NYMEX Light Sweet Crude Oil Future June 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 93.77 94.35 0.58 0.6% 92.67
High 95.02 94.68 -0.34 -0.4% 94.20
Low 93.74 91.64 -2.10 -2.2% 91.40
Close 94.13 92.63 -1.50 -1.6% 93.78
Range 1.28 3.04 1.76 137.5% 2.80
ATR 1.52 1.62 0.11 7.2% 0.00
Volume 20,279 29,476 9,197 45.4% 85,043
Daily Pivots for day following 04-Jan-2011
Classic Woodie Camarilla DeMark
R4 102.10 100.41 94.30
R3 99.06 97.37 93.47
R2 96.02 96.02 93.19
R1 94.33 94.33 92.91 93.66
PP 92.98 92.98 92.98 92.65
S1 91.29 91.29 92.35 90.62
S2 89.94 89.94 92.07
S3 86.90 88.25 91.79
S4 83.86 85.21 90.96
Weekly Pivots for week ending 31-Dec-2010
Classic Woodie Camarilla DeMark
R4 101.53 100.45 95.32
R3 98.73 97.65 94.55
R2 95.93 95.93 94.29
R1 94.85 94.85 94.04 95.39
PP 93.13 93.13 93.13 93.40
S1 92.05 92.05 93.52 92.59
S2 90.33 90.33 93.27
S3 87.53 89.25 93.01
S4 84.73 86.45 92.24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.02 91.40 3.62 3.9% 2.01 2.2% 34% False False 22,008
10 95.02 91.20 3.82 4.1% 1.48 1.6% 37% False False 20,565
20 95.02 88.86 6.16 6.7% 1.48 1.6% 61% False False 28,325
40 95.02 82.46 12.56 13.6% 1.66 1.8% 81% False False 27,107
60 95.02 82.46 12.56 13.6% 1.67 1.8% 81% False False 23,823
80 95.02 79.39 15.63 16.9% 1.66 1.8% 85% False False 23,385
100 95.02 75.70 19.32 20.9% 1.64 1.8% 88% False False 20,814
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 0.29
Widest range in 53 trading days
Fibonacci Retracements and Extensions
4.250 107.60
2.618 102.64
1.618 99.60
1.000 97.72
0.618 96.56
HIGH 94.68
0.618 93.52
0.500 93.16
0.382 92.80
LOW 91.64
0.618 89.76
1.000 88.60
1.618 86.72
2.618 83.68
4.250 78.72
Fisher Pivots for day following 04-Jan-2011
Pivot 1 day 3 day
R1 93.16 93.21
PP 92.98 93.02
S1 92.81 92.82

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

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