NYMEX Light Sweet Crude Oil Future March 2011


Trading Metrics calculated at close of trading on 26-Jan-2011
Day Change Summary
Previous Current
25-Jan-2011 26-Jan-2011 Change Change % Previous Week
Open 87.70 86.23 -1.47 -1.7% 92.55
High 87.85 87.78 -0.07 -0.1% 93.02
Low 86.12 86.03 -0.09 -0.1% 88.87
Close 86.19 87.33 1.14 1.3% 89.11
Range 1.73 1.75 0.02 1.2% 4.15
ATR 1.88 1.87 -0.01 -0.5% 0.00
Volume 320,334 327,525 7,191 2.2% 1,247,712
Daily Pivots for day following 26-Jan-2011
Classic Woodie Camarilla DeMark
R4 92.30 91.56 88.29
R3 90.55 89.81 87.81
R2 88.80 88.80 87.65
R1 88.06 88.06 87.49 88.43
PP 87.05 87.05 87.05 87.23
S1 86.31 86.31 87.17 86.68
S2 85.30 85.30 87.01
S3 83.55 84.56 86.85
S4 81.80 82.81 86.37
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 91.80 86.03 5.77 6.6% 2.02 2.3% 23% False True 336,907
10 93.46 86.03 7.43 8.5% 1.76 2.0% 17% False True 297,101
20 93.46 86.03 7.43 8.5% 2.01 2.3% 17% False True 213,004
40 93.46 84.52 8.94 10.2% 1.82 2.1% 31% False False 137,793
60 93.46 81.41 12.05 13.8% 1.84 2.1% 49% False False 101,917
80 93.46 81.41 12.05 13.8% 1.84 2.1% 49% False False 81,823
100 93.46 78.05 15.41 17.6% 1.80 2.1% 60% False False 68,698
120 93.46 74.29 19.17 22.0% 1.75 2.0% 68% False False 58,460
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 0.39
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 95.22
2.618 92.36
1.618 90.61
1.000 89.53
0.618 88.86
HIGH 87.78
0.618 87.11
0.500 86.91
0.382 86.70
LOW 86.03
0.618 84.95
1.000 84.28
1.618 83.20
2.618 81.45
4.250 78.59
Fisher Pivots for day following 26-Jan-2011
Pivot 1 day 3 day
R1 87.19 87.83
PP 87.05 87.66
S1 86.91 87.50

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

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