NYMEX Light Sweet Crude Oil Future June 2011


Trading Metrics calculated at close of trading on 12-Jan-2011
Day Change Summary
Previous Current
11-Jan-2011 12-Jan-2011 Change Change % Previous Week
Open 93.22 94.60 1.38 1.5% 93.77
High 94.87 95.65 0.78 0.8% 95.02
Low 92.85 94.23 1.38 1.5% 90.80
Close 94.85 95.05 0.20 0.2% 91.59
Range 2.02 1.42 -0.60 -29.7% 4.22
ATR 1.78 1.76 -0.03 -1.5% 0.00
Volume 59,402 50,639 -8,763 -14.8% 253,666
Daily Pivots for day following 12-Jan-2011
Classic Woodie Camarilla DeMark
R4 99.24 98.56 95.83
R3 97.82 97.14 95.44
R2 96.40 96.40 95.31
R1 95.72 95.72 95.18 96.06
PP 94.98 94.98 94.98 95.15
S1 94.30 94.30 94.92 94.64
S2 93.56 93.56 94.79
S3 92.14 92.88 94.66
S4 90.72 91.46 94.27
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 95.65 90.80 4.85 5.1% 1.85 2.0% 88% True False 66,290
10 95.65 90.80 4.85 5.1% 2.14 2.3% 88% True False 48,178
20 95.65 89.24 6.41 6.7% 1.63 1.7% 91% True False 35,992
40 95.65 82.46 13.19 13.9% 1.74 1.8% 95% True False 33,015
60 95.65 82.46 13.19 13.9% 1.69 1.8% 95% True False 28,390
80 95.65 79.39 16.26 17.1% 1.71 1.8% 96% True False 26,727
100 95.65 75.70 19.95 21.0% 1.68 1.8% 97% True False 24,130
120 95.65 75.70 19.95 21.0% 1.66 1.7% 97% True False 21,459
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.42
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 101.69
2.618 99.37
1.618 97.95
1.000 97.07
0.618 96.53
HIGH 95.65
0.618 95.11
0.500 94.94
0.382 94.77
LOW 94.23
0.618 93.35
1.000 92.81
1.618 91.93
2.618 90.51
4.250 88.20
Fisher Pivots for day following 12-Jan-2011
Pivot 1 day 3 day
R1 95.01 94.59
PP 94.98 94.13
S1 94.94 93.68

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

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