NYMEX Light Sweet Crude Oil Future April 2011


Trading Metrics calculated at close of trading on 26-Jan-2011
Day Change Summary
Previous Current
25-Jan-2011 26-Jan-2011 Change Change % Previous Week
Open 89.38 87.95 -1.43 -1.6% 93.53
High 89.60 89.85 0.25 0.3% 94.02
Low 87.83 87.85 0.02 0.0% 90.26
Close 87.88 89.35 1.47 1.7% 90.63
Range 1.77 2.00 0.23 13.0% 3.76
ATR 1.79 1.81 0.01 0.8% 0.00
Volume 141,631 137,438 -4,193 -3.0% 463,195
Daily Pivots for day following 26-Jan-2011
Classic Woodie Camarilla DeMark
R4 95.02 94.18 90.45
R3 93.02 92.18 89.90
R2 91.02 91.02 89.72
R1 90.18 90.18 89.53 90.60
PP 89.02 89.02 89.02 89.23
S1 88.18 88.18 89.17 88.60
S2 87.02 87.02 88.98
S3 85.02 86.18 88.80
S4 83.02 84.18 88.25
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 92.95 87.83 5.12 5.7% 2.00 2.2% 30% False False 128,450
10 94.35 87.83 6.52 7.3% 1.71 1.9% 23% False False 116,435
20 94.35 87.83 6.52 7.3% 1.94 2.2% 23% False False 89,117
40 94.35 84.86 9.49 10.6% 1.75 2.0% 47% False False 58,405
60 94.35 81.81 12.54 14.0% 1.72 1.9% 60% False False 43,503
80 94.35 81.81 12.54 14.0% 1.69 1.9% 60% False False 35,163
100 94.35 78.63 15.72 17.6% 1.64 1.8% 68% False False 29,699
120 94.35 74.98 19.37 21.7% 1.51 1.7% 74% False False 25,376
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 2 trading days
Fibonacci Retracements and Extensions
4.250 98.35
2.618 95.09
1.618 93.09
1.000 91.85
0.618 91.09
HIGH 89.85
0.618 89.09
0.500 88.85
0.382 88.61
LOW 87.85
0.618 86.61
1.000 85.85
1.618 84.61
2.618 82.61
4.250 79.35
Fisher Pivots for day following 26-Jan-2011
Pivot 1 day 3 day
R1 89.18 89.52
PP 89.02 89.46
S1 88.85 89.41

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

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