NYMEX Light Sweet Crude Oil Future September 2011


Trading Metrics calculated at close of trading on 20-Jan-2011
Day Change Summary
Previous Current
19-Jan-2011 20-Jan-2011 Change Change % Previous Week
Open 96.15 95.31 -0.84 -0.9% 93.67
High 96.49 95.67 -0.82 -0.8% 96.50
Low 95.42 93.59 -1.83 -1.9% 92.87
Close 95.82 94.34 -1.48 -1.5% 96.13
Range 1.07 2.08 1.01 94.4% 3.63
ATR 1.20 1.28 0.07 6.1% 0.00
Volume 6,291 4,619 -1,672 -26.6% 41,267
Daily Pivots for day following 20-Jan-2011
Classic Woodie Camarilla DeMark
R4 100.77 99.64 95.48
R3 98.69 97.56 94.91
R2 96.61 96.61 94.72
R1 95.48 95.48 94.53 95.01
PP 94.53 94.53 94.53 94.30
S1 93.40 93.40 94.15 92.93
S2 92.45 92.45 93.96
S3 90.37 91.32 93.77
S4 88.29 89.24 93.20
Weekly Pivots for week ending 14-Jan-2011
Classic Woodie Camarilla DeMark
R4 106.06 104.72 98.13
R3 102.43 101.09 97.13
R2 98.80 98.80 96.80
R1 97.46 97.46 96.46 98.13
PP 95.17 95.17 95.17 95.50
S1 93.83 93.83 95.80 94.50
S2 91.54 91.54 95.46
S3 87.91 90.20 95.13
S4 84.28 86.57 94.13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.49 93.59 2.90 3.1% 1.17 1.2% 26% False True 6,882
10 96.50 91.94 4.56 4.8% 1.34 1.4% 53% False False 7,488
20 96.50 91.94 4.56 4.8% 1.31 1.4% 53% False False 5,418
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 0.27
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 104.51
2.618 101.12
1.618 99.04
1.000 97.75
0.618 96.96
HIGH 95.67
0.618 94.88
0.500 94.63
0.382 94.38
LOW 93.59
0.618 92.30
1.000 91.51
1.618 90.22
2.618 88.14
4.250 84.75
Fisher Pivots for day following 20-Jan-2011
Pivot 1 day 3 day
R1 94.63 95.04
PP 94.53 94.81
S1 94.44 94.57

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

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