NYMEX Light Sweet Crude Oil Future April 2011


Trading Metrics calculated at close of trading on 06-Jan-2011
Day Change Summary
Previous Current
05-Jan-2011 06-Jan-2011 Change Change % Previous Week
Open 91.16 92.51 1.35 1.5% 92.07
High 92.92 92.79 -0.13 -0.1% 93.45
Low 90.03 90.40 0.37 0.4% 90.54
Close 92.39 90.90 -1.49 -1.6% 92.91
Range 2.89 2.39 -0.50 -17.3% 2.91
ATR 1.78 1.83 0.04 2.4% 0.00
Volume 67,756 87,233 19,477 28.7% 98,396
Daily Pivots for day following 06-Jan-2011
Classic Woodie Camarilla DeMark
R4 98.53 97.11 92.21
R3 96.14 94.72 91.56
R2 93.75 93.75 91.34
R1 92.33 92.33 91.12 91.85
PP 91.36 91.36 91.36 91.12
S1 89.94 89.94 90.68 89.46
S2 88.97 88.97 90.46
S3 86.58 87.55 90.24
S4 84.19 85.16 89.59
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 4.5% 2.57 2.8% 21% False False 49,595
10 94.13 90.03 4.10 4.5% 1.90 2.1% 21% False False 34,186
20 94.13 88.43 5.70 6.3% 1.65 1.8% 43% False False 32,188
40 94.13 81.81 12.32 13.6% 1.76 1.9% 74% False False 25,376
60 94.13 81.81 12.32 13.6% 1.68 1.8% 74% False False 20,476
80 94.13 78.63 15.50 17.1% 1.64 1.8% 79% False False 17,823
100 94.13 74.98 19.15 21.1% 1.55 1.7% 83% False False 15,181
120 94.13 74.98 19.15 21.1% 1.38 1.5% 83% False False 13,061
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.38
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 102.95
2.618 99.05
1.618 96.66
1.000 95.18
0.618 94.27
HIGH 92.79
0.618 91.88
0.500 91.60
0.382 91.31
LOW 90.40
0.618 88.92
1.000 88.01
1.618 86.53
2.618 84.14
4.250 80.24
Fisher Pivots for day following 06-Jan-2011
Pivot 1 day 3 day
R1 91.60 91.85
PP 91.36 91.53
S1 91.13 91.22

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

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