NYMEX Light Sweet Crude Oil Future July 2011


Trading Metrics calculated at close of trading on 24-Jan-2011
Day Change Summary
Previous Current
21-Jan-2011 24-Jan-2011 Change Change % Previous Week
Open 93.66 94.13 0.47 0.5% 95.41
High 94.34 94.13 -0.21 -0.2% 96.04
Low 93.60 92.55 -1.05 -1.1% 93.00
Close 93.80 92.82 -0.98 -1.0% 93.80
Range 0.74 1.58 0.84 113.5% 3.04
ATR 1.47 1.48 0.01 0.5% 0.00
Volume 20,527 20,566 39 0.2% 60,021
Daily Pivots for day following 24-Jan-2011
Classic Woodie Camarilla DeMark
R4 97.91 96.94 93.69
R3 96.33 95.36 93.25
R2 94.75 94.75 93.11
R1 93.78 93.78 92.96 93.48
PP 93.17 93.17 93.17 93.01
S1 92.20 92.20 92.68 91.90
S2 91.59 91.59 92.53
S3 90.01 90.62 92.39
S4 88.43 89.04 91.95
Weekly Pivots for week ending 21-Jan-2011
Classic Woodie Camarilla DeMark
R4 103.40 101.64 95.47
R3 100.36 98.60 94.64
R2 97.32 97.32 94.36
R1 95.56 95.56 94.08 94.92
PP 94.28 94.28 94.28 93.96
S1 92.52 92.52 93.52 91.88
S2 91.24 91.24 93.24
S3 88.20 89.48 92.96
S4 85.16 86.44 92.13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.04 92.55 3.49 3.8% 1.39 1.5% 8% False True 16,117
10 96.08 92.40 3.68 4.0% 1.43 1.5% 11% False False 18,070
20 96.08 91.28 4.80 5.2% 1.51 1.6% 32% False False 14,269
40 96.08 85.21 10.87 11.7% 1.36 1.5% 70% False False 10,440
60 96.08 83.16 12.92 13.9% 1.27 1.4% 75% False False 8,240
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.31
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 100.85
2.618 98.27
1.618 96.69
1.000 95.71
0.618 95.11
HIGH 94.13
0.618 93.53
0.500 93.34
0.382 93.15
LOW 92.55
0.618 91.57
1.000 90.97
1.618 89.99
2.618 88.41
4.250 85.84
Fisher Pivots for day following 24-Jan-2011
Pivot 1 day 3 day
R1 93.34 93.82
PP 93.17 93.49
S1 92.99 93.15

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

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