NYMEX Light Sweet Crude Oil Future April 2011


Trading Metrics calculated at close of trading on 24-Jan-2011
Day Change Summary
Previous Current
21-Jan-2011 24-Jan-2011 Change Change % Previous Week
Open 90.88 90.80 -0.08 -0.1% 93.53
High 91.66 91.21 -0.45 -0.5% 94.02
Low 90.38 88.97 -1.41 -1.6% 90.26
Close 90.63 89.53 -1.10 -1.2% 90.63
Range 1.28 2.24 0.96 75.0% 3.76
ATR 1.76 1.79 0.03 1.9% 0.00
Volume 167,019 104,882 -62,137 -37.2% 463,195
Daily Pivots for day following 24-Jan-2011
Classic Woodie Camarilla DeMark
R4 96.62 95.32 90.76
R3 94.38 93.08 90.15
R2 92.14 92.14 89.94
R1 90.84 90.84 89.74 90.37
PP 89.90 89.90 89.90 89.67
S1 88.60 88.60 89.32 88.13
S2 87.66 87.66 89.12
S3 85.42 86.36 88.91
S4 83.18 84.12 88.30
Weekly Pivots for week ending 21-Jan-2011
Classic Woodie Camarilla DeMark
R4 102.92 100.53 92.70
R3 99.16 96.77 91.66
R2 95.40 95.40 91.32
R1 93.01 93.01 90.97 92.33
PP 91.64 91.64 91.64 91.29
S1 89.25 89.25 90.29 88.57
S2 87.88 87.88 89.94
S3 84.12 85.49 89.60
S4 80.36 81.73 88.56
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.02 88.97 5.05 5.6% 1.82 2.0% 11% False True 113,615
10 94.35 88.97 5.38 6.0% 1.73 1.9% 10% False True 110,190
20 94.35 88.97 5.38 6.0% 1.85 2.1% 10% False True 76,652
40 94.35 84.25 10.10 11.3% 1.75 1.9% 52% False False 52,022
60 94.35 81.81 12.54 14.0% 1.70 1.9% 62% False False 39,188
80 94.35 81.81 12.54 14.0% 1.67 1.9% 62% False False 31,945
100 94.35 78.19 16.16 18.0% 1.63 1.8% 70% False False 27,021
120 94.35 74.98 19.37 21.6% 1.49 1.7% 75% False False 23,092
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 0.47
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 100.73
2.618 97.07
1.618 94.83
1.000 93.45
0.618 92.59
HIGH 91.21
0.618 90.35
0.500 90.09
0.382 89.83
LOW 88.97
0.618 87.59
1.000 86.73
1.618 85.35
2.618 83.11
4.250 79.45
Fisher Pivots for day following 24-Jan-2011
Pivot 1 day 3 day
R1 90.09 90.96
PP 89.90 90.48
S1 89.72 90.01

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

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