NYMEX Light Sweet Crude Oil Future July 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 91.56 93.05 1.49 1.6% 95.41
High 93.76 93.90 0.14 0.1% 96.04
Low 91.56 92.70 1.14 1.2% 93.00
Close 93.28 92.94 -0.34 -0.4% 93.80
Range 2.20 1.20 -1.00 -45.5% 3.04
ATR 1.56 1.53 -0.03 -1.6% 0.00
Volume 18,258 21,874 3,616 19.8% 60,021
Daily Pivots for day following 27-Jan-2011
Classic Woodie Camarilla DeMark
R4 96.78 96.06 93.60
R3 95.58 94.86 93.27
R2 94.38 94.38 93.16
R1 93.66 93.66 93.05 93.42
PP 93.18 93.18 93.18 93.06
S1 92.46 92.46 92.83 92.22
S2 91.98 91.98 92.72
S3 90.78 91.26 92.61
S4 89.58 90.06 92.28
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 94.34 91.36 2.98 3.2% 1.48 1.6% 53% False False 22,305
10 96.04 91.36 4.68 5.0% 1.44 1.6% 34% False False 19,071
20 96.08 91.28 4.80 5.2% 1.67 1.8% 35% False False 17,200
40 96.08 86.78 9.30 10.0% 1.39 1.5% 66% False False 11,968
60 96.08 83.16 12.92 13.9% 1.32 1.4% 76% False False 9,303
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 0.25
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 99.00
2.618 97.04
1.618 95.84
1.000 95.10
0.618 94.64
HIGH 93.90
0.618 93.44
0.500 93.30
0.382 93.16
LOW 92.70
0.618 91.96
1.000 91.50
1.618 90.76
2.618 89.56
4.250 87.60
Fisher Pivots for day following 27-Jan-2011
Pivot 1 day 3 day
R1 93.30 92.84
PP 93.18 92.73
S1 93.06 92.63

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

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