NYMEX Light Sweet Crude Oil Future April 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 92.93 93.23 0.30 0.3% 92.07
High 94.13 93.66 -0.47 -0.5% 93.45
Low 92.79 90.34 -2.45 -2.6% 90.54
Close 93.14 91.32 -1.82 -2.0% 92.91
Range 1.34 3.32 1.98 147.8% 2.91
ATR 1.57 1.70 0.12 7.9% 0.00
Volume 23,303 35,205 11,902 51.1% 98,396
Daily Pivots for day following 04-Jan-2011
Classic Woodie Camarilla DeMark
R4 101.73 99.85 93.15
R3 98.41 96.53 92.23
R2 95.09 95.09 91.93
R1 93.21 93.21 91.62 92.49
PP 91.77 91.77 91.77 91.42
S1 89.89 89.89 91.02 89.17
S2 88.45 88.45 90.71
S3 85.13 86.57 90.41
S4 81.81 83.25 89.49
Weekly Pivots for week ending 31-Dec-2010
Classic Woodie Camarilla DeMark
R4 101.03 99.88 94.51
R3 98.12 96.97 93.71
R2 95.21 95.21 93.44
R1 94.06 94.06 93.18 94.64
PP 92.30 92.30 92.30 92.59
S1 91.15 91.15 92.64 91.73
S2 89.39 89.39 92.38
S3 86.48 88.24 92.11
S4 83.57 85.33 91.31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.13 90.34 3.79 4.2% 2.11 2.3% 26% False True 25,426
10 94.13 90.34 3.79 4.2% 1.54 1.7% 26% False True 25,913
20 94.13 88.43 5.70 6.2% 1.57 1.7% 51% False False 27,949
40 94.13 81.81 12.32 13.5% 1.71 1.9% 77% False False 22,255
60 94.13 81.81 12.32 13.5% 1.62 1.8% 77% False False 18,216
80 94.13 78.63 15.50 17.0% 1.59 1.7% 82% False False 16,134
100 94.13 74.98 19.15 21.0% 1.51 1.7% 85% False False 13,742
120 94.13 74.98 19.15 21.0% 1.35 1.5% 85% False False 11,783
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 0.28
Widest range in 121 trading days
Fibonacci Retracements and Extensions
4.250 107.77
2.618 102.35
1.618 99.03
1.000 96.98
0.618 95.71
HIGH 93.66
0.618 92.39
0.500 92.00
0.382 91.61
LOW 90.34
0.618 88.29
1.000 87.02
1.618 84.97
2.618 81.65
4.250 76.23
Fisher Pivots for day following 04-Jan-2011
Pivot 1 day 3 day
R1 92.00 92.24
PP 91.77 91.93
S1 91.55 91.63

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

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