NYMEX Light Sweet Crude Oil Future May 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 91.45 90.33 -1.12 -1.2% 92.20
High 91.55 93.69 2.14 2.3% 93.69
Low 90.07 90.33 0.26 0.3% 89.40
Close 90.45 93.43 2.98 3.3% 93.43
Range 1.48 3.36 1.88 127.0% 4.29
ATR 1.72 1.84 0.12 6.8% 0.00
Volume 82,367 116,240 33,873 41.1% 427,413
Daily Pivots for day following 28-Jan-2011
Classic Woodie Camarilla DeMark
R4 102.56 101.36 95.28
R3 99.20 98.00 94.35
R2 95.84 95.84 94.05
R1 94.64 94.64 93.74 95.24
PP 92.48 92.48 92.48 92.79
S1 91.28 91.28 93.12 91.88
S2 89.12 89.12 92.81
S3 85.76 87.92 92.51
S4 82.40 84.56 91.58
Weekly Pivots for week ending 28-Jan-2011
Classic Woodie Camarilla DeMark
R4 105.04 103.53 95.79
R3 100.75 99.24 94.61
R2 96.46 96.46 94.22
R1 94.95 94.95 93.82 95.71
PP 92.17 92.17 92.17 92.55
S1 90.66 90.66 93.04 91.42
S2 87.88 87.88 92.64
S3 83.59 86.37 92.25
S4 79.30 82.08 91.07
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.69 89.40 4.29 4.6% 2.16 2.3% 94% True False 85,482
10 94.92 89.40 5.52 5.9% 1.86 2.0% 73% False False 73,209
20 95.08 89.40 5.68 6.1% 1.97 2.1% 71% False False 59,843
40 95.08 87.81 7.27 7.8% 1.65 1.8% 77% False False 38,661
60 95.08 82.22 12.86 13.8% 1.63 1.7% 87% False False 29,072
80 95.08 82.22 12.86 13.8% 1.56 1.7% 87% False False 23,364
100 95.08 79.39 15.69 16.8% 1.40 1.5% 89% False False 19,855
120 95.08 75.91 19.17 20.5% 1.31 1.4% 91% False False 17,073
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.26
Widest range in 135 trading days
Fibonacci Retracements and Extensions
4.250 107.97
2.618 102.49
1.618 99.13
1.000 97.05
0.618 95.77
HIGH 93.69
0.618 92.41
0.500 92.01
0.382 91.61
LOW 90.33
0.618 88.25
1.000 86.97
1.618 84.89
2.618 81.53
4.250 76.05
Fisher Pivots for day following 28-Jan-2011
Pivot 1 day 3 day
R1 92.96 92.83
PP 92.48 92.22
S1 92.01 91.62

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

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