NYMEX Light Sweet Crude Oil Future August 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 94.44 94.52 0.08 0.1% 95.47
High 94.55 94.52 -0.03 0.0% 96.22
Low 94.06 93.00 -1.06 -1.1% 93.31
Close 94.24 93.29 -0.95 -1.0% 94.24
Range 0.49 1.52 1.03 210.2% 2.91
ATR 1.34 1.35 0.01 0.9% 0.00
Volume 11,961 11,749 -212 -1.8% 31,829
Daily Pivots for day following 24-Jan-2011
Classic Woodie Camarilla DeMark
R4 98.16 97.25 94.13
R3 96.64 95.73 93.71
R2 95.12 95.12 93.57
R1 94.21 94.21 93.43 93.91
PP 93.60 93.60 93.60 93.45
S1 92.69 92.69 93.15 92.39
S2 92.08 92.08 93.01
S3 90.56 91.17 92.87
S4 89.04 89.65 92.45
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 93.00 3.22 3.5% 1.24 1.3% 9% False True 8,715
10 96.32 93.00 3.32 3.6% 1.22 1.3% 9% False True 9,462
20 96.32 91.78 4.54 4.9% 1.39 1.5% 33% False False 7,554
40 96.32 85.65 10.67 11.4% 1.26 1.4% 72% False False 5,900
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 0.18
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 100.98
2.618 98.50
1.618 96.98
1.000 96.04
0.618 95.46
HIGH 94.52
0.618 93.94
0.500 93.76
0.382 93.58
LOW 93.00
0.618 92.06
1.000 91.48
1.618 90.54
2.618 89.02
4.250 86.54
Fisher Pivots for day following 24-Jan-2011
Pivot 1 day 3 day
R1 93.76 94.21
PP 93.60 93.90
S1 93.45 93.60

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

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