NYMEX Light Sweet Crude Oil Future February 2011


Trading Metrics calculated at close of trading on 07-Jan-2011
Day Change Summary
Previous Current
06-Jan-2011 07-Jan-2011 Change Change % Previous Week
Open 90.47 88.18 -2.29 -2.5% 91.31
High 90.71 89.48 -1.23 -1.4% 92.57
Low 87.85 87.25 -0.60 -0.7% 87.25
Close 88.38 88.03 -0.35 -0.4% 88.03
Range 2.86 2.23 -0.63 -22.0% 5.32
ATR 1.98 2.00 0.02 0.9% 0.00
Volume 407,237 420,106 12,869 3.2% 1,825,795
Daily Pivots for day following 07-Jan-2011
Classic Woodie Camarilla DeMark
R4 94.94 93.72 89.26
R3 92.71 91.49 88.64
R2 90.48 90.48 88.44
R1 89.26 89.26 88.23 88.76
PP 88.25 88.25 88.25 88.00
S1 87.03 87.03 87.83 86.53
S2 86.02 86.02 87.62
S3 83.79 84.80 87.42
S4 81.56 82.57 86.80
Weekly Pivots for week ending 07-Jan-2011
Classic Woodie Camarilla DeMark
R4 105.24 101.96 90.96
R3 99.92 96.64 89.49
R2 94.60 94.60 89.01
R1 91.32 91.32 88.52 90.30
PP 89.28 89.28 89.28 88.78
S1 86.00 86.00 87.54 84.98
S2 83.96 83.96 87.05
S3 78.64 80.68 86.57
S4 73.32 75.36 85.10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 92.57 87.25 5.32 6.0% 2.58 2.9% 15% False True 365,159
10 92.57 87.25 5.32 6.0% 2.13 2.4% 15% False True 251,334
20 92.57 87.25 5.32 6.0% 1.82 2.1% 15% False True 209,153
40 92.57 80.89 11.68 13.3% 1.96 2.2% 61% False False 145,539
60 92.57 80.89 11.68 13.3% 1.95 2.2% 61% False False 108,115
80 92.57 77.34 15.23 17.3% 1.91 2.2% 70% False False 87,464
100 92.57 73.76 18.81 21.4% 1.84 2.1% 76% False False 72,505
120 92.57 73.76 18.81 21.4% 1.76 2.0% 76% False False 61,282
Crabel Price Patterns
NR True
NR4 True
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 0.49
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 98.96
2.618 95.32
1.618 93.09
1.000 91.71
0.618 90.86
HIGH 89.48
0.618 88.63
0.500 88.37
0.382 88.10
LOW 87.25
0.618 85.87
1.000 85.02
1.618 83.64
2.618 81.41
4.250 77.77
Fisher Pivots for day following 07-Jan-2011
Pivot 1 day 3 day
R1 88.37 89.05
PP 88.25 88.71
S1 88.14 88.37

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

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