NYMEX Light Sweet Crude Oil Future May 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 90.33 93.66 3.33 3.7% 92.20
High 93.69 96.40 2.71 2.9% 93.69
Low 90.33 92.83 2.50 2.8% 89.40
Close 93.43 95.82 2.39 2.6% 93.43
Range 3.36 3.57 0.21 6.3% 4.29
ATR 1.84 1.96 0.12 6.7% 0.00
Volume 116,240 171,099 54,859 47.2% 427,413
Daily Pivots for day following 31-Jan-2011
Classic Woodie Camarilla DeMark
R4 105.73 104.34 97.78
R3 102.16 100.77 96.80
R2 98.59 98.59 96.47
R1 97.20 97.20 96.15 97.90
PP 95.02 95.02 95.02 95.36
S1 93.63 93.63 95.49 94.33
S2 91.45 91.45 95.17
S3 87.88 90.06 94.84
S4 84.31 86.49 93.86
Weekly Pivots for week ending 28-Jan-2011
Classic Woodie Camarilla DeMark
R4 105.04 103.53 95.79
R3 100.75 99.24 94.61
R2 96.46 96.46 94.22
R1 94.95 94.95 93.82 95.71
PP 92.17 92.17 92.17 92.55
S1 90.66 90.66 93.04 91.42
S2 87.88 87.88 92.64
S3 83.59 86.37 92.25
S4 79.30 82.08 91.07
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.40 89.40 7.00 7.3% 2.45 2.6% 92% True False 106,596
10 96.40 89.40 7.00 7.3% 2.09 2.2% 92% True False 83,364
20 96.40 89.40 7.00 7.3% 2.00 2.1% 92% True False 67,264
40 96.40 88.40 8.00 8.3% 1.71 1.8% 93% True False 42,608
60 96.40 82.22 14.18 14.8% 1.67 1.7% 96% True False 31,800
80 96.40 82.22 14.18 14.8% 1.60 1.7% 96% True False 25,373
100 96.40 79.39 17.01 17.8% 1.44 1.5% 97% True False 21,538
120 96.40 75.91 20.49 21.4% 1.34 1.4% 97% True False 18,473
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 0.32
Widest range in 136 trading days
Fibonacci Retracements and Extensions
4.250 111.57
2.618 105.75
1.618 102.18
1.000 99.97
0.618 98.61
HIGH 96.40
0.618 95.04
0.500 94.62
0.382 94.19
LOW 92.83
0.618 90.62
1.000 89.26
1.618 87.05
2.618 83.48
4.250 77.66
Fisher Pivots for day following 31-Jan-2011
Pivot 1 day 3 day
R1 95.42 94.96
PP 95.02 94.10
S1 94.62 93.24

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

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