NYMEX Light Sweet Crude Oil Future June 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 92.21 93.22 1.01 1.1% 93.77
High 93.48 94.87 1.39 1.5% 95.02
Low 91.70 92.85 1.15 1.3% 90.80
Close 93.26 94.85 1.59 1.7% 91.59
Range 1.78 2.02 0.24 13.5% 4.22
ATR 1.77 1.78 0.02 1.0% 0.00
Volume 71,444 59,402 -12,042 -16.9% 253,666
Daily Pivots for day following 11-Jan-2011
Classic Woodie Camarilla DeMark
R4 100.25 99.57 95.96
R3 98.23 97.55 95.41
R2 96.21 96.21 95.22
R1 95.53 95.53 95.04 95.87
PP 94.19 94.19 94.19 94.36
S1 93.51 93.51 94.66 93.85
S2 92.17 92.17 94.48
S3 90.15 91.49 94.29
S4 88.13 89.47 93.74
Weekly Pivots for week ending 07-Jan-2011
Classic Woodie Camarilla DeMark
R4 105.13 102.58 93.91
R3 100.91 98.36 92.75
R2 96.69 96.69 92.36
R1 94.14 94.14 91.98 93.31
PP 92.47 92.47 92.47 92.05
S1 89.92 89.92 91.20 89.09
S2 88.25 88.25 90.82
S3 84.03 85.70 90.43
S4 79.81 81.48 89.27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.87 90.80 4.07 4.3% 2.14 2.3% 100% True False 66,951
10 95.02 90.80 4.22 4.4% 2.08 2.2% 96% False False 44,479
20 95.02 89.24 5.78 6.1% 1.59 1.7% 97% False False 35,056
40 95.02 82.46 12.56 13.2% 1.73 1.8% 99% False False 32,262
60 95.02 82.46 12.56 13.2% 1.71 1.8% 99% False False 27,873
80 95.02 79.39 15.63 16.5% 1.72 1.8% 99% False False 26,316
100 95.02 75.70 19.32 20.4% 1.68 1.8% 99% False False 23,707
120 95.02 75.70 19.32 20.4% 1.65 1.7% 99% False False 21,084
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 103.46
2.618 100.16
1.618 98.14
1.000 96.89
0.618 96.12
HIGH 94.87
0.618 94.10
0.500 93.86
0.382 93.62
LOW 92.85
0.618 91.60
1.000 90.83
1.618 89.58
2.618 87.56
4.250 84.27
Fisher Pivots for day following 11-Jan-2011
Pivot 1 day 3 day
R1 94.52 94.18
PP 94.19 93.51
S1 93.86 92.84

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

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