NYMEX Light Sweet Crude Oil Future June 2011


Trading Metrics calculated at close of trading on 27-Jan-2011
Day Change Summary
Previous Current
26-Jan-2011 27-Jan-2011 Change Change % Previous Week
Open 90.77 92.59 1.82 2.0% 94.97
High 92.91 92.93 0.02 0.0% 95.56
Low 90.69 91.55 0.86 0.9% 92.26
Close 92.39 91.91 -0.48 -0.5% 93.07
Range 2.22 1.38 -0.84 -37.8% 3.30
ATR 1.74 1.71 -0.03 -1.5% 0.00
Volume 68,908 80,222 11,314 16.4% 224,312
Daily Pivots for day following 27-Jan-2011
Classic Woodie Camarilla DeMark
R4 96.27 95.47 92.67
R3 94.89 94.09 92.29
R2 93.51 93.51 92.16
R1 92.71 92.71 92.04 92.42
PP 92.13 92.13 92.13 91.99
S1 91.33 91.33 91.78 91.04
S2 90.75 90.75 91.66
S3 89.37 89.95 91.53
S4 87.99 88.57 91.15
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 93.80 90.50 3.30 3.6% 1.69 1.8% 43% False False 77,793
10 95.56 90.50 5.06 5.5% 1.62 1.8% 28% False False 65,689
20 95.65 90.50 5.15 5.6% 1.88 2.0% 27% False False 56,933
40 95.65 85.73 9.92 10.8% 1.63 1.8% 62% False False 43,998
60 95.65 82.46 13.19 14.4% 1.67 1.8% 72% False False 36,791
80 95.65 82.46 13.19 14.4% 1.72 1.9% 72% False False 32,320
100 95.65 79.39 16.26 17.7% 1.67 1.8% 77% False False 29,585
120 95.65 75.70 19.95 21.7% 1.67 1.8% 81% False False 26,336
Crabel Price Patterns
NR True
NR4 True
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 0.34
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 98.80
2.618 96.54
1.618 95.16
1.000 94.31
0.618 93.78
HIGH 92.93
0.618 92.40
0.500 92.24
0.382 92.08
LOW 91.55
0.618 90.70
1.000 90.17
1.618 89.32
2.618 87.94
4.250 85.69
Fisher Pivots for day following 27-Jan-2011
Pivot 1 day 3 day
R1 92.24 91.85
PP 92.13 91.78
S1 92.02 91.72

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

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