NYMEX Light Sweet Crude Oil Future June 2011


Trading Metrics calculated at close of trading on 28-Jan-2011
Day Change Summary
Previous Current
27-Jan-2011 28-Jan-2011 Change Change % Previous Week
Open 92.59 91.95 -0.64 -0.7% 93.11
High 92.93 94.91 1.98 2.1% 94.91
Low 91.55 91.90 0.35 0.4% 90.50
Close 91.91 94.64 2.73 3.0% 94.64
Range 1.38 3.01 1.63 118.1% 4.41
ATR 1.71 1.80 0.09 5.4% 0.00
Volume 80,222 105,519 25,297 31.5% 413,519
Daily Pivots for day following 28-Jan-2011
Classic Woodie Camarilla DeMark
R4 102.85 101.75 96.30
R3 99.84 98.74 95.47
R2 96.83 96.83 95.19
R1 95.73 95.73 94.92 96.28
PP 93.82 93.82 93.82 94.09
S1 92.72 92.72 94.36 93.27
S2 90.81 90.81 94.09
S3 87.80 89.71 93.81
S4 84.79 86.70 92.98
Weekly Pivots for week ending 28-Jan-2011
Classic Woodie Camarilla DeMark
R4 106.58 105.02 97.07
R3 102.17 100.61 95.85
R2 97.76 97.76 95.45
R1 96.20 96.20 95.04 96.98
PP 93.35 93.35 93.35 93.74
S1 91.79 91.79 94.24 92.57
S2 88.94 88.94 93.83
S3 84.53 87.38 93.43
S4 80.12 82.97 92.21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.91 90.50 4.41 4.7% 2.08 2.2% 94% True False 82,703
10 95.56 90.50 5.06 5.3% 1.79 1.9% 82% False False 69,980
20 95.65 90.50 5.15 5.4% 1.92 2.0% 80% False False 61,195
40 95.65 87.93 7.72 8.2% 1.64 1.7% 87% False False 45,987
60 95.65 82.46 13.19 13.9% 1.70 1.8% 92% False False 38,247
80 95.65 82.46 13.19 13.9% 1.73 1.8% 92% False False 33,291
100 95.65 79.39 16.26 17.2% 1.68 1.8% 94% False False 30,552
120 95.65 75.70 19.95 21.1% 1.69 1.8% 95% False False 27,130
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.32
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 107.70
2.618 102.79
1.618 99.78
1.000 97.92
0.618 96.77
HIGH 94.91
0.618 93.76
0.500 93.41
0.382 93.05
LOW 91.90
0.618 90.04
1.000 88.89
1.618 87.03
2.618 84.02
4.250 79.11
Fisher Pivots for day following 28-Jan-2011
Pivot 1 day 3 day
R1 94.23 94.03
PP 93.82 93.41
S1 93.41 92.80

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

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