NYMEX Light Sweet Crude Oil Future October 2011


Trading Metrics calculated at close of trading on 31-Jan-2011
Day Change Summary
Previous Current
28-Jan-2011 31-Jan-2011 Change Change % Previous Week
Open 95.29 97.06 1.77 1.9% 95.35
High 96.89 98.73 1.84 1.9% 96.89
Low 94.55 96.73 2.18 2.3% 92.69
Close 96.96 98.71 1.75 1.8% 96.96
Range 2.34 2.00 -0.34 -14.5% 4.20
ATR
Volume 11,557 15,713 4,156 36.0% 36,620
Daily Pivots for day following 31-Jan-2011
Classic Woodie Camarilla DeMark
R4 104.06 103.38 99.81
R3 102.06 101.38 99.26
R2 100.06 100.06 99.08
R1 99.38 99.38 98.89 99.72
PP 98.06 98.06 98.06 98.23
S1 97.38 97.38 98.53 97.72
S2 96.06 96.06 98.34
S3 94.06 95.38 98.16
S4 92.06 93.38 97.61
Weekly Pivots for week ending 28-Jan-2011
Classic Woodie Camarilla DeMark
R4 108.11 106.74 99.27
R3 103.91 102.54 98.12
R2 99.71 99.71 97.73
R1 98.34 98.34 97.35 99.03
PP 95.51 95.51 95.51 95.86
S1 94.14 94.14 96.58 94.83
S2 91.31 91.31 96.19
S3 87.11 89.94 95.81
S4 82.91 85.74 94.65
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.73 92.69 6.04 6.1% 1.74 1.8% 100% True False 8,796
10 98.73 92.69 6.04 6.1% 1.46 1.5% 100% True False 6,995
Crabel Price Patterns
NR True
NR4 False
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 0.31
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 107.23
2.618 103.97
1.618 101.97
1.000 100.73
0.618 99.97
HIGH 98.73
0.618 97.97
0.500 97.73
0.382 97.49
LOW 96.73
0.618 95.49
1.000 94.73
1.618 93.49
2.618 91.49
4.250 88.23
Fisher Pivots for day following 31-Jan-2011
Pivot 1 day 3 day
R1 98.38 97.97
PP 98.06 97.22
S1 97.73 96.48

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

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