NYMEX Light Sweet Crude Oil Future May 2011


Trading Metrics calculated at close of trading on 26-Jan-2011
Day Change Summary
Previous Current
25-Jan-2011 26-Jan-2011 Change Change % Previous Week
Open 90.84 89.59 -1.25 -1.4% 94.37
High 91.14 91.62 0.48 0.5% 94.92
Low 89.40 89.54 0.14 0.2% 91.44
Close 89.43 91.11 1.68 1.9% 92.04
Range 1.74 2.08 0.34 19.5% 3.48
ATR 1.71 1.74 0.03 2.0% 0.00
Volume 93,065 70,212 -22,853 -24.6% 235,131
Daily Pivots for day following 26-Jan-2011
Classic Woodie Camarilla DeMark
R4 97.00 96.13 92.25
R3 94.92 94.05 91.68
R2 92.84 92.84 91.49
R1 91.97 91.97 91.30 92.41
PP 90.76 90.76 90.76 90.97
S1 89.89 89.89 90.92 90.33
S2 88.68 88.68 90.73
S3 86.60 87.81 90.54
S4 84.52 85.73 89.97
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 93.94 89.40 4.54 5.0% 1.92 2.1% 38% False False 73,023
10 95.08 89.40 5.68 6.2% 1.65 1.8% 30% False False 63,867
20 95.08 89.40 5.68 6.2% 1.87 2.1% 30% False False 51,205
40 95.08 85.11 9.97 10.9% 1.63 1.8% 60% False False 34,175
60 95.08 82.22 12.86 14.1% 1.60 1.8% 69% False False 26,033
80 95.08 82.22 12.86 14.1% 1.53 1.7% 69% False False 21,095
100 95.08 79.35 15.73 17.3% 1.38 1.5% 75% False False 17,927
120 95.08 75.91 19.17 21.0% 1.28 1.4% 79% False False 15,445
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 0.31
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 100.46
2.618 97.07
1.618 94.99
1.000 93.70
0.618 92.91
HIGH 91.62
0.618 90.83
0.500 90.58
0.382 90.33
LOW 89.54
0.618 88.25
1.000 87.46
1.618 86.17
2.618 84.09
4.250 80.70
Fisher Pivots for day following 26-Jan-2011
Pivot 1 day 3 day
R1 90.93 91.08
PP 90.76 91.04
S1 90.58 91.01

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

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