NYMEX Light Sweet Crude Oil Future April 2011


Trading Metrics calculated at close of trading on 05-Jan-2011
Day Change Summary
Previous Current
04-Jan-2011 05-Jan-2011 Change Change % Previous Week
Open 93.23 91.16 -2.07 -2.2% 92.07
High 93.66 92.92 -0.74 -0.8% 93.45
Low 90.34 90.03 -0.31 -0.3% 90.54
Close 91.32 92.39 1.07 1.2% 92.91
Range 3.32 2.89 -0.43 -13.0% 2.91
ATR 1.70 1.78 0.09 5.0% 0.00
Volume 35,205 67,756 32,551 92.5% 98,396
Daily Pivots for day following 05-Jan-2011
Classic Woodie Camarilla DeMark
R4 100.45 99.31 93.98
R3 97.56 96.42 93.18
R2 94.67 94.67 92.92
R1 93.53 93.53 92.65 94.10
PP 91.78 91.78 91.78 92.07
S1 90.64 90.64 92.13 91.21
S2 88.89 88.89 91.86
S3 86.00 87.75 91.60
S4 83.11 84.86 90.80
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 90.03 4.10 4.4% 2.54 2.7% 58% False True 35,731
10 94.13 90.03 4.10 4.4% 1.75 1.9% 58% False True 28,589
20 94.13 88.43 5.70 6.2% 1.60 1.7% 69% False False 29,732
40 94.13 81.81 12.32 13.3% 1.75 1.9% 86% False False 23,501
60 94.13 81.81 12.32 13.3% 1.66 1.8% 86% False False 19,152
80 94.13 78.63 15.50 16.8% 1.62 1.7% 89% False False 16,839
100 94.13 74.98 19.15 20.7% 1.53 1.7% 91% False False 14,331
120 94.13 74.98 19.15 20.7% 1.37 1.5% 91% False False 12,339
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.37
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 105.20
2.618 100.49
1.618 97.60
1.000 95.81
0.618 94.71
HIGH 92.92
0.618 91.82
0.500 91.48
0.382 91.13
LOW 90.03
0.618 88.24
1.000 87.14
1.618 85.35
2.618 82.46
4.250 77.75
Fisher Pivots for day following 05-Jan-2011
Pivot 1 day 3 day
R1 92.09 92.29
PP 91.78 92.18
S1 91.48 92.08

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

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