NYMEX Light Sweet Crude Oil Future April 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	89.38	87.95	-1.43	-1.6%	93.53
High	89.60	89.85	0.25	0.3%	94.02
Low	87.83	87.85	0.02	0.0%	90.26
Close	87.88	89.35	1.47	1.7%	90.63
Range	1.77	2.00	0.23	13.0%	3.76
ATR	1.79	1.81	0.01	0.8%	0.00
Volume	141,631	137,438	-4,193	-3.0%	463,195

Daily Pivots for day following 26-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	95.02	94.18	90.45
R3	93.02	92.18	89.90
R2	91.02	91.02	89.72
R1	90.18	90.18	89.53	90.60
PP	89.02	89.02	89.02	89.23
S1	88.18	88.18	89.17	88.60
S2	87.02	87.02	88.98
S3	85.02	86.18	88.80
S4	83.02	84.18	88.25

Weekly Pivots for week ending 21-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	102.92	100.53	92.70
R3	99.16	96.77	91.66
R2	95.40	95.40	91.32
R1	93.01	93.01	90.97	92.33
PP	91.64	91.64	91.64	91.29
S1	89.25	89.25	90.29	88.57
S2	87.88	87.88	89.94
S3	84.12	85.49	89.60
S4	80.36	81.73	88.56

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	92.95	87.83	5.12	5.7%	2.00	2.2%	30%	False	False	128,450
10	94.35	87.83	6.52	7.3%	1.71	1.9%	23%	False	False	116,435
20	94.35	87.83	6.52	7.3%	1.94	2.2%	23%	False	False	89,117
40	94.35	84.86	9.49	10.6%	1.75	2.0%	47%	False	False	58,405
60	94.35	81.81	12.54	14.0%	1.72	1.9%	60%	False	False	43,503
80	94.35	81.81	12.54	14.0%	1.69	1.9%	60%	False	False	35,163
100	94.35	78.63	15.72	17.6%	1.64	1.8%	68%	False	False	29,699
120	94.35	74.98	19.37	21.7%	1.51	1.7%	74%	False	False	25,376

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	0.36
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	98.35
2.618	95.09
1.618	93.09
1.000	91.85
0.618	91.09
HIGH	89.85
0.618	89.09
0.500	88.85
0.382	88.61
LOW	87.85
0.618	86.61
1.000	85.85
1.618	84.61
2.618	82.61
4.250	79.35

Fisher Pivots for day following 26-Jan-2011
Pivot	1 day	3 day
R1	89.18	89.52
PP	89.02	89.46
S1	88.85	89.41

Download as Excel Spreadsheet

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

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