NYMEX Light Sweet Crude Oil Future May 2011


Trading Metrics calculated at close of trading on 06-Jan-2011
Day Change Summary
Previous Current
05-Jan-2011 06-Jan-2011 Change Change % Previous Week
Open 91.86 93.38 1.52 1.7% 92.80
High 93.66 93.49 -0.17 -0.2% 93.90
Low 90.80 91.42 0.62 0.7% 91.06
Close 93.23 91.84 -1.39 -1.5% 93.41
Range 2.86 2.07 -0.79 -27.6% 2.84
ATR 1.69 1.72 0.03 1.6% 0.00
Volume 38,673 55,941 17,268 44.7% 70,995
Daily Pivots for day following 06-Jan-2011
Classic Woodie Camarilla DeMark
R4 98.46 97.22 92.98
R3 96.39 95.15 92.41
R2 94.32 94.32 92.22
R1 93.08 93.08 92.03 92.67
PP 92.25 92.25 92.25 92.04
S1 91.01 91.01 91.65 90.60
S2 90.18 90.18 91.46
S3 88.11 88.94 91.27
S4 86.04 86.87 90.70
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 90.80 3.86 4.2% 2.44 2.7% 27% False False 31,120
10 94.66 90.80 3.86 4.2% 1.82 2.0% 27% False False 22,790
20 94.66 88.68 5.98 6.5% 1.56 1.7% 53% False False 20,384
40 94.66 82.22 12.44 13.5% 1.61 1.7% 77% False False 16,132
60 94.66 82.22 12.44 13.5% 1.52 1.7% 77% False False 13,191
80 94.66 79.39 15.27 16.6% 1.38 1.5% 82% False False 11,464
100 94.66 75.91 18.75 20.4% 1.26 1.4% 85% False False 9,915
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.42
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 102.29
2.618 98.91
1.618 96.84
1.000 95.56
0.618 94.77
HIGH 93.49
0.618 92.70
0.500 92.46
0.382 92.21
LOW 91.42
0.618 90.14
1.000 89.35
1.618 88.07
2.618 86.00
4.250 82.62
Fisher Pivots for day following 06-Jan-2011
Pivot 1 day 3 day
R1 92.46 92.53
PP 92.25 92.30
S1 92.05 92.07

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

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