 91.80 89.49 91.07
PP 90.33 90.33 90.33 89.97
S1 87.65 87.65 88.73 86.92
S2 86.18 86.18 88.35
S3 82.03 83.50 87.97
S4 77.88 79.35 86.83
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.02 88.87 4.15 4.7% 1.75 2.0% 6% False True 296,025
10 93.46 88.45 5.01 5.6% 1.78 2.0% 13% False False 269,833
20 93.46 88.45 5.01 5.6% 1.89 2.1% 13% False False 170,710
40 93.46 82.11 11.35 12.7% 1.85 2.1% 62% False False 115,278
60 93.46 81.41 12.05 13.5% 1.81 2.0% 64% False False 86,430
80 93.46 79.51 13.95 15.7% 1.84 2.1% 69% False False 70,232
100 93.46 77.26 16.20 18.2% 1.80 2.0% 73% False False 59,215
120 93.46 74.29 19.17 21.5% 1.73 1.9% 77% False False 50,366
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.54
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 95.96
2.618 93.75
1.618 92.40
1.000 91.57
0.618 91.05
HIGH 90.22
0.618 89.70
0.500 89.55
0.382 89.39
LOW 88.87
0.618 88.04
1.000 87.52
1.618 86.69
2.618 85.34
4.250 83.13
Fisher Pivots for day following 21-Jan-2011
Pivot 1 day 3 day
R1 89.55 90.95
PP 89.40 90.33
S1 89.26 89.72

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

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