NYMEX Light Sweet Crude Oil Future March 2011


Trading Metrics calculated at close of trading on 25-Jan-2011
Day Change Summary
Previous Current
24-Jan-2011 25-Jan-2011 Change Change % Previous Week
Open 89.26 87.70 -1.56 -1.7% 92.55
High 89.63 87.85 -1.78 -2.0% 93.02
Low 87.27 86.12 -1.15 -1.3% 88.87
Close 87.87 86.19 -1.68 -1.9% 89.11
Range 2.36 1.73 -0.63 -26.7% 4.15
ATR 1.89 1.88 -0.01 -0.5% 0.00
Volume 337,713 320,334 -17,379 -5.1% 1,247,712
Daily Pivots for day following 25-Jan-2011
Classic Woodie Camarilla DeMark
R4 91.91 90.78 87.14
R3 90.18 89.05 86.67
R2 88.45 88.45 86.51
R1 87.32 87.32 86.35 87.02
PP 86.72 86.72 86.72 86.57
S1 85.59 85.59 86.03 85.29
S2 84.99 84.99 85.87
S3 83.26 83.86 85.71
S4 81.53 82.13 85.24
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 86.12 6.90 8.0% 1.98 2.3% 1% False True 333,421
10 93.46 86.12 7.34 8.5% 1.81 2.1% 1% False True 287,711
20 93.46 86.12 7.34 8.5% 1.96 2.3% 1% False True 198,172
40 93.46 84.52 8.94 10.4% 1.83 2.1% 19% False False 130,035
60 93.46 81.41 12.05 14.0% 1.83 2.1% 40% False False 96,742
80 93.46 81.41 12.05 14.0% 1.84 2.1% 40% False False 77,958
100 93.46 78.05 15.41 17.9% 1.80 2.1% 53% False False 65,569
120 93.46 74.29 19.17 22.2% 1.74 2.0% 62% False False 55,768
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.41
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 95.20
2.618 92.38
1.618 90.65
1.000 89.58
0.618 88.92
HIGH 87.85
0.618 87.19
0.500 86.99
0.382 86.78
LOW 86.12
0.618 85.05
1.000 84.39
1.618 83.32
2.618 81.59
4.250 78.77
Fisher Pivots for day following 25-Jan-2011
Pivot 1 day 3 day
R1 86.99 88.17
PP 86.72 87.51
S1 86.46 86.85

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

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