NYMEX Light Sweet Crude Oil Future February 2011


Trading Metrics calculated at close of trading on 12-Jan-2011
Day Change Summary
Previous Current
11-Jan-2011 12-Jan-2011 Change Change % Previous Week
Open 89.31 91.18 1.87 2.1% 91.31
High 91.39 92.39 1.00 1.1% 92.57
Low 88.93 90.79 1.86 2.1% 87.25
Close 91.11 91.86 0.75 0.8% 88.03
Range 2.46 1.60 -0.86 -35.0% 5.32
ATR 2.03 2.00 -0.03 -1.5% 0.00
Volume 395,279 347,870 -47,409 -12.0% 1,825,795
Daily Pivots for day following 12-Jan-2011
Classic Woodie Camarilla DeMark
R4 96.48 95.77 92.74
R3 94.88 94.17 92.30
R2 93.28 93.28 92.15
R1 92.57 92.57 92.01 92.93
PP 91.68 91.68 91.68 91.86
S1 90.97 90.97 91.71 91.33
S2 90.08 90.08 91.57
S3 88.48 89.37 91.42
S4 86.88 87.77 90.98
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 92.39 87.25 5.14 5.6% 2.20 2.4% 90% True False 393,056
10 92.57 87.25 5.32 5.8% 2.42 2.6% 87% False False 330,755
20 92.57 87.25 5.32 5.8% 1.86 2.0% 87% False False 244,527
40 92.57 80.89 11.68 12.7% 1.97 2.1% 94% False False 169,076
60 92.57 80.89 11.68 12.7% 1.92 2.1% 94% False False 125,695
80 92.57 77.34 15.23 16.6% 1.92 2.1% 95% False False 101,041
100 92.57 73.76 18.81 20.5% 1.86 2.0% 96% False False 83,637
120 92.57 73.76 18.81 20.5% 1.78 1.9% 96% False False 70,626
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.57
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 99.19
2.618 96.58
1.618 94.98
1.000 93.99
0.618 93.38
HIGH 92.39
0.618 91.78
0.500 91.59
0.382 91.40
LOW 90.79
0.618 89.80
1.000 89.19
1.618 88.20
2.618 86.60
4.250 83.99
Fisher Pivots for day following 12-Jan-2011
Pivot 1 day 3 day
R1 91.77 91.33
PP 91.68 90.79
S1 91.59 90.26

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

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