NYMEX Light Sweet Crude Oil Future May 2011


Trading Metrics calculated at close of trading on 21-Jan-2011
Day Change Summary
Previous Current
20-Jan-2011 21-Jan-2011 Change Change % Previous Week
Open 93.77 92.15 -1.62 -1.7% 94.37
High 93.94 92.91 -1.03 -1.1% 94.92
Low 91.44 91.75 0.31 0.3% 91.44
Close 92.18 92.04 -0.14 -0.2% 92.04
Range 2.50 1.16 -1.34 -53.6% 3.48
ATR 1.71 1.67 -0.04 -2.3% 0.00
Volume 42,075 94,236 52,161 124.0% 235,131
Daily Pivots for day following 21-Jan-2011
Classic Woodie Camarilla DeMark
R4 95.71 95.04 92.68
R3 94.55 93.88 92.36
R2 93.39 93.39 92.25
R1 92.72 92.72 92.15 92.48
PP 92.23 92.23 92.23 92.11
S1 91.56 91.56 91.93 91.32
S2 91.07 91.07 91.83
S3 89.91 90.40 91.72
S4 88.75 89.24 91.40
Weekly Pivots for week ending 21-Jan-2011
Classic Woodie Camarilla DeMark
R4 103.24 101.12 93.95
R3 99.76 97.64 93.00
R2 96.28 96.28 92.68
R1 94.16 94.16 92.36 93.48
PP 92.80 92.80 92.80 92.46
S1 90.68 90.68 91.72 90.00
S2 89.32 89.32 91.40
S3 85.84 87.20 91.08
S4 82.36 83.72 90.13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.92 91.44 3.48 3.8% 1.57 1.7% 17% False False 60,935
10 95.08 90.21 4.87 5.3% 1.63 1.8% 38% False False 61,385
20 95.08 90.21 4.87 5.3% 1.73 1.9% 38% False False 42,088
40 95.08 83.21 11.87 12.9% 1.64 1.8% 74% False False 29,143
60 95.08 82.22 12.86 14.0% 1.54 1.7% 76% False False 22,489
80 95.08 81.06 14.02 15.2% 1.50 1.6% 78% False False 18,469
100 95.08 78.63 16.45 17.9% 1.34 1.5% 82% False False 15,744
120 95.08 75.91 19.17 20.8% 1.24 1.3% 84% False False 13,584
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.37
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 97.84
2.618 95.95
1.618 94.79
1.000 94.07
0.618 93.63
HIGH 92.91
0.618 92.47
0.500 92.33
0.382 92.19
LOW 91.75
0.618 91.03
1.000 90.59
1.618 89.87
2.618 88.71
4.250 86.82
Fisher Pivots for day following 21-Jan-2011
Pivot 1 day 3 day
R1 92.33 93.18
PP 92.23 92.80
S1 92.14 92.42

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

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