NYMEX Light Sweet Crude Oil Future April 2011


Trading Metrics calculated at close of trading on 25-Jan-2011
Day Change Summary
Previous Current
24-Jan-2011 25-Jan-2011 Change Change % Previous Week
Open 90.80 89.38 -1.42 -1.6% 93.53
High 91.21 89.60 -1.61 -1.8% 94.02
Low 88.97 87.83 -1.14 -1.3% 90.26
Close 89.53 87.88 -1.65 -1.8% 90.63
Range 2.24 1.77 -0.47 -21.0% 3.76
ATR 1.79 1.79 0.00 -0.1% 0.00
Volume 104,882 141,631 36,749 35.0% 463,195
Daily Pivots for day following 25-Jan-2011
Classic Woodie Camarilla DeMark
R4 93.75 92.58 88.85
R3 91.98 90.81 88.37
R2 90.21 90.21 88.20
R1 89.04 89.04 88.04 88.74
PP 88.44 88.44 88.44 88.29
S1 87.27 87.27 87.72 86.97
S2 86.67 86.67 87.56
S3 84.90 85.50 87.39
S4 83.13 83.73 86.91
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 87.83 6.19 7.0% 1.88 2.1% 1% False True 115,217
10 94.35 87.83 6.52 7.4% 1.73 2.0% 1% False True 110,932
20 94.35 87.83 6.52 7.4% 1.88 2.1% 1% False True 82,881
40 94.35 84.86 9.49 10.8% 1.75 2.0% 32% False False 55,162
60 94.35 81.81 12.54 14.3% 1.71 1.9% 48% False False 41,366
80 94.35 81.81 12.54 14.3% 1.68 1.9% 48% False False 33,575
100 94.35 78.63 15.72 17.9% 1.63 1.9% 59% False False 28,381
120 94.35 74.98 19.37 22.0% 1.50 1.7% 67% False False 24,254
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 0.41
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 97.12
2.618 94.23
1.618 92.46
1.000 91.37
0.618 90.69
HIGH 89.60
0.618 88.92
0.500 88.72
0.382 88.51
LOW 87.83
0.618 86.74
1.000 86.06
1.618 84.97
2.618 83.20
4.250 80.31
Fisher Pivots for day following 25-Jan-2011
Pivot 1 day 3 day
R1 88.72 89.75
PP 88.44 89.12
S1 88.16 88.50

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

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