NYMEX Light Sweet Crude Oil Future March 2011


Trading Metrics calculated at close of trading on 14-Jan-2011
Day Change Summary
Previous Current
13-Jan-2011 14-Jan-2011 Change Change % Previous Week
Open 92.98 92.07 -0.91 -1.0% 90.11
High 93.27 92.67 -0.60 -0.6% 93.46
Low 91.83 91.17 -0.66 -0.7% 89.28
Close 92.30 92.57 0.27 0.3% 92.57
Range 1.44 1.50 0.06 4.2% 4.18
ATR 1.89 1.86 -0.03 -1.5% 0.00
Volume 225,416 232,416 7,000 3.1% 1,234,594
Daily Pivots for day following 14-Jan-2011
Classic Woodie Camarilla DeMark
R4 96.64 96.10 93.40
R3 95.14 94.60 92.98
R2 93.64 93.64 92.85
R1 93.10 93.10 92.71 93.37
PP 92.14 92.14 92.14 92.27
S1 91.60 91.60 92.43 91.87
S2 90.64 90.64 92.30
S3 89.14 90.10 92.16
S4 87.64 88.60 91.75
Weekly Pivots for week ending 14-Jan-2011
Classic Woodie Camarilla DeMark
R4 104.31 102.62 94.87
R3 100.13 98.44 93.72
R2 95.95 95.95 93.34
R1 94.26 94.26 92.95 95.11
PP 91.77 91.77 91.77 92.19
S1 90.08 90.08 92.19 90.93
S2 87.59 87.59 91.80
S3 83.41 85.90 91.42
S4 79.23 81.72 90.27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.46 89.28 4.18 4.5% 1.70 1.8% 79% False False 246,918
10 93.46 88.45 5.01 5.4% 2.10 2.3% 82% False False 188,536
20 93.46 88.45 5.01 5.4% 1.78 1.9% 82% False False 123,455
40 93.46 81.41 12.05 13.0% 1.85 2.0% 93% False False 87,615
60 93.46 81.41 12.05 13.0% 1.80 1.9% 93% False False 67,139
80 93.46 78.05 15.41 16.6% 1.83 2.0% 94% False False 55,478
100 93.46 74.29 19.17 20.7% 1.80 1.9% 95% False False 47,089
120 93.46 74.29 19.17 20.7% 1.72 1.9% 95% False False 40,093
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 2 trading days
Fibonacci Retracements and Extensions
4.250 99.05
2.618 96.60
1.618 95.10
1.000 94.17
0.618 93.60
HIGH 92.67
0.618 92.10
0.500 91.92
0.382 91.74
LOW 91.17
0.618 90.24
1.000 89.67
1.618 88.74
2.618 87.24
4.250 84.80
Fisher Pivots for day following 14-Jan-2011
Pivot 1 day 3 day
R1 92.35 92.49
PP 92.14 92.40
S1 91.92 92.32

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

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