NYMEX Light Sweet Crude Oil Future May 2011


Trading Metrics calculated at close of trading on 04-Jan-2011
Day Change Summary
Previous Current
03-Jan-2011 04-Jan-2011 Change Change % Previous Week
Open 93.75 93.95 0.20 0.2% 92.80
High 94.66 94.26 -0.40 -0.4% 93.90
Low 93.39 91.09 -2.30 -2.5% 91.06
Close 93.72 92.07 -1.65 -1.8% 93.41
Range 1.27 3.17 1.90 149.6% 2.84
ATR 1.48 1.60 0.12 8.1% 0.00
Volume 15,464 22,850 7,386 47.8% 70,995
Daily Pivots for day following 04-Jan-2011
Classic Woodie Camarilla DeMark
R4 101.98 100.20 93.81
R3 98.81 97.03 92.94
R2 95.64 95.64 92.65
R1 93.86 93.86 92.36 93.17
PP 92.47 92.47 92.47 92.13
S1 90.69 90.69 91.78 90.00
S2 89.30 89.30 91.49
S3 86.13 87.52 91.20
S4 82.96 84.35 90.33
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 3.9% 2.04 2.2% 28% False False 17,369
10 94.66 90.92 3.74 4.1% 1.49 1.6% 31% False False 17,033
20 94.66 88.68 5.98 6.5% 1.49 1.6% 57% False False 17,930
40 94.66 82.22 12.44 13.5% 1.55 1.7% 79% False False 14,396
60 94.66 82.22 12.44 13.5% 1.46 1.6% 79% False False 11,803
80 94.66 79.39 15.27 16.6% 1.34 1.5% 83% False False 10,488
100 94.66 75.91 18.75 20.4% 1.22 1.3% 86% False False 9,037
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.34
Widest range in 53 trading days
Fibonacci Retracements and Extensions
4.250 107.73
2.618 102.56
1.618 99.39
1.000 97.43
0.618 96.22
HIGH 94.26
0.618 93.05
0.500 92.68
0.382 92.30
LOW 91.09
0.618 89.13
1.000 87.92
1.618 85.96
2.618 82.79
4.250 77.62
Fisher Pivots for day following 04-Jan-2011
Pivot 1 day 3 day
R1 92.68 92.86
PP 92.47 92.60
S1 92.27 92.33

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

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