NYMEX Light Sweet Crude Oil Future March 2011


Trading Metrics calculated at close of trading on 04-Jan-2011
Day Change Summary
Previous Current
03-Jan-2011 04-Jan-2011 Change Change % Previous Week
Open 92.12 92.49 0.37 0.4% 91.85
High 93.44 92.95 -0.49 -0.5% 92.85
Low 92.06 89.41 -2.65 -2.9% 89.88
Close 92.43 90.42 -2.01 -2.2% 92.22
Range 1.38 3.54 2.16 156.5% 2.97
ATR 1.66 1.79 0.13 8.1% 0.00
Volume 51,321 77,594 26,273 51.2% 215,723
Daily Pivots for day following 04-Jan-2011
Classic Woodie Camarilla DeMark
R4 101.55 99.52 92.37
R3 98.01 95.98 91.39
R2 94.47 94.47 91.07
R1 92.44 92.44 90.74 91.69
PP 90.93 90.93 90.93 90.55
S1 88.90 88.90 90.10 88.15
S2 87.39 87.39 89.77
S3 83.85 85.36 89.45
S4 80.31 81.82 88.47
Weekly Pivots for week ending 31-Dec-2010
Classic Woodie Camarilla DeMark
R4 100.56 99.36 93.85
R3 97.59 96.39 93.04
R2 94.62 94.62 92.76
R1 93.42 93.42 92.49 94.02
PP 91.65 91.65 91.65 91.95
S1 90.45 90.45 91.95 91.05
S2 88.68 88.68 91.68
S3 85.71 87.48 91.40
S4 82.74 84.51 90.59
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.44 89.41 4.03 4.5% 2.21 2.4% 25% False True 54,071
10 93.44 89.41 4.03 4.5% 1.63 1.8% 25% False True 56,653
20 93.44 88.07 5.37 5.9% 1.65 1.8% 44% False False 62,773
40 93.44 81.41 12.03 13.3% 1.83 2.0% 75% False False 49,853
60 93.44 81.41 12.03 13.3% 1.81 2.0% 75% False False 40,420
80 93.44 78.05 15.39 17.0% 1.78 2.0% 80% False False 35,296
100 93.44 74.29 19.15 21.2% 1.73 1.9% 84% False False 29,965
120 93.44 74.29 19.15 21.2% 1.69 1.9% 84% False False 25,643
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 0.31
Widest range in 53 trading days
Fibonacci Retracements and Extensions
4.250 108.00
2.618 102.22
1.618 98.68
1.000 96.49
0.618 95.14
HIGH 92.95
0.618 91.60
0.500 91.18
0.382 90.76
LOW 89.41
0.618 87.22
1.000 85.87
1.618 83.68
2.618 80.14
4.250 74.37
Fisher Pivots for day following 04-Jan-2011
Pivot 1 day 3 day
R1 91.18 91.43
PP 90.93 91.09
S1 90.67 90.76

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

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