NYMEX Light Sweet Crude Oil Future April 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 92.00 93.30 1.30 1.4% 92.93
High 93.51 94.35 0.84 0.9% 94.13
Low 91.32 92.86 1.54 1.7% 89.41
Close 93.38 93.74 0.36 0.4% 90.17
Range 2.19 1.49 -0.70 -32.0% 4.72
ATR 1.86 1.84 -0.03 -1.4% 0.00
Volume 82,405 102,308 19,903 24.2% 332,750
Daily Pivots for day following 12-Jan-2011
Classic Woodie Camarilla DeMark
R4 98.12 97.42 94.56
R3 96.63 95.93 94.15
R2 95.14 95.14 94.01
R1 94.44 94.44 93.88 94.79
PP 93.65 93.65 93.65 93.83
S1 92.95 92.95 93.60 93.30
S2 92.16 92.16 93.47
S3 90.67 91.46 93.33
S4 89.18 89.97 92.92
Weekly Pivots for week ending 07-Jan-2011
Classic Woodie Camarilla DeMark
R4 105.40 102.50 92.77
R3 100.68 97.78 91.47
R2 95.96 95.96 91.04
R1 93.06 93.06 90.60 92.15
PP 91.24 91.24 91.24 90.78
S1 88.34 88.34 89.74 87.43
S2 86.52 86.52 89.30
S3 81.80 83.62 88.87
S4 77.08 78.90 87.57
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.35 89.41 4.94 5.3% 1.96 2.1% 88% True False 105,082
10 94.35 89.41 4.94 5.3% 2.25 2.4% 88% True False 70,407
20 94.35 88.58 5.77 6.2% 1.70 1.8% 89% True False 49,320
40 94.35 81.81 12.54 13.4% 1.81 1.9% 95% True False 34,754
60 94.35 81.81 12.54 13.4% 1.70 1.8% 95% True False 27,227
80 94.35 78.63 15.72 16.8% 1.66 1.8% 96% True False 22,881
100 94.35 74.98 19.37 20.7% 1.57 1.7% 97% True False 19,454
120 94.35 74.98 19.37 20.7% 1.41 1.5% 97% True False 16,644
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 0.54
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 100.68
2.618 98.25
1.618 96.76
1.000 95.84
0.618 95.27
HIGH 94.35
0.618 93.78
0.500 93.61
0.382 93.43
LOW 92.86
0.618 91.94
1.000 91.37
1.618 90.45
2.618 88.96
4.250 86.53
Fisher Pivots for day following 12-Jan-2011
Pivot 1 day 3 day
R1 93.70 93.26
PP 93.65 92.78
S1 93.61 92.30

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

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