NYMEX Light Sweet Crude Oil Future July 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 92.70 91.56 -1.14 -1.2% 95.41
High 93.02 93.76 0.74 0.8% 96.04
Low 91.36 91.56 0.20 0.2% 93.00
Close 91.40 93.28 1.88 2.1% 93.80
Range 1.66 2.20 0.54 32.5% 3.04
ATR 1.49 1.56 0.06 4.1% 0.00
Volume 30,304 18,258 -12,046 -39.8% 60,021
Daily Pivots for day following 26-Jan-2011
Classic Woodie Camarilla DeMark
R4 99.47 98.57 94.49
R3 97.27 96.37 93.89
R2 95.07 95.07 93.68
R1 94.17 94.17 93.48 94.62
PP 92.87 92.87 92.87 93.09
S1 91.97 91.97 93.08 92.42
S2 90.67 90.67 92.88
S3 88.47 89.77 92.68
S4 86.27 87.57 92.07
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 95.09 91.36 3.73 4.0% 1.65 1.8% 51% False False 20,234
10 96.08 91.36 4.72 5.1% 1.46 1.6% 41% False False 18,260
20 96.08 91.28 4.80 5.1% 1.64 1.8% 42% False False 16,363
40 96.08 85.92 10.16 10.9% 1.40 1.5% 72% False False 11,541
60 96.08 83.16 12.92 13.9% 1.32 1.4% 78% False False 8,964
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 0.25
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 103.11
2.618 99.52
1.618 97.32
1.000 95.96
0.618 95.12
HIGH 93.76
0.618 92.92
0.500 92.66
0.382 92.40
LOW 91.56
0.618 90.20
1.000 89.36
1.618 88.00
2.618 85.80
4.250 82.21
Fisher Pivots for day following 26-Jan-2011
Pivot 1 day 3 day
R1 93.07 93.10
PP 92.87 92.92
S1 92.66 92.75

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

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