NYMEX Light Sweet Crude Oil Future March 2011


Trading Metrics calculated at close of trading on 24-Jan-2011
Day Change Summary
Previous Current
21-Jan-2011 24-Jan-2011 Change Change % Previous Week
Open 89.45 89.26 -0.19 -0.2% 92.55
High 90.22 89.63 -0.59 -0.7% 93.02
Low 88.87 87.27 -1.60 -1.8% 88.87
Close 89.11 87.87 -1.24 -1.4% 89.11
Range 1.35 2.36 1.01 74.8% 4.15
ATR 1.85 1.89 0.04 2.0% 0.00
Volume 271,703 337,713 66,010 24.3% 1,247,712
Daily Pivots for day following 24-Jan-2011
Classic Woodie Camarilla DeMark
R4 95.34 93.96 89.17
R3 92.98 91.60 88.52
R2 90.62 90.62 88.30
R1 89.24 89.24 88.09 88.75
PP 88.26 88.26 88.26 88.01
S1 86.88 86.88 87.65 86.39
S2 85.90 85.90 87.44
S3 83.54 84.52 87.22
S4 81.18 82.16 86.57
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 87.27 5.75 6.5% 1.92 2.2% 10% False True 317,085
10 93.46 87.27 6.19 7.0% 1.81 2.1% 10% False True 282,001
20 93.46 87.27 6.19 7.0% 1.94 2.2% 10% False True 184,325
40 93.46 83.84 9.62 10.9% 1.83 2.1% 42% False False 122,844
60 93.46 81.41 12.05 13.7% 1.82 2.1% 54% False False 91,765
80 93.46 81.40 12.06 13.7% 1.84 2.1% 54% False False 74,244
100 93.46 77.98 15.48 17.6% 1.80 2.1% 64% False False 62,505
120 93.46 74.29 19.17 21.8% 1.73 2.0% 71% False False 53,154
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 0.48
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 99.66
2.618 95.81
1.618 93.45
1.000 91.99
0.618 91.09
HIGH 89.63
0.618 88.73
0.500 88.45
0.382 88.17
LOW 87.27
0.618 85.81
1.000 84.91
1.618 83.45
2.618 81.09
4.250 77.24
Fisher Pivots for day following 24-Jan-2011
Pivot 1 day 3 day
R1 88.45 89.54
PP 88.26 88.98
S1 88.06 88.43

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

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