NYMEX Light Sweet Crude Oil Future June 2011


Trading Metrics calculated at close of trading on 25-Jan-2011
Day Change Summary
Previous Current
24-Jan-2011 25-Jan-2011 Change Change % Previous Week
Open 93.11 91.75 -1.36 -1.5% 94.97
High 93.62 92.25 -1.37 -1.5% 95.56
Low 91.57 90.50 -1.07 -1.2% 92.26
Close 92.07 90.57 -1.50 -1.6% 93.07
Range 2.05 1.75 -0.30 -14.6% 3.30
ATR 1.68 1.69 0.00 0.3% 0.00
Volume 69,024 89,846 20,822 30.2% 224,312
Daily Pivots for day following 25-Jan-2011
Classic Woodie Camarilla DeMark
R4 96.36 95.21 91.53
R3 94.61 93.46 91.05
R2 92.86 92.86 90.89
R1 91.71 91.71 90.73 91.41
PP 91.11 91.11 91.11 90.96
S1 89.96 89.96 90.41 89.66
S2 89.36 89.36 90.25
S3 87.61 88.21 90.09
S4 85.86 86.46 89.61
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 90.50 5.06 5.6% 1.72 1.9% 1% False True 64,742
10 95.65 90.50 5.15 5.7% 1.60 1.8% 1% False True 61,780
20 95.65 90.50 5.15 5.7% 1.77 2.0% 1% False True 50,634
40 95.65 85.31 10.34 11.4% 1.65 1.8% 51% False False 41,209
60 95.65 82.46 13.19 14.6% 1.67 1.8% 61% False False 34,728
80 95.65 82.46 13.19 14.6% 1.70 1.9% 61% False False 31,143
100 95.65 79.39 16.26 18.0% 1.67 1.8% 69% False False 28,341
120 95.65 75.70 19.95 22.0% 1.65 1.8% 75% False False 25,228
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 0.37
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 99.69
2.618 96.83
1.618 95.08
1.000 94.00
0.618 93.33
HIGH 92.25
0.618 91.58
0.500 91.38
0.382 91.17
LOW 90.50
0.618 89.42
1.000 88.75
1.618 87.67
2.618 85.92
4.250 83.06
Fisher Pivots for day following 25-Jan-2011
Pivot 1 day 3 day
R1 91.38 92.15
PP 91.11 91.62
S1 90.84 91.10

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

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