NYMEX Light Sweet Crude Oil Future April 2011


Trading Metrics calculated at close of trading on 14-Jan-2011
Day Change Summary
Previous Current
13-Jan-2011 14-Jan-2011 Change Change % Previous Week
Open 93.81 93.09 -0.72 -0.8% 91.00
High 94.10 93.65 -0.45 -0.5% 94.35
Low 92.74 92.28 -0.46 -0.5% 90.25
Close 93.21 93.56 0.35 0.4% 93.56
Range 1.36 1.37 0.01 0.7% 4.10
ATR 1.80 1.77 -0.03 -1.7% 0.00
Volume 101,564 113,337 11,773 11.6% 533,828
Daily Pivots for day following 14-Jan-2011
Classic Woodie Camarilla DeMark
R4 97.27 96.79 94.31
R3 95.90 95.42 93.94
R2 94.53 94.53 93.81
R1 94.05 94.05 93.69 94.29
PP 93.16 93.16 93.16 93.29
S1 92.68 92.68 93.43 92.92
S2 91.79 91.79 93.31
S3 90.42 91.31 93.18
S4 89.05 89.94 92.81
Weekly Pivots for week ending 14-Jan-2011
Classic Woodie Camarilla DeMark
R4 105.02 103.39 95.82
R3 100.92 99.29 94.69
R2 96.82 96.82 94.31
R1 95.19 95.19 93.94 96.01
PP 92.72 92.72 92.72 93.13
S1 91.09 91.09 93.18 91.91
S2 88.62 88.62 92.81
S3 84.52 86.99 92.43
S4 80.42 82.89 91.31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.35 90.25 4.10 4.4% 1.63 1.7% 81% False False 106,765
10 94.35 89.41 4.94 5.3% 2.01 2.1% 84% False False 86,657
20 94.35 89.22 5.13 5.5% 1.70 1.8% 85% False False 57,263
40 94.35 81.81 12.54 13.4% 1.77 1.9% 94% False False 39,513
60 94.35 81.81 12.54 13.4% 1.66 1.8% 94% False False 30,528
80 94.35 78.63 15.72 16.8% 1.65 1.8% 95% False False 25,345
100 94.35 74.98 19.37 20.7% 1.59 1.7% 96% False False 21,562
120 94.35 74.98 19.37 20.7% 1.43 1.5% 96% False False 18,412
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 99.47
2.618 97.24
1.618 95.87
1.000 95.02
0.618 94.50
HIGH 93.65
0.618 93.13
0.500 92.97
0.382 92.80
LOW 92.28
0.618 91.43
1.000 90.91
1.618 90.06
2.618 88.69
4.250 86.46
Fisher Pivots for day following 14-Jan-2011
Pivot 1 day 3 day
R1 93.36 93.48
PP 93.16 93.40
S1 92.97 93.32

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

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