NYMEX Light Sweet Crude Oil Future July 2011

Trading Metrics calculated at close of trading on 25-Jan-2011

Day Change Summary
	Previous	Current
	24-Jan-2011	25-Jan-2011	Change	Change %	Previous Week
Open	94.13	92.70	-1.43	-1.5%	95.41
High	94.13	93.02	-1.11	-1.2%	96.04
Low	92.55	91.36	-1.19	-1.3%	93.00
Close	92.82	91.40	-1.42	-1.5%	93.80
Range	1.58	1.66	0.08	5.1%	3.04
ATR	1.48	1.49	0.01	0.9%	0.00
Volume	20,566	30,304	9,738	47.3%	60,021

Daily Pivots for day following 25-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	96.91	95.81	92.31
R3	95.25	94.15	91.86
R2	93.59	93.59	91.70
R1	92.49	92.49	91.55	92.21
PP	91.93	91.93	91.93	91.79
S1	90.83	90.83	91.25	90.55
S2	90.27	90.27	91.10
S3	88.61	89.17	90.94
S4	86.95	87.51	90.49

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	91.36	4.68	5.1%	1.47	1.6%	1%	False	True	18,606
10	96.08	91.36	4.72	5.2%	1.43	1.6%	1%	False	True	18,361
20	96.08	91.28	4.80	5.3%	1.56	1.7%	3%	False	False	15,623
40	96.08	85.92	10.16	11.1%	1.39	1.5%	54%	False	False	11,123
60	96.08	83.16	12.92	14.1%	1.29	1.4%	64%	False	False	8,717

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	0.28
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	100.08
2.618	97.37
1.618	95.71
1.000	94.68
0.618	94.05
HIGH	93.02
0.618	92.39
0.500	92.19
0.382	91.99
LOW	91.36
0.618	90.33
1.000	89.70
1.618	88.67
2.618	87.01
4.250	84.31

Fisher Pivots for day following 25-Jan-2011
Pivot	1 day	3 day
R1	92.19	92.85
PP	91.93	92.37
S1	91.66	91.88

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols