NYMEX Light Sweet Crude Oil Future May 2011


Trading Metrics calculated at close of trading on 24-Jan-2011
Day Change Summary
Previous Current
21-Jan-2011 24-Jan-2011 Change Change % Previous Week
Open 92.15 92.20 0.05 0.1% 94.37
High 92.91 92.62 -0.29 -0.3% 94.92
Low 91.75 90.50 -1.25 -1.4% 91.44
Close 92.04 91.02 -1.02 -1.1% 92.04
Range 1.16 2.12 0.96 82.8% 3.48
ATR 1.67 1.71 0.03 1.9% 0.00
Volume 94,236 65,529 -28,707 -30.5% 235,131
Daily Pivots for day following 24-Jan-2011
Classic Woodie Camarilla DeMark
R4 97.74 96.50 92.19
R3 95.62 94.38 91.60
R2 93.50 93.50 91.41
R1 92.26 92.26 91.21 91.82
PP 91.38 91.38 91.38 91.16
S1 90.14 90.14 90.83 89.70
S2 89.26 89.26 90.63
S3 87.14 88.02 90.44
S4 85.02 85.90 89.85
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 90.50 4.42 4.9% 1.73 1.9% 12% False True 60,132
10 95.08 90.50 4.58 5.0% 1.66 1.8% 11% False True 59,750
20 95.08 90.21 4.87 5.4% 1.77 1.9% 17% False False 44,165
40 95.08 84.57 10.51 11.5% 1.62 1.8% 61% False False 30,487
60 95.08 82.22 12.86 14.1% 1.56 1.7% 68% False False 23,490
80 95.08 82.22 12.86 14.1% 1.50 1.7% 68% False False 19,238
100 95.08 79.15 15.93 17.5% 1.35 1.5% 75% False False 16,364
120 95.08 75.91 19.17 21.1% 1.26 1.4% 79% False False 14,118
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 0.38
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 101.63
2.618 98.17
1.618 96.05
1.000 94.74
0.618 93.93
HIGH 92.62
0.618 91.81
0.500 91.56
0.382 91.31
LOW 90.50
0.618 89.19
1.000 88.38
1.618 87.07
2.618 84.95
4.250 81.49
Fisher Pivots for day following 24-Jan-2011
Pivot 1 day 3 day
R1 91.56 92.22
PP 91.38 91.82
S1 91.20 91.42

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

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