NYMEX Light Sweet Crude Oil Future April 2011


Trading Metrics calculated at close of trading on 13-Jan-2011
Day Change Summary
Previous Current
12-Jan-2011 13-Jan-2011 Change Change % Previous Week
Open 93.30 93.81 0.51 0.5% 92.93
High 94.35 94.10 -0.25 -0.3% 94.13
Low 92.86 92.74 -0.12 -0.1% 89.41
Close 93.74 93.21 -0.53 -0.6% 90.17
Range 1.49 1.36 -0.13 -8.7% 4.72
ATR 1.84 1.80 -0.03 -1.9% 0.00
Volume 102,308 101,564 -744 -0.7% 332,750
Daily Pivots for day following 13-Jan-2011
Classic Woodie Camarilla DeMark
R4 97.43 96.68 93.96
R3 96.07 95.32 93.58
R2 94.71 94.71 93.46
R1 93.96 93.96 93.33 93.66
PP 93.35 93.35 93.35 93.20
S1 92.60 92.60 93.09 92.30
S2 91.99 91.99 92.96
S3 90.63 91.24 92.84
S4 89.27 89.88 92.46
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% 1.76 1.9% 77% False False 107,948
10 94.35 89.41 4.94 5.3% 2.16 2.3% 77% False False 78,771
20 94.35 89.22 5.13 5.5% 1.66 1.8% 78% False False 53,242
40 94.35 81.81 12.54 13.5% 1.79 1.9% 91% False False 37,056
60 94.35 81.81 12.54 13.5% 1.67 1.8% 91% False False 28,801
80 94.35 78.63 15.72 16.9% 1.65 1.8% 93% False False 24,055
100 94.35 74.98 19.37 20.8% 1.58 1.7% 94% False False 20,446
120 94.35 74.98 19.37 20.8% 1.42 1.5% 94% False False 17,476
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 8 trading days
Fibonacci Retracements and Extensions
4.250 99.88
2.618 97.66
1.618 96.30
1.000 95.46
0.618 94.94
HIGH 94.10
0.618 93.58
0.500 93.42
0.382 93.26
LOW 92.74
0.618 91.90
1.000 91.38
1.618 90.54
2.618 89.18
4.250 86.96
Fisher Pivots for day following 13-Jan-2011
Pivot 1 day 3 day
R1 93.42 93.09
PP 93.35 92.96
S1 93.28 92.84

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

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