NYMEX Light Sweet Crude Oil Future June 2011


Trading Metrics calculated at close of trading on 05-Jan-2011
Day Change Summary
Previous Current
04-Jan-2011 05-Jan-2011 Change Change % Previous Week
Open 94.35 92.50 -1.85 -2.0% 92.67
High 94.68 94.25 -0.43 -0.5% 94.20
Low 91.64 91.39 -0.25 -0.3% 91.40
Close 92.63 93.87 1.24 1.3% 93.78
Range 3.04 2.86 -0.18 -5.9% 2.80
ATR 1.62 1.71 0.09 5.4% 0.00
Volume 29,476 53,944 24,468 83.0% 85,043
Daily Pivots for day following 05-Jan-2011
Classic Woodie Camarilla DeMark
R4 101.75 100.67 95.44
R3 98.89 97.81 94.66
R2 96.03 96.03 94.39
R1 94.95 94.95 94.13 95.49
PP 93.17 93.17 93.17 93.44
S1 92.09 92.09 93.61 92.63
S2 90.31 90.31 93.35
S3 87.45 89.23 93.08
S4 84.59 86.37 92.30
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 91.39 3.63 3.9% 2.42 2.6% 68% False True 30,067
10 95.02 91.39 3.63 3.9% 1.68 1.8% 68% False True 23,663
20 95.02 88.86 6.16 6.6% 1.52 1.6% 81% False False 28,374
40 95.02 82.46 12.56 13.4% 1.70 1.8% 91% False False 27,738
60 95.02 82.46 12.56 13.4% 1.69 1.8% 91% False False 24,444
80 95.02 79.39 15.63 16.7% 1.68 1.8% 93% False False 23,797
100 95.02 75.70 19.32 20.6% 1.65 1.8% 94% False False 21,228
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.37
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 106.41
2.618 101.74
1.618 98.88
1.000 97.11
0.618 96.02
HIGH 94.25
0.618 93.16
0.500 92.82
0.382 92.48
LOW 91.39
0.618 89.62
1.000 88.53
1.618 86.76
2.618 83.90
4.250 79.24
Fisher Pivots for day following 05-Jan-2011
Pivot 1 day 3 day
R1 93.52 93.65
PP 93.17 93.43
S1 92.82 93.21

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

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