NYMEX Light Sweet Crude Oil Future April 2011


Trading Metrics calculated at close of trading on 20-Jan-2011
Day Change Summary
Previous Current
19-Jan-2011 20-Jan-2011 Change Change % Previous Week
Open 93.06 92.76 -0.30 -0.3% 91.00
High 94.02 92.95 -1.07 -1.1% 94.35
Low 92.58 90.26 -2.32 -2.5% 90.25
Close 92.98 90.96 -2.02 -2.2% 93.56
Range 1.44 2.69 1.25 86.8% 4.10
ATR 1.73 1.80 0.07 4.1% 0.00
Volume 71,273 91,283 20,010 28.1% 533,828
Daily Pivots for day following 20-Jan-2011
Classic Woodie Camarilla DeMark
R4 99.46 97.90 92.44
R3 96.77 95.21 91.70
R2 94.08 94.08 91.45
R1 92.52 92.52 91.21 91.96
PP 91.39 91.39 91.39 91.11
S1 89.83 89.83 90.71 89.27
S2 88.70 88.70 90.47
S3 86.01 87.14 90.22
S4 83.32 84.45 89.48
Weekly Pivots for week ending 14-Jan-2011
Classic Woodie Camarilla DeMark
R4 105.02 103.39 95.82
R3 100.92 99.29 94.69
R2 96.82 96.82 94.31
R1 95.19 95.19 93.94 96.01
PP 92.72 92.72 92.72 93.13
S1 91.09 91.09 93.18 91.91
S2 88.62 88.62 92.81
S3 84.52 86.99 92.43
S4 80.42 82.89 91.31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.10 90.26 3.84 4.2% 1.66 1.8% 18% False True 102,215
10 94.35 89.41 4.94 5.4% 1.81 2.0% 31% False False 103,649
20 94.35 89.41 4.94 5.4% 1.78 2.0% 31% False False 66,119
40 94.35 81.81 12.54 13.8% 1.77 1.9% 73% False False 45,919
60 94.35 81.81 12.54 13.8% 1.68 1.8% 73% False False 34,998
80 94.35 79.79 14.56 16.0% 1.67 1.8% 77% False False 28,755
100 94.35 77.94 16.41 18.0% 1.62 1.8% 79% False False 24,396
120 94.35 74.98 19.37 21.3% 1.47 1.6% 82% False False 20,846
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.47
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 104.38
2.618 99.99
1.618 97.30
1.000 95.64
0.618 94.61
HIGH 92.95
0.618 91.92
0.500 91.61
0.382 91.29
LOW 90.26
0.618 88.60
1.000 87.57
1.618 85.91
2.618 83.22
4.250 78.83
Fisher Pivots for day following 20-Jan-2011
Pivot 1 day 3 day
R1 91.61 92.14
PP 91.39 91.75
S1 91.18 91.35

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

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