NYMEX Light Sweet Crude Oil Future May 2011


Trading Metrics calculated at close of trading on 11-Jan-2011
Day Change Summary
Previous Current
10-Jan-2011 11-Jan-2011 Change Change % Previous Week
Open 92.25 92.64 0.39 0.4% 93.75
High 92.86 94.29 1.43 1.5% 94.66
Low 91.08 92.20 1.12 1.2% 90.21
Close 92.58 94.23 1.65 1.8% 90.98
Range 1.78 2.09 0.31 17.4% 4.45
ATR 1.74 1.77 0.02 1.4% 0.00
Volume 73,065 49,043 -24,022 -32.9% 214,800
Daily Pivots for day following 11-Jan-2011
Classic Woodie Camarilla DeMark
R4 99.84 99.13 95.38
R3 97.75 97.04 94.80
R2 95.66 95.66 94.61
R1 94.95 94.95 94.42 95.31
PP 93.57 93.57 93.57 93.75
S1 92.86 92.86 94.04 93.22
S2 91.48 91.48 93.85
S3 89.39 90.77 93.66
S4 87.30 88.68 93.08
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 94.29 90.21 4.08 4.3% 2.14 2.3% 99% True False 59,718
10 94.66 90.21 4.45 4.7% 2.09 2.2% 90% False False 38,543
20 94.66 89.00 5.66 6.0% 1.61 1.7% 92% False False 28,214
40 94.66 82.22 12.44 13.2% 1.64 1.7% 97% False False 20,318
60 94.66 82.22 12.44 13.2% 1.56 1.7% 97% False False 16,357
80 94.66 79.39 15.27 16.2% 1.44 1.5% 97% False False 13,800
100 94.66 75.91 18.75 19.9% 1.28 1.4% 98% False False 11,845
120 94.66 75.91 18.75 19.9% 1.17 1.2% 98% False False 10,223
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.43
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 103.17
2.618 99.76
1.618 97.67
1.000 96.38
0.618 95.58
HIGH 94.29
0.618 93.49
0.500 93.25
0.382 93.00
LOW 92.20
0.618 90.91
1.000 90.11
1.618 88.82
2.618 86.73
4.250 83.32
Fisher Pivots for day following 11-Jan-2011
Pivot 1 day 3 day
R1 93.90 93.57
PP 93.57 92.91
S1 93.25 92.25

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

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