NYMEX Light Sweet Crude Oil Future September 2011


Trading Metrics calculated at close of trading on 28-Jan-2011
Day Change Summary
Previous Current
27-Jan-2011 28-Jan-2011 Change Change % Previous Week
Open 94.52 94.19 -0.33 -0.3% 94.32
High 94.98 96.67 1.69 1.8% 96.67
Low 93.84 94.19 0.35 0.4% 92.33
Close 94.07 96.62 2.55 2.7% 96.62
Range 1.14 2.48 1.34 117.5% 4.34
ATR 1.32 1.41 0.09 7.0% 0.00
Volume 9,536 21,674 12,138 127.3% 63,372
Daily Pivots for day following 28-Jan-2011
Classic Woodie Camarilla DeMark
R4 103.27 102.42 97.98
R3 100.79 99.94 97.30
R2 98.31 98.31 97.07
R1 97.46 97.46 96.85 97.89
PP 95.83 95.83 95.83 96.04
S1 94.98 94.98 96.39 95.41
S2 93.35 93.35 96.17
S3 90.87 92.50 95.94
S4 88.39 90.02 95.26
Weekly Pivots for week ending 28-Jan-2011
Classic Woodie Camarilla DeMark
R4 108.23 106.76 99.01
R3 103.89 102.42 97.81
R2 99.55 99.55 97.42
R1 98.08 98.08 97.02 98.82
PP 95.21 95.21 95.21 95.57
S1 93.74 93.74 96.22 94.48
S2 90.87 90.87 95.82
S3 86.53 89.40 95.43
S4 82.19 85.06 94.23
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.67 92.33 4.34 4.5% 1.59 1.6% 99% True False 12,674
10 96.67 92.33 4.34 4.5% 1.38 1.4% 99% True False 9,906
20 96.67 91.94 4.73 4.9% 1.50 1.5% 99% True False 8,147
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 0.19
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 107.21
2.618 103.16
1.618 100.68
1.000 99.15
0.618 98.20
HIGH 96.67
0.618 95.72
0.500 95.43
0.382 95.14
LOW 94.19
0.618 92.66
1.000 91.71
1.618 90.18
2.618 87.70
4.250 83.65
Fisher Pivots for day following 28-Jan-2011
Pivot 1 day 3 day
R1 96.22 95.97
PP 95.83 95.31
S1 95.43 94.66

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

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