NYMEX Light Sweet Crude Oil Future August 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 95.28 94.44 -0.84 -0.9% 95.47
High 95.42 94.55 -0.87 -0.9% 96.22
Low 93.31 94.06 0.75 0.8% 93.31
Close 94.04 94.24 0.20 0.2% 94.24
Range 2.11 0.49 -1.62 -76.8% 2.91
ATR 1.41 1.34 -0.06 -4.6% 0.00
Volume 6,286 11,961 5,675 90.3% 31,829
Daily Pivots for day following 21-Jan-2011
Classic Woodie Camarilla DeMark
R4 95.75 95.49 94.51
R3 95.26 95.00 94.37
R2 94.77 94.77 94.33
R1 94.51 94.51 94.28 94.40
PP 94.28 94.28 94.28 94.23
S1 94.02 94.02 94.20 93.91
S2 93.79 93.79 94.15
S3 93.30 93.53 94.11
S4 92.81 93.04 93.97
Weekly Pivots for week ending 21-Jan-2011
Classic Woodie Camarilla DeMark
R4 103.32 101.69 95.84
R3 100.41 98.78 95.04
R2 97.50 97.50 94.77
R1 95.87 95.87 94.51 95.23
PP 94.59 94.59 94.59 94.27
S1 92.96 92.96 93.97 92.32
S2 91.68 91.68 93.71
S3 88.77 90.05 93.44
S4 85.86 87.14 92.64
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.22 93.31 2.91 3.1% 1.07 1.1% 32% False False 8,382
10 96.32 91.78 4.54 4.8% 1.20 1.3% 54% False False 9,490
20 96.32 91.78 4.54 4.8% 1.37 1.5% 54% False False 7,144
40 96.32 84.20 12.12 12.9% 1.29 1.4% 83% False False 5,661
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 0.18
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 96.63
2.618 95.83
1.618 95.34
1.000 95.04
0.618 94.85
HIGH 94.55
0.618 94.36
0.500 94.31
0.382 94.25
LOW 94.06
0.618 93.76
1.000 93.57
1.618 93.27
2.618 92.78
4.250 91.98
Fisher Pivots for day following 21-Jan-2011
Pivot 1 day 3 day
R1 94.31 94.77
PP 94.28 94.59
S1 94.26 94.42

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

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