NYMEX Light Sweet Crude Oil Future June 2011


Trading Metrics calculated at close of trading on 20-Jan-2011
Day Change Summary
Previous Current
19-Jan-2011 20-Jan-2011 Change Change % Previous Week
Open 94.79 94.50 -0.29 -0.3% 92.21
High 95.56 94.71 -0.85 -0.9% 95.65
Low 94.25 92.26 -1.99 -2.1% 91.70
Close 94.70 93.04 -1.66 -1.8% 95.08
Range 1.31 2.45 1.14 87.0% 3.95
ATR 1.65 1.70 0.06 3.5% 0.00
Volume 40,805 43,066 2,261 5.5% 306,063
Daily Pivots for day following 20-Jan-2011
Classic Woodie Camarilla DeMark
R4 100.69 99.31 94.39
R3 98.24 96.86 93.71
R2 95.79 95.79 93.49
R1 94.41 94.41 93.26 93.88
PP 93.34 93.34 93.34 93.07
S1 91.96 91.96 92.82 91.43
S2 90.89 90.89 92.59
S3 88.44 89.51 92.37
S4 85.99 87.06 91.69
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 95.56 92.26 3.30 3.5% 1.54 1.7% 24% False True 53,584
10 95.65 90.80 4.85 5.2% 1.70 1.8% 46% False False 59,937
20 95.65 90.80 4.85 5.2% 1.69 1.8% 46% False False 41,800
40 95.65 82.46 13.19 14.2% 1.68 1.8% 80% False False 36,775
60 95.65 82.46 13.19 14.2% 1.64 1.8% 80% False False 31,320
80 95.65 80.18 15.47 16.6% 1.71 1.8% 83% False False 28,883
100 95.65 78.80 16.85 18.1% 1.67 1.8% 85% False False 26,338
120 95.65 75.70 19.95 21.4% 1.65 1.8% 87% False False 23,455
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 0.33
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 105.12
2.618 101.12
1.618 98.67
1.000 97.16
0.618 96.22
HIGH 94.71
0.618 93.77
0.500 93.49
0.382 93.20
LOW 92.26
0.618 90.75
1.000 89.81
1.618 88.30
2.618 85.85
4.250 81.85
Fisher Pivots for day following 20-Jan-2011
Pivot 1 day 3 day
R1 93.49 93.91
PP 93.34 93.62
S1 93.19 93.33

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

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