NYMEX Light Sweet Crude Oil Future September 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 93.47 92.77 -0.70 -0.7% 95.72
High 93.47 94.80 1.33 1.4% 96.49
Low 92.33 92.65 0.32 0.3% 93.59
Close 92.34 94.29 1.95 2.1% 94.58
Range 1.14 2.15 1.01 88.6% 2.90
ATR 1.24 1.33 0.09 7.0% 0.00
Volume 13,745 7,993 -5,752 -41.8% 27,199
Daily Pivots for day following 26-Jan-2011
Classic Woodie Camarilla DeMark
R4 100.36 99.48 95.47
R3 98.21 97.33 94.88
R2 96.06 96.06 94.68
R1 95.18 95.18 94.49 95.62
PP 93.91 93.91 93.91 94.14
S1 93.03 93.03 94.09 93.47
S2 91.76 91.76 93.90
S3 89.61 90.88 93.70
S4 87.46 88.73 93.11
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 95.67 92.33 3.34 3.5% 1.41 1.5% 59% False False 9,439
10 96.50 92.33 4.17 4.4% 1.19 1.3% 47% False False 8,390
20 96.50 91.94 4.56 4.8% 1.43 1.5% 52% False False 7,013
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 0.17
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 103.94
2.618 100.43
1.618 98.28
1.000 96.95
0.618 96.13
HIGH 94.80
0.618 93.98
0.500 93.73
0.382 93.47
LOW 92.65
0.618 91.32
1.000 90.50
1.618 89.17
2.618 87.02
4.250 83.51
Fisher Pivots for day following 26-Jan-2011
Pivot 1 day 3 day
R1 94.10 94.05
PP 93.91 93.81
S1 93.73 93.57

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

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