NYMEX Light Sweet Crude Oil Future June 2011


Trading Metrics calculated at close of trading on 24-Jan-2011
Day Change Summary
Previous Current
21-Jan-2011 24-Jan-2011 Change Change % Previous Week
Open 92.98 93.11 0.13 0.1% 94.97
High 93.80 93.62 -0.18 -0.2% 95.56
Low 92.75 91.57 -1.18 -1.3% 92.26
Close 93.07 92.07 -1.00 -1.1% 93.07
Range 1.05 2.05 1.00 95.2% 3.30
ATR 1.66 1.68 0.03 1.7% 0.00
Volume 80,969 69,024 -11,945 -14.8% 224,312
Daily Pivots for day following 24-Jan-2011
Classic Woodie Camarilla DeMark
R4 98.57 97.37 93.20
R3 96.52 95.32 92.63
R2 94.47 94.47 92.45
R1 93.27 93.27 92.26 92.85
PP 92.42 92.42 92.42 92.21
S1 91.22 91.22 91.88 90.80
S2 90.37 90.37 91.69
S3 88.32 89.17 91.51
S4 86.27 87.12 90.94
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 91.57 3.99 4.3% 1.67 1.8% 13% False True 58,667
10 95.65 91.57 4.08 4.4% 1.60 1.7% 12% False True 59,939
20 95.65 90.80 4.85 5.3% 1.74 1.9% 26% False False 46,905
40 95.65 84.81 10.84 11.8% 1.64 1.8% 67% False False 39,457
60 95.65 82.46 13.19 14.3% 1.66 1.8% 73% False False 33,453
80 95.65 82.46 13.19 14.3% 1.70 1.8% 73% False False 30,338
100 95.65 79.10 16.55 18.0% 1.67 1.8% 78% False False 27,558
120 95.65 75.70 19.95 21.7% 1.65 1.8% 82% False False 24,574
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 0.37
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 102.33
2.618 98.99
1.618 96.94
1.000 95.67
0.618 94.89
HIGH 93.62
0.618 92.84
0.500 92.60
0.382 92.35
LOW 91.57
0.618 90.30
1.000 89.52
1.618 88.25
2.618 86.20
4.250 82.86
Fisher Pivots for day following 24-Jan-2011
Pivot 1 day 3 day
R1 92.60 93.14
PP 92.42 92.78
S1 92.25 92.43

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

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