NYMEX Light Sweet Crude Oil Future September 2011


Trading Metrics calculated at close of trading on 25-Jan-2011
Day Change Summary
Previous Current
24-Jan-2011 25-Jan-2011 Change Change % Previous Week
Open 94.32 93.47 -0.85 -0.9% 95.72
High 94.32 93.47 -0.85 -0.9% 96.49
Low 93.30 92.33 -0.97 -1.0% 93.59
Close 93.67 92.34 -1.33 -1.4% 94.58
Range 1.02 1.14 0.12 11.8% 2.90
ATR 1.24 1.24 0.01 0.6% 0.00
Volume 10,424 13,745 3,321 31.9% 27,199
Daily Pivots for day following 25-Jan-2011
Classic Woodie Camarilla DeMark
R4 96.13 95.38 92.97
R3 94.99 94.24 92.65
R2 93.85 93.85 92.55
R1 93.10 93.10 92.44 92.91
PP 92.71 92.71 92.71 92.62
S1 91.96 91.96 92.24 91.77
S2 91.57 91.57 92.13
S3 90.43 90.82 92.03
S4 89.29 89.68 91.71
Weekly Pivots for week ending 21-Jan-2011
Classic Woodie Camarilla DeMark
R4 103.59 101.98 96.18
R3 100.69 99.08 95.38
R2 97.79 97.79 95.11
R1 96.18 96.18 94.85 95.54
PP 94.89 94.89 94.89 94.56
S1 93.28 93.28 94.31 92.64
S2 91.99 91.99 94.05
S3 89.09 90.38 93.78
S4 86.19 87.48 92.99
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.49 92.33 4.16 4.5% 1.19 1.3% 0% False True 9,099
10 96.50 92.33 4.17 4.5% 1.15 1.2% 0% False True 8,534
20 96.50 91.94 4.56 4.9% 1.35 1.5% 9% False False 6,689
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 0.18
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 98.32
2.618 96.45
1.618 95.31
1.000 94.61
0.618 94.17
HIGH 93.47
0.618 93.03
0.500 92.90
0.382 92.77
LOW 92.33
0.618 91.63
1.000 91.19
1.618 90.49
2.618 89.35
4.250 87.49
Fisher Pivots for day following 25-Jan-2011
Pivot 1 day 3 day
R1 92.90 93.68
PP 92.71 93.23
S1 92.53 92.79

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

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