NYMEX Light Sweet Crude Oil Future June 2011


Trading Metrics calculated at close of trading on 21-Jan-2011
Day Change Summary
Previous Current
20-Jan-2011 21-Jan-2011 Change Change % Previous Week
Open 94.50 92.98 -1.52 -1.6% 94.97
High 94.71 93.80 -0.91 -1.0% 95.56
Low 92.26 92.75 0.49 0.5% 92.26
Close 93.04 93.07 0.03 0.0% 93.07
Range 2.45 1.05 -1.40 -57.1% 3.30
ATR 1.70 1.66 -0.05 -2.7% 0.00
Volume 43,066 80,969 37,903 88.0% 224,312
Daily Pivots for day following 21-Jan-2011
Classic Woodie Camarilla DeMark
R4 96.36 95.76 93.65
R3 95.31 94.71 93.36
R2 94.26 94.26 93.26
R1 93.66 93.66 93.17 93.96
PP 93.21 93.21 93.21 93.36
S1 92.61 92.61 92.97 92.91
S2 92.16 92.16 92.88
S3 91.11 91.56 92.78
S4 90.06 90.51 92.49
Weekly Pivots for week ending 21-Jan-2011
Classic Woodie Camarilla DeMark
R4 103.53 101.60 94.89
R3 100.23 98.30 93.98
R2 96.93 96.93 93.68
R1 95.00 95.00 93.37 94.32
PP 93.63 93.63 93.63 93.29
S1 91.70 91.70 92.77 91.02
S2 90.33 90.33 92.47
S3 87.03 88.40 92.16
S4 83.73 85.10 91.26
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% 1.50 1.6% 25% False False 57,257
10 95.65 90.80 4.85 5.2% 1.59 1.7% 47% False False 61,385
20 95.65 90.80 4.85 5.2% 1.70 1.8% 47% False False 44,899
40 95.65 83.20 12.45 13.4% 1.67 1.8% 79% False False 38,348
60 95.65 82.46 13.19 14.2% 1.65 1.8% 80% False False 32,450
80 95.65 80.91 14.74 15.8% 1.70 1.8% 82% False False 29,722
100 95.65 78.80 16.85 18.1% 1.67 1.8% 85% False False 26,980
120 95.65 75.70 19.95 21.4% 1.64 1.8% 87% False False 24,084
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.34
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 98.26
2.618 96.55
1.618 95.50
1.000 94.85
0.618 94.45
HIGH 93.80
0.618 93.40
0.500 93.28
0.382 93.15
LOW 92.75
0.618 92.10
1.000 91.70
1.618 91.05
2.618 90.00
4.250 88.29
Fisher Pivots for day following 21-Jan-2011
Pivot 1 day 3 day
R1 93.28 93.91
PP 93.21 93.63
S1 93.14 93.35

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

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