NYMEX Light Sweet Crude Oil Future April 2011


Trading Metrics calculated at close of trading on 28-Jan-2011
Day Change Summary
Previous Current
27-Jan-2011 28-Jan-2011 Change Change % Previous Week
Open 89.65 88.01 -1.64 -1.8% 90.80
High 89.69 91.97 2.28 2.5% 91.97
Low 88.01 87.96 -0.05 -0.1% 87.83
Close 88.29 91.68 3.39 3.8% 91.68
Range 1.68 4.01 2.33 138.7% 4.14
ATR 1.80 1.96 0.16 8.8% 0.00
Volume 151,152 183,487 32,335 21.4% 718,590
Daily Pivots for day following 28-Jan-2011
Classic Woodie Camarilla DeMark
R4 102.57 101.13 93.89
R3 98.56 97.12 92.78
R2 94.55 94.55 92.42
R1 93.11 93.11 92.05 93.83
PP 90.54 90.54 90.54 90.90
S1 89.10 89.10 91.31 89.82
S2 86.53 86.53 90.94
S3 82.52 85.09 90.58
S4 78.51 81.08 89.47
Weekly Pivots for week ending 28-Jan-2011
Classic Woodie Camarilla DeMark
R4 102.91 101.44 93.96
R3 98.77 97.30 92.82
R2 94.63 94.63 92.44
R1 93.16 93.16 92.06 93.90
PP 90.49 90.49 90.49 90.86
S1 89.02 89.02 91.30 89.76
S2 86.35 86.35 90.92
S3 82.21 84.88 90.54
S4 78.07 80.74 89.40
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.97 87.83 4.14 4.5% 2.34 2.6% 93% True False 143,718
10 94.02 87.83 6.19 6.8% 1.99 2.2% 62% False False 129,512
20 94.35 87.83 6.52 7.1% 2.08 2.3% 59% False False 104,142
40 94.35 87.57 6.78 7.4% 1.76 1.9% 61% False False 66,082
60 94.35 81.81 12.54 13.7% 1.77 1.9% 79% False False 48,717
80 94.35 81.81 12.54 13.7% 1.73 1.9% 79% False False 39,002
100 94.35 78.63 15.72 17.1% 1.66 1.8% 83% False False 32,946
120 94.35 74.98 19.37 21.1% 1.55 1.7% 86% False False 28,130
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Widest range in 138 trading days
Fibonacci Retracements and Extensions
4.250 109.01
2.618 102.47
1.618 98.46
1.000 95.98
0.618 94.45
HIGH 91.97
0.618 90.44
0.500 89.97
0.382 89.49
LOW 87.96
0.618 85.48
1.000 83.95
1.618 81.47
2.618 77.46
4.250 70.92
Fisher Pivots for day following 28-Jan-2011
Pivot 1 day 3 day
R1 91.11 91.09
PP 90.54 90.50
S1 89.97 89.91

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

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