NYMEX Light Sweet Crude Oil Future June 2011


Trading Metrics calculated at close of trading on 26-Jan-2011
Day Change Summary
Previous Current
25-Jan-2011 26-Jan-2011 Change Change % Previous Week
Open 91.75 90.77 -0.98 -1.1% 94.97
High 92.25 92.91 0.66 0.7% 95.56
Low 90.50 90.69 0.19 0.2% 92.26
Close 90.57 92.39 1.82 2.0% 93.07
Range 1.75 2.22 0.47 26.9% 3.30
ATR 1.69 1.74 0.05 2.8% 0.00
Volume 89,846 68,908 -20,938 -23.3% 224,312
Daily Pivots for day following 26-Jan-2011
Classic Woodie Camarilla DeMark
R4 98.66 97.74 93.61
R3 96.44 95.52 93.00
R2 94.22 94.22 92.80
R1 93.30 93.30 92.59 93.76
PP 92.00 92.00 92.00 92.23
S1 91.08 91.08 92.19 91.54
S2 89.78 89.78 91.98
S3 87.56 88.86 91.78
S4 85.34 86.64 91.17
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 94.71 90.50 4.21 4.6% 1.90 2.1% 45% False False 70,362
10 95.65 90.50 5.15 5.6% 1.62 1.8% 37% False False 62,730
20 95.65 90.50 5.15 5.6% 1.85 2.0% 37% False False 53,605
40 95.65 85.31 10.34 11.2% 1.65 1.8% 68% False False 42,585
60 95.65 82.46 13.19 14.3% 1.69 1.8% 75% False False 35,629
80 95.65 82.46 13.19 14.3% 1.71 1.9% 75% False False 31,638
100 95.65 79.39 16.26 17.6% 1.68 1.8% 80% False False 28,921
120 95.65 75.70 19.95 21.6% 1.67 1.8% 84% False False 25,728
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.34
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 102.35
2.618 98.72
1.618 96.50
1.000 95.13
0.618 94.28
HIGH 92.91
0.618 92.06
0.500 91.80
0.382 91.54
LOW 90.69
0.618 89.32
1.000 88.47
1.618 87.10
2.618 84.88
4.250 81.26
Fisher Pivots for day following 26-Jan-2011
Pivot 1 day 3 day
R1 92.19 92.28
PP 92.00 92.17
S1 91.80 92.06

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

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