NYMEX Light Sweet Crude Oil Future July 2011

Trading Metrics calculated at close of trading on 24-Jan-2011

Day Change Summary
	Previous	Current
	21-Jan-2011	24-Jan-2011	Change	Change %	Previous Week
Open	93.66	94.13	0.47	0.5%	95.41
High	94.34	94.13	-0.21	-0.2%	96.04
Low	93.60	92.55	-1.05	-1.1%	93.00
Close	93.80	92.82	-0.98	-1.0%	93.80
Range	0.74	1.58	0.84	113.5%	3.04
ATR	1.47	1.48	0.01	0.5%	0.00
Volume	20,527	20,566	39	0.2%	60,021

Daily Pivots for day following 24-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	97.91	96.94	93.69
R3	96.33	95.36	93.25
R2	94.75	94.75	93.11
R1	93.78	93.78	92.96	93.48
PP	93.17	93.17	93.17	93.01
S1	92.20	92.20	92.68	91.90
S2	91.59	91.59	92.53
S3	90.01	90.62	92.39
S4	88.43	89.04	91.95

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	92.55	3.49	3.8%	1.39	1.5%	8%	False	True	16,117
10	96.08	92.40	3.68	4.0%	1.43	1.5%	11%	False	False	18,070
20	96.08	91.28	4.80	5.2%	1.51	1.6%	32%	False	False	14,269
40	96.08	85.21	10.87	11.7%	1.36	1.5%	70%	False	False	10,440
60	96.08	83.16	12.92	13.9%	1.27	1.4%	75%	False	False	8,240

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	0.31
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	100.85
2.618	98.27
1.618	96.69
1.000	95.71
0.618	95.11
HIGH	94.13
0.618	93.53
0.500	93.34
0.382	93.15
LOW	92.55
0.618	91.57
1.000	90.97
1.618	89.99
2.618	88.41
4.250	85.84

Fisher Pivots for day following 24-Jan-2011
Pivot	1 day	3 day
R1	93.34	93.82
PP	93.17	93.49
S1	92.99	93.15

Download as Excel Spreadsheet

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

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