NYMEX Light Sweet Crude Oil Future May 2011


Trading Metrics calculated at close of trading on 25-Jan-2011
Day Change Summary
Previous Current
24-Jan-2011 25-Jan-2011 Change Change % Previous Week
Open 92.20 90.84 -1.36 -1.5% 94.37
High 92.62 91.14 -1.48 -1.6% 94.92
Low 90.50 89.40 -1.10 -1.2% 91.44
Close 91.02 89.43 -1.59 -1.7% 92.04
Range 2.12 1.74 -0.38 -17.9% 3.48
ATR 1.71 1.71 0.00 0.1% 0.00
Volume 65,529 93,065 27,536 42.0% 235,131
Daily Pivots for day following 25-Jan-2011
Classic Woodie Camarilla DeMark
R4 95.21 94.06 90.39
R3 93.47 92.32 89.91
R2 91.73 91.73 89.75
R1 90.58 90.58 89.59 90.29
PP 89.99 89.99 89.99 89.84
S1 88.84 88.84 89.27 88.55
S2 88.25 88.25 89.11
S3 86.51 87.10 88.95
S4 84.77 85.36 88.47
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 89.40 5.52 6.2% 1.78 2.0% 1% False True 66,805
10 95.08 89.40 5.68 6.4% 1.65 1.8% 1% False True 61,750
20 95.08 89.40 5.68 6.4% 1.80 2.0% 1% False True 48,147
40 95.08 85.11 9.97 11.1% 1.63 1.8% 43% False False 32,547
60 95.08 82.22 12.86 14.4% 1.58 1.8% 56% False False 24,944
80 95.08 82.22 12.86 14.4% 1.52 1.7% 56% False False 20,308
100 95.08 79.35 15.73 17.6% 1.36 1.5% 64% False False 17,259
120 95.08 75.91 19.17 21.4% 1.27 1.4% 71% False False 14,878
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.35
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 98.54
2.618 95.70
1.618 93.96
1.000 92.88
0.618 92.22
HIGH 91.14
0.618 90.48
0.500 90.27
0.382 90.06
LOW 89.40
0.618 88.32
1.000 87.66
1.618 86.58
2.618 84.84
4.250 82.01
Fisher Pivots for day following 25-Jan-2011
Pivot 1 day 3 day
R1 90.27 91.16
PP 89.99 90.58
S1 89.71 90.01

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

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