NYMEX Light Sweet Crude Oil Future March 2011


Trading Metrics calculated at close of trading on 27-Jan-2011
Day Change Summary
Previous Current
26-Jan-2011 27-Jan-2011 Change Change % Previous Week
Open 86.23 87.55 1.32 1.5% 92.55
High 87.78 87.66 -0.12 -0.1% 93.02
Low 86.03 85.42 -0.61 -0.7% 88.87
Close 87.33 85.64 -1.69 -1.9% 89.11
Range 1.75 2.24 0.49 28.0% 4.15
ATR 1.87 1.89 0.03 1.4% 0.00
Volume 327,525 348,140 20,615 6.3% 1,247,712
Daily Pivots for day following 27-Jan-2011
Classic Woodie Camarilla DeMark
R4 92.96 91.54 86.87
R3 90.72 89.30 86.26
R2 88.48 88.48 86.05
R1 87.06 87.06 85.85 86.65
PP 86.24 86.24 86.24 86.04
S1 84.82 84.82 85.43 84.41
S2 84.00 84.00 85.23
S3 81.76 82.58 85.02
S4 79.52 80.34 84.41
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 90.22 85.42 4.80 5.6% 1.89 2.2% 5% False True 321,083
10 93.27 85.42 7.85 9.2% 1.83 2.1% 3% False True 303,925
20 93.46 85.42 8.04 9.4% 2.09 2.4% 3% False True 228,958
40 93.46 84.67 8.79 10.3% 1.81 2.1% 11% False False 145,540
60 93.46 81.41 12.05 14.1% 1.84 2.1% 35% False False 107,413
80 93.46 81.41 12.05 14.1% 1.86 2.2% 35% False False 85,886
100 93.46 78.05 15.41 18.0% 1.81 2.1% 49% False False 72,068
120 93.46 74.29 19.17 22.4% 1.75 2.0% 59% False False 61,328
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 0.36
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 97.18
2.618 93.52
1.618 91.28
1.000 89.90
0.618 89.04
HIGH 87.66
0.618 86.80
0.500 86.54
0.382 86.28
LOW 85.42
0.618 84.04
1.000 83.18
1.618 81.80
2.618 79.56
4.250 75.90
Fisher Pivots for day following 27-Jan-2011
Pivot 1 day 3 day
R1 86.54 86.64
PP 86.24 86.30
S1 85.94 85.97

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

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