NYMEX Light Sweet Crude Oil Future March 2011


Trading Metrics calculated at close of trading on 31-Jan-2011
Day Change Summary
Previous Current
28-Jan-2011 31-Jan-2011 Change Change % Previous Week
Open 85.28 89.97 4.69 5.5% 89.26
High 89.73 92.84 3.11 3.5% 89.73
Low 85.11 88.40 3.29 3.9% 85.11
Close 89.34 92.19 2.85 3.2% 89.34
Range 4.62 4.44 -0.18 -3.9% 4.62
ATR 2.09 2.26 0.17 8.0% 0.00
Volume 553,314 411,297 -142,017 -25.7% 1,887,026
Daily Pivots for day following 31-Jan-2011
Classic Woodie Camarilla DeMark
R4 104.46 102.77 94.63
R3 100.02 98.33 93.41
R2 95.58 95.58 93.00
R1 93.89 93.89 92.60 94.74
PP 91.14 91.14 91.14 91.57
S1 89.45 89.45 91.78 90.30
S2 86.70 86.70 91.38
S3 82.26 85.01 90.97
S4 77.82 80.57 89.75
Weekly Pivots for week ending 28-Jan-2011
Classic Woodie Camarilla DeMark
R4 101.92 100.25 91.88
R3 97.30 95.63 90.61
R2 92.68 92.68 90.19
R1 91.01 91.01 89.76 91.85
PP 88.06 88.06 88.06 88.48
S1 86.39 86.39 88.92 87.23
S2 83.44 83.44 88.49
S3 78.82 81.77 88.07
S4 74.20 77.15 86.80
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 92.84 85.11 7.73 8.4% 2.96 3.2% 92% True False 392,122
10 93.02 85.11 7.91 8.6% 2.44 2.6% 90% False False 354,603
20 93.46 85.11 8.35 9.1% 2.27 2.5% 85% False False 271,569
40 93.46 85.11 8.35 9.1% 1.92 2.1% 85% False False 167,361
60 93.46 81.41 12.05 13.1% 1.94 2.1% 89% False False 122,810
80 93.46 81.41 12.05 13.1% 1.93 2.1% 89% False False 97,217
100 93.46 78.05 15.41 16.7% 1.86 2.0% 92% False False 81,494
120 93.46 74.29 19.17 20.8% 1.81 2.0% 93% False False 69,258
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 0.44
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 111.71
2.618 104.46
1.618 100.02
1.000 97.28
0.618 95.58
HIGH 92.84
0.618 91.14
0.500 90.62
0.382 90.10
LOW 88.40
0.618 85.66
1.000 83.96
1.618 81.22
2.618 76.78
4.250 69.53
Fisher Pivots for day following 31-Jan-2011
Pivot 1 day 3 day
R1 91.67 91.12
PP 91.14 90.05
S1 90.62 88.98

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

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