NYMEX Light Sweet Crude Oil Future July 2011


Trading Metrics calculated at close of trading on 20-Jan-2011
Day Change Summary
Previous Current
19-Jan-2011 20-Jan-2011 Change Change % Previous Week
Open 95.47 94.89 -0.58 -0.6% 93.02
High 96.04 95.09 -0.95 -1.0% 96.08
Low 94.76 93.00 -1.76 -1.9% 92.40
Close 95.23 93.65 -1.58 -1.7% 95.56
Range 1.28 2.09 0.81 63.3% 3.68
ATR 1.48 1.53 0.05 3.6% 0.00
Volume 10,115 11,518 1,403 13.9% 100,116
Daily Pivots for day following 20-Jan-2011
Classic Woodie Camarilla DeMark
R4 100.18 99.01 94.80
R3 98.09 96.92 94.22
R2 96.00 96.00 94.03
R1 94.83 94.83 93.84 94.37
PP 93.91 93.91 93.91 93.69
S1 92.74 92.74 93.46 92.28
S2 91.82 91.82 93.27
S3 89.73 90.65 93.08
S4 87.64 88.56 92.50
Weekly Pivots for week ending 14-Jan-2011
Classic Woodie Camarilla DeMark
R4 105.72 104.32 97.58
R3 102.04 100.64 96.57
R2 98.36 98.36 96.23
R1 96.96 96.96 95.90 97.66
PP 94.68 94.68 94.68 95.03
S1 93.28 93.28 95.22 93.98
S2 91.00 91.00 94.89
S3 87.32 89.60 94.55
S4 83.64 85.92 93.54
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.04 93.00 3.04 3.2% 1.41 1.5% 21% False True 15,837
10 96.08 91.28 4.80 5.1% 1.55 1.7% 49% False False 18,454
20 96.08 91.28 4.80 5.1% 1.48 1.6% 49% False False 12,730
40 96.08 83.16 12.92 13.8% 1.39 1.5% 81% False False 9,607
60 96.08 83.16 12.92 13.8% 1.26 1.3% 81% False False 7,648
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 0.33
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 103.97
2.618 100.56
1.618 98.47
1.000 97.18
0.618 96.38
HIGH 95.09
0.618 94.29
0.500 94.05
0.382 93.80
LOW 93.00
0.618 91.71
1.000 90.91
1.618 89.62
2.618 87.53
4.250 84.12
Fisher Pivots for day following 20-Jan-2011
Pivot 1 day 3 day
R1 94.05 94.52
PP 93.91 94.23
S1 93.78 93.94

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

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