NYMEX Light Sweet Crude Oil Future April 2011


Trading Metrics calculated at close of trading on 27-Jan-2011
Day Change Summary
Previous Current
26-Jan-2011 27-Jan-2011 Change Change % Previous Week
Open 87.95 89.65 1.70 1.9% 93.53
High 89.85 89.69 -0.16 -0.2% 94.02
Low 87.85 88.01 0.16 0.2% 90.26
Close 89.35 88.29 -1.06 -1.2% 90.63
Range 2.00 1.68 -0.32 -16.0% 3.76
ATR 1.81 1.80 -0.01 -0.5% 0.00
Volume 137,438 151,152 13,714 10.0% 463,195
Daily Pivots for day following 27-Jan-2011
Classic Woodie Camarilla DeMark
R4 93.70 92.68 89.21
R3 92.02 91.00 88.75
R2 90.34 90.34 88.60
R1 89.32 89.32 88.44 88.99
PP 88.66 88.66 88.66 88.50
S1 87.64 87.64 88.14 87.31
S2 86.98 86.98 87.98
S3 85.30 85.96 87.83
S4 83.62 84.28 87.37
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 91.66 87.83 3.83 4.3% 1.79 2.0% 12% False False 140,424
10 94.10 87.83 6.27 7.1% 1.73 2.0% 7% False False 121,319
20 94.35 87.83 6.52 7.4% 1.99 2.3% 7% False False 95,863
40 94.35 85.12 9.23 10.5% 1.73 2.0% 34% False False 61,840
60 94.35 81.81 12.54 14.2% 1.72 1.9% 52% False False 45,875
80 94.35 81.81 12.54 14.2% 1.70 1.9% 52% False False 36,899
100 94.35 78.63 15.72 17.8% 1.63 1.9% 61% False False 31,149
120 94.35 74.98 19.37 21.9% 1.53 1.7% 69% False False 26,623
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.32
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 96.83
2.618 94.09
1.618 92.41
1.000 91.37
0.618 90.73
HIGH 89.69
0.618 89.05
0.500 88.85
0.382 88.65
LOW 88.01
0.618 86.97
1.000 86.33
1.618 85.29
2.618 83.61
4.250 80.87
Fisher Pivots for day following 27-Jan-2011
Pivot 1 day 3 day
R1 88.85 88.84
PP 88.66 88.66
S1 88.48 88.47

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

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