NYMEX Light Sweet Crude Oil Future August 2011


Trading Metrics calculated at close of trading on 31-Jan-2011
Day Change Summary
Previous Current
28-Jan-2011 31-Jan-2011 Change Change % Previous Week
Open 93.77 96.40 2.63 2.8% 94.52
High 96.26 98.18 1.92 2.0% 96.26
Low 93.73 95.76 2.03 2.2% 91.88
Close 96.19 98.05 1.86 1.9% 96.19
Range 2.53 2.42 -0.11 -4.3% 4.38
ATR 1.50 1.56 0.07 4.4% 0.00
Volume 29,313 27,324 -1,989 -6.8% 79,970
Daily Pivots for day following 31-Jan-2011
Classic Woodie Camarilla DeMark
R4 104.59 103.74 99.38
R3 102.17 101.32 98.72
R2 99.75 99.75 98.49
R1 98.90 98.90 98.27 99.33
PP 97.33 97.33 97.33 97.54
S1 96.48 96.48 97.83 96.91
S2 94.91 94.91 97.61
S3 92.49 94.06 97.38
S4 90.07 91.64 96.72
Weekly Pivots for week ending 28-Jan-2011
Classic Woodie Camarilla DeMark
R4 107.92 106.43 98.60
R3 103.54 102.05 97.39
R2 99.16 99.16 96.99
R1 97.67 97.67 96.59 98.42
PP 94.78 94.78 94.78 95.15
S1 93.29 93.29 95.79 94.04
S2 90.40 90.40 95.39
S3 86.02 88.91 94.99
S4 81.64 84.53 93.78
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.18 91.88 6.30 6.4% 1.93 2.0% 98% True False 19,109
10 98.18 91.88 6.30 6.4% 1.59 1.6% 98% True False 13,912
20 98.18 91.78 6.40 6.5% 1.56 1.6% 98% True False 11,313
40 98.18 89.34 8.84 9.0% 1.33 1.4% 99% True False 8,053
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.23
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 108.47
2.618 104.52
1.618 102.10
1.000 100.60
0.618 99.68
HIGH 98.18
0.618 97.26
0.500 96.97
0.382 96.68
LOW 95.76
0.618 94.26
1.000 93.34
1.618 91.84
2.618 89.42
4.250 85.48
Fisher Pivots for day following 31-Jan-2011
Pivot 1 day 3 day
R1 97.69 97.30
PP 97.33 96.54
S1 96.97 95.79

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

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