NYMEX Light Sweet Crude Oil Future March 2011


Trading Metrics calculated at close of trading on 11-Jan-2011
Day Change Summary
Previous Current
10-Jan-2011 11-Jan-2011 Change Change % Previous Week
Open 90.11 90.67 0.56 0.6% 92.12
High 91.00 92.55 1.55 1.7% 93.44
Low 89.28 90.26 0.98 1.1% 88.45
Close 90.58 92.36 1.78 2.0% 89.22
Range 1.72 2.29 0.57 33.1% 4.99
ATR 1.92 1.95 0.03 1.4% 0.00
Volume 263,239 233,623 -29,616 -11.3% 650,770
Daily Pivots for day following 11-Jan-2011
Classic Woodie Camarilla DeMark
R4 98.59 97.77 93.62
R3 96.30 95.48 92.99
R2 94.01 94.01 92.78
R1 93.19 93.19 92.57 93.60
PP 91.72 91.72 91.72 91.93
S1 90.90 90.90 92.15 91.31
S2 89.43 89.43 91.94
S3 87.14 88.61 91.73
S4 84.85 86.32 91.10
Weekly Pivots for week ending 07-Jan-2011
Classic Woodie Camarilla DeMark
R4 105.34 102.27 91.96
R3 100.35 97.28 90.59
R2 95.36 95.36 90.13
R1 92.29 92.29 89.68 91.33
PP 90.37 90.37 90.37 89.89
S1 87.30 87.30 88.76 86.34
S2 85.38 85.38 88.31
S3 80.39 82.31 87.85
S4 75.40 77.32 86.48
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 92.55 88.45 4.10 4.4% 2.31 2.5% 95% True False 203,743
10 93.44 88.45 4.99 5.4% 2.26 2.4% 78% False False 128,907
20 93.44 88.07 5.37 5.8% 1.76 1.9% 80% False False 96,036
40 93.44 81.41 12.03 13.0% 1.89 2.0% 91% False False 71,397
60 93.44 81.41 12.03 13.0% 1.87 2.0% 91% False False 55,891
80 93.44 78.05 15.39 16.7% 1.84 2.0% 93% False False 46,791
100 93.44 74.29 19.15 20.7% 1.78 1.9% 94% False False 39,867
120 93.44 74.29 19.15 20.7% 1.71 1.9% 94% False False 34,032
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.55
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 102.28
2.618 98.55
1.618 96.26
1.000 94.84
0.618 93.97
HIGH 92.55
0.618 91.68
0.500 91.41
0.382 91.13
LOW 90.26
0.618 88.84
1.000 87.97
1.618 86.55
2.618 84.26
4.250 80.53
Fisher Pivots for day following 11-Jan-2011
Pivot 1 day 3 day
R1 92.04 91.74
PP 91.72 91.12
S1 91.41 90.50

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

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