NYMEX Light Sweet Crude Oil Future September 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	93.47	92.77	-0.70	-0.7%	95.72
High	93.47	94.80	1.33	1.4%	96.49
Low	92.33	92.65	0.32	0.3%	93.59
Close	92.34	94.29	1.95	2.1%	94.58
Range	1.14	2.15	1.01	88.6%	2.90
ATR	1.24	1.33	0.09	7.0%	0.00
Volume	13,745	7,993	-5,752	-41.8%	27,199

Daily Pivots for day following 26-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	100.36	99.48	95.47
R3	98.21	97.33	94.88
R2	96.06	96.06	94.68
R1	95.18	95.18	94.49	95.62
PP	93.91	93.91	93.91	94.14
S1	93.03	93.03	94.09	93.47
S2	91.76	91.76	93.90
S3	89.61	90.88	93.70
S4	87.46	88.73	93.11

Weekly Pivots for week ending 21-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	103.59	101.98	96.18
R3	100.69	99.08	95.38
R2	97.79	97.79	95.11
R1	96.18	96.18	94.85	95.54
PP	94.89	94.89	94.89	94.56
S1	93.28	93.28	94.31	92.64
S2	91.99	91.99	94.05
S3	89.09	90.38	93.78
S4	86.19	87.48	92.99

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	95.67	92.33	3.34	3.5%	1.41	1.5%	59%	False	False	9,439
10	96.50	92.33	4.17	4.4%	1.19	1.3%	47%	False	False	8,390
20	96.50	91.94	4.56	4.8%	1.43	1.5%	52%	False	False	7,013

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	0.17
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	103.94
2.618	100.43
1.618	98.28
1.000	96.95
0.618	96.13
HIGH	94.80
0.618	93.98
0.500	93.73
0.382	93.47
LOW	92.65
0.618	91.32
1.000	90.50
1.618	89.17
2.618	87.02
4.250	83.51

Fisher Pivots for day following 26-Jan-2011
Pivot	1 day	3 day
R1	94.10	94.05
PP	93.91	93.81
S1	93.73	93.57

Download as Excel Spreadsheet

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

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