NYMEX Light Sweet Crude Oil Future July 2011


Trading Metrics calculated at close of trading on 21-Jan-2011
Day Change Summary
Previous Current
20-Jan-2011 21-Jan-2011 Change Change % Previous Week
Open 94.89 93.66 -1.23 -1.3% 95.41
High 95.09 94.34 -0.75 -0.8% 96.04
Low 93.00 93.60 0.60 0.6% 93.00
Close 93.65 93.80 0.15 0.2% 93.80
Range 2.09 0.74 -1.35 -64.6% 3.04
ATR 1.53 1.47 -0.06 -3.7% 0.00
Volume 11,518 20,527 9,009 78.2% 60,021
Daily Pivots for day following 21-Jan-2011
Classic Woodie Camarilla DeMark
R4 96.13 95.71 94.21
R3 95.39 94.97 94.00
R2 94.65 94.65 93.94
R1 94.23 94.23 93.87 94.44
PP 93.91 93.91 93.91 94.02
S1 93.49 93.49 93.73 93.70
S2 93.17 93.17 93.66
S3 92.43 92.75 93.60
S4 91.69 92.01 93.39
Weekly Pivots for week ending 21-Jan-2011
Classic Woodie Camarilla DeMark
R4 103.40 101.64 95.47
R3 100.36 98.60 94.64
R2 97.32 97.32 94.36
R1 95.56 95.56 94.08 94.92
PP 94.28 94.28 94.28 93.96
S1 92.52 92.52 93.52 91.88
S2 91.24 91.24 93.24
S3 88.20 89.48 92.96
S4 85.16 86.44 92.13
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% 1.31 1.4% 26% False False 16,108
10 96.08 91.28 4.80 5.1% 1.44 1.5% 53% False False 18,539
20 96.08 91.28 4.80 5.1% 1.49 1.6% 53% False False 13,564
40 96.08 83.95 12.13 12.9% 1.39 1.5% 81% False False 10,036
60 96.08 83.16 12.92 13.8% 1.26 1.3% 82% False False 7,924
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.33
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 97.49
2.618 96.28
1.618 95.54
1.000 95.08
0.618 94.80
HIGH 94.34
0.618 94.06
0.500 93.97
0.382 93.88
LOW 93.60
0.618 93.14
1.000 92.86
1.618 92.40
2.618 91.66
4.250 90.46
Fisher Pivots for day following 21-Jan-2011
Pivot 1 day 3 day
R1 93.97 94.52
PP 93.91 94.28
S1 93.86 94.04

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

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