NYMEX Light Sweet Crude Oil Future June 2011


Trading Metrics calculated at close of trading on 19-Jan-2011
Day Change Summary
Previous Current
18-Jan-2011 19-Jan-2011 Change Change % Previous Week
Open 94.97 94.79 -0.18 -0.2% 92.21
High 95.45 95.56 0.11 0.1% 95.65
Low 93.97 94.25 0.28 0.3% 91.70
Close 94.92 94.70 -0.22 -0.2% 95.08
Range 1.48 1.31 -0.17 -11.5% 3.95
ATR 1.67 1.65 -0.03 -1.5% 0.00
Volume 59,472 40,805 -18,667 -31.4% 306,063
Daily Pivots for day following 19-Jan-2011
Classic Woodie Camarilla DeMark
R4 98.77 98.04 95.42
R3 97.46 96.73 95.06
R2 96.15 96.15 94.94
R1 95.42 95.42 94.82 95.13
PP 94.84 94.84 94.84 94.69
S1 94.11 94.11 94.58 93.82
S2 93.53 93.53 94.46
S3 92.22 92.80 94.34
S4 90.91 91.49 93.98
Weekly Pivots for week ending 14-Jan-2011
Classic Woodie Camarilla DeMark
R4 105.99 104.49 97.25
R3 102.04 100.54 96.17
R2 98.09 98.09 95.80
R1 96.59 96.59 95.44 97.34
PP 94.14 94.14 94.14 94.52
S1 92.64 92.64 94.72 93.39
S2 90.19 90.19 94.36
S3 86.24 88.69 93.99
S4 82.29 84.74 92.91
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.65 93.90 1.75 1.8% 1.34 1.4% 46% False False 55,098
10 95.65 90.80 4.85 5.1% 1.74 1.8% 80% False False 61,025
20 95.65 90.80 4.85 5.1% 1.61 1.7% 80% False False 40,795
40 95.65 82.46 13.19 13.9% 1.67 1.8% 93% False False 36,204
60 95.65 82.46 13.19 13.9% 1.63 1.7% 93% False False 30,762
80 95.65 80.00 15.65 16.5% 1.70 1.8% 94% False False 28,622
100 95.65 78.44 17.21 18.2% 1.67 1.8% 94% False False 26,059
120 95.65 75.70 19.95 21.1% 1.65 1.7% 95% False False 23,148
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 0.42
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 101.13
2.618 98.99
1.618 97.68
1.000 96.87
0.618 96.37
HIGH 95.56
0.618 95.06
0.500 94.91
0.382 94.75
LOW 94.25
0.618 93.44
1.000 92.94
1.618 92.13
2.618 90.82
4.250 88.68
Fisher Pivots for day following 19-Jan-2011
Pivot 1 day 3 day
R1 94.91 94.73
PP 94.84 94.72
S1 94.77 94.71

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

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