NYMEX Light Sweet Crude Oil Future May 2011


Trading Metrics calculated at close of trading on 10-Jan-2011
Day Change Summary
Previous Current
07-Jan-2011 10-Jan-2011 Change Change % Previous Week
Open 91.83 92.25 0.42 0.5% 93.75
High 92.11 92.86 0.75 0.8% 94.66
Low 90.21 91.08 0.87 1.0% 90.21
Close 90.98 92.58 1.60 1.8% 90.98
Range 1.90 1.78 -0.12 -6.3% 4.45
ATR 1.73 1.74 0.01 0.6% 0.00
Volume 81,872 73,065 -8,807 -10.8% 214,800
Daily Pivots for day following 10-Jan-2011
Classic Woodie Camarilla DeMark
R4 97.51 96.83 93.56
R3 95.73 95.05 93.07
R2 93.95 93.95 92.91
R1 93.27 93.27 92.74 93.61
PP 92.17 92.17 92.17 92.35
S1 91.49 91.49 92.42 91.83
S2 90.39 90.39 92.25
S3 88.61 89.71 92.09
S4 86.83 87.93 91.60
Weekly Pivots for week ending 07-Jan-2011
Classic Woodie Camarilla DeMark
R4 105.30 102.59 93.43
R3 100.85 98.14 92.20
R2 96.40 96.40 91.80
R1 93.69 93.69 91.39 92.82
PP 91.95 91.95 91.95 91.52
S1 89.24 89.24 90.57 88.37
S2 87.50 87.50 90.16
S3 83.05 84.79 89.76
S4 78.60 80.34 88.53
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.26 90.21 4.05 4.4% 2.36 2.5% 59% False False 54,480
10 94.66 90.21 4.45 4.8% 1.95 2.1% 53% False False 34,543
20 94.66 89.00 5.66 6.1% 1.59 1.7% 63% False False 26,333
40 94.66 82.22 12.44 13.4% 1.64 1.8% 83% False False 19,397
60 94.66 82.22 12.44 13.4% 1.55 1.7% 83% False False 15,604
80 94.66 79.39 15.27 16.5% 1.43 1.5% 86% False False 13,241
100 94.66 75.91 18.75 20.3% 1.28 1.4% 89% False False 11,373
120 94.66 75.91 18.75 20.3% 1.16 1.2% 89% False False 9,828
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.41
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 100.43
2.618 97.52
1.618 95.74
1.000 94.64
0.618 93.96
HIGH 92.86
0.618 92.18
0.500 91.97
0.382 91.76
LOW 91.08
0.618 89.98
1.000 89.30
1.618 88.20
2.618 86.42
4.250 83.52
Fisher Pivots for day following 10-Jan-2011
Pivot 1 day 3 day
R1 92.38 92.34
PP 92.17 92.09
S1 91.97 91.85

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

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