NYMEX Light Sweet Crude Oil Future July 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 93.05 93.07 0.02 0.0% 94.13
High 93.90 95.69 1.79 1.9% 95.69
Low 92.70 93.05 0.35 0.4% 91.36
Close 92.94 95.57 2.63 2.8% 95.57
Range 1.20 2.64 1.44 120.0% 4.33
ATR 1.53 1.62 0.09 5.7% 0.00
Volume 21,874 48,034 26,160 119.6% 139,036
Daily Pivots for day following 28-Jan-2011
Classic Woodie Camarilla DeMark
R4 102.69 101.77 97.02
R3 100.05 99.13 96.30
R2 97.41 97.41 96.05
R1 96.49 96.49 95.81 96.95
PP 94.77 94.77 94.77 95.00
S1 93.85 93.85 95.33 94.31
S2 92.13 92.13 95.09
S3 89.49 91.21 94.84
S4 86.85 88.57 94.12
Weekly Pivots for week ending 28-Jan-2011
Classic Woodie Camarilla DeMark
R4 107.20 105.71 97.95
R3 102.87 101.38 96.76
R2 98.54 98.54 96.36
R1 97.05 97.05 95.97 97.80
PP 94.21 94.21 94.21 94.58
S1 92.72 92.72 95.17 93.47
S2 89.88 89.88 94.78
S3 85.55 88.39 94.38
S4 81.22 84.06 93.19
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.69 91.36 4.33 4.5% 1.86 1.9% 97% True False 27,807
10 96.04 91.36 4.68 4.9% 1.58 1.7% 90% False False 21,957
20 96.08 91.28 4.80 5.0% 1.70 1.8% 89% False False 19,218
40 96.08 88.27 7.81 8.2% 1.41 1.5% 93% False False 13,087
60 96.08 83.16 12.92 13.5% 1.36 1.4% 96% False False 10,065
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 0.23
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 106.91
2.618 102.60
1.618 99.96
1.000 98.33
0.618 97.32
HIGH 95.69
0.618 94.68
0.500 94.37
0.382 94.06
LOW 93.05
0.618 91.42
1.000 90.41
1.618 88.78
2.618 86.14
4.250 81.83
Fisher Pivots for day following 28-Jan-2011
Pivot 1 day 3 day
R1 95.17 94.92
PP 94.77 94.27
S1 94.37 93.63

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

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