NYMEX Light Sweet Crude Oil Future July 2011

Trading Metrics calculated at close of trading on 26-Jan-2011

Day Change Summary
	Previous	Current
	25-Jan-2011	26-Jan-2011	Change	Change %	Previous Week
Open	92.70	91.56	-1.14	-1.2%	95.41
High	93.02	93.76	0.74	0.8%	96.04
Low	91.36	91.56	0.20	0.2%	93.00
Close	91.40	93.28	1.88	2.1%	93.80
Range	1.66	2.20	0.54	32.5%	3.04
ATR	1.49	1.56	0.06	4.1%	0.00
Volume	30,304	18,258	-12,046	-39.8%	60,021

Daily Pivots for day following 26-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	99.47	98.57	94.49
R3	97.27	96.37	93.89
R2	95.07	95.07	93.68
R1	94.17	94.17	93.48	94.62
PP	92.87	92.87	92.87	93.09
S1	91.97	91.97	93.08	92.42
S2	90.67	90.67	92.88
S3	88.47	89.77	92.68
S4	86.27	87.57	92.07

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	95.09	91.36	3.73	4.0%	1.65	1.8%	51%	False	False	20,234
10	96.08	91.36	4.72	5.1%	1.46	1.6%	41%	False	False	18,260
20	96.08	91.28	4.80	5.1%	1.64	1.8%	42%	False	False	16,363
40	96.08	85.92	10.16	10.9%	1.40	1.5%	72%	False	False	11,541
60	96.08	83.16	12.92	13.9%	1.32	1.4%	78%	False	False	8,964

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	0.25
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	103.11
2.618	99.52
1.618	97.32
1.000	95.96
0.618	95.12
HIGH	93.76
0.618	92.92
0.500	92.66
0.382	92.40
LOW	91.56
0.618	90.20
1.000	89.36
1.618	88.00
2.618	85.80
4.250	82.21

Fisher Pivots for day following 26-Jan-2011
Pivot	1 day	3 day
R1	93.07	93.10
PP	92.87	92.92
S1	92.66	92.75

Download as Excel Spreadsheet

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

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