NYMEX Light Sweet Crude Oil Future March 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 90.67 92.35 1.68 1.9% 92.12
High 92.55 93.46 0.91 1.0% 93.44
Low 90.26 91.89 1.63 1.8% 88.45
Close 92.36 92.87 0.51 0.6% 89.22
Range 2.29 1.57 -0.72 -31.4% 4.99
ATR 1.95 1.92 -0.03 -1.4% 0.00
Volume 233,623 279,900 46,277 19.8% 650,770
Daily Pivots for day following 12-Jan-2011
Classic Woodie Camarilla DeMark
R4 97.45 96.73 93.73
R3 95.88 95.16 93.30
R2 94.31 94.31 93.16
R1 93.59 93.59 93.01 93.95
PP 92.74 92.74 92.74 92.92
S1 92.02 92.02 92.73 92.38
S2 91.17 91.17 92.58
S3 89.60 90.45 92.44
S4 88.03 88.88 92.01
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 93.46 88.45 5.01 5.4% 2.06 2.2% 88% True False 230,466
10 93.46 88.45 5.01 5.4% 2.34 2.5% 88% True False 153,990
20 93.46 88.07 5.39 5.8% 1.79 1.9% 89% True False 106,866
40 93.46 81.41 12.05 13.0% 1.90 2.0% 95% True False 77,617
60 93.46 81.41 12.05 13.0% 1.85 2.0% 95% True False 60,246
80 93.46 78.05 15.41 16.6% 1.84 2.0% 96% True False 50,109
100 93.46 74.29 19.17 20.6% 1.79 1.9% 97% True False 42,609
120 93.46 74.29 19.17 20.6% 1.72 1.9% 97% True False 36,330
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
4.250 100.13
2.618 97.57
1.618 96.00
1.000 95.03
0.618 94.43
HIGH 93.46
0.618 92.86
0.500 92.68
0.382 92.49
LOW 91.89
0.618 90.92
1.000 90.32
1.618 89.35
2.618 87.78
4.250 85.22
Fisher Pivots for day following 12-Jan-2011
Pivot 1 day 3 day
R1 92.81 92.37
PP 92.74 91.87
S1 92.68 91.37

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

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