NYMEX Light Sweet Crude Oil Future May 2011


Trading Metrics calculated at close of trading on 03-Jan-2011
Day Change Summary
Previous Current
31-Dec-2010 03-Jan-2011 Change Change % Previous Week
Open 91.69 93.75 2.06 2.2% 92.80
High 93.90 94.66 0.76 0.8% 93.90
Low 91.06 93.39 2.33 2.6% 91.06
Close 93.41 93.72 0.31 0.3% 93.41
Range 2.84 1.27 -1.57 -55.3% 2.84
ATR 1.50 1.48 -0.02 -1.1% 0.00
Volume 22,674 15,464 -7,210 -31.8% 70,995
Daily Pivots for day following 03-Jan-2011
Classic Woodie Camarilla DeMark
R4 97.73 97.00 94.42
R3 96.46 95.73 94.07
R2 95.19 95.19 93.95
R1 94.46 94.46 93.84 94.19
PP 93.92 93.92 93.92 93.79
S1 93.19 93.19 93.60 92.92
S2 92.65 92.65 93.49
S3 91.38 91.92 93.37
S4 90.11 90.65 93.02
Weekly Pivots for week ending 31-Dec-2010
Classic Woodie Camarilla DeMark
R4 101.31 100.20 94.97
R3 98.47 97.36 94.19
R2 95.63 95.63 93.93
R1 94.52 94.52 93.67 95.08
PP 92.79 92.79 92.79 93.07
S1 91.68 91.68 93.15 92.24
S2 89.95 89.95 92.89
S3 87.11 88.84 92.63
S4 84.27 86.00 91.85
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.66 91.06 3.60 3.8% 1.54 1.6% 74% True False 14,607
10 94.66 89.74 4.92 5.2% 1.34 1.4% 81% True False 16,917
20 94.66 88.68 5.98 6.4% 1.38 1.5% 84% True False 17,865
40 94.66 82.22 12.44 13.3% 1.49 1.6% 92% True False 14,206
60 94.66 82.22 12.44 13.3% 1.44 1.5% 92% True False 11,532
80 94.66 79.39 15.27 16.3% 1.31 1.4% 94% True False 10,254
100 94.66 75.91 18.75 20.0% 1.20 1.3% 95% True False 8,846
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 3 trading days
Fibonacci Retracements and Extensions
4.250 100.06
2.618 97.98
1.618 96.71
1.000 95.93
0.618 95.44
HIGH 94.66
0.618 94.17
0.500 94.03
0.382 93.88
LOW 93.39
0.618 92.61
1.000 92.12
1.618 91.34
2.618 90.07
4.250 87.99
Fisher Pivots for day following 03-Jan-2011
Pivot 1 day 3 day
R1 94.03 93.43
PP 93.92 93.15
S1 93.82 92.86

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

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