NYMEX Light Sweet Crude Oil Future July 2011


Trading Metrics calculated at close of trading on 19-Jan-2011
Day Change Summary
Previous Current
18-Jan-2011 19-Jan-2011 Change Change % Previous Week
Open 95.41 95.47 0.06 0.1% 93.02
High 95.76 96.04 0.28 0.3% 96.08
Low 94.50 94.76 0.26 0.3% 92.40
Close 95.43 95.23 -0.20 -0.2% 95.56
Range 1.26 1.28 0.02 1.6% 3.68
ATR 1.49 1.48 -0.02 -1.0% 0.00
Volume 17,861 10,115 -7,746 -43.4% 100,116
Daily Pivots for day following 19-Jan-2011
Classic Woodie Camarilla DeMark
R4 99.18 98.49 95.93
R3 97.90 97.21 95.58
R2 96.62 96.62 95.46
R1 95.93 95.93 95.35 95.64
PP 95.34 95.34 95.34 95.20
S1 94.65 94.65 95.11 94.36
S2 94.06 94.06 95.00
S3 92.78 93.37 94.88
S4 91.50 92.09 94.53
Weekly Pivots for week ending 14-Jan-2011
Classic Woodie Camarilla DeMark
R4 105.72 104.32 97.58
R3 102.04 100.64 96.57
R2 98.36 98.36 96.23
R1 96.96 96.96 95.90 97.66
PP 94.68 94.68 94.68 95.03
S1 93.28 93.28 95.22 93.98
S2 91.00 91.00 94.89
S3 87.32 89.60 94.55
S4 83.64 85.92 93.54
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.08 94.45 1.63 1.7% 1.26 1.3% 48% False False 16,286
10 96.08 91.28 4.80 5.0% 1.61 1.7% 82% False False 19,143
20 96.08 91.28 4.80 5.0% 1.41 1.5% 82% False False 12,412
40 96.08 83.16 12.92 13.6% 1.37 1.4% 93% False False 9,411
60 96.08 83.16 12.92 13.6% 1.24 1.3% 93% False False 7,486
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 0.42
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 101.48
2.618 99.39
1.618 98.11
1.000 97.32
0.618 96.83
HIGH 96.04
0.618 95.55
0.500 95.40
0.382 95.25
LOW 94.76
0.618 93.97
1.000 93.48
1.618 92.69
2.618 91.41
4.250 89.32
Fisher Pivots for day following 19-Jan-2011
Pivot 1 day 3 day
R1 95.40 95.25
PP 95.34 95.24
S1 95.29 95.24

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

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