NYMEX Light Sweet Crude Oil Future June 2011


Trading Metrics calculated at close of trading on 13-Jan-2011
Day Change Summary
Previous Current
12-Jan-2011 13-Jan-2011 Change Change % Previous Week
Open 94.60 95.05 0.45 0.5% 93.77
High 95.65 95.31 -0.34 -0.4% 95.02
Low 94.23 94.05 -0.18 -0.2% 90.80
Close 95.05 94.60 -0.45 -0.5% 91.59
Range 1.42 1.26 -0.16 -11.3% 4.22
ATR 1.76 1.72 -0.04 -2.0% 0.00
Volume 50,639 62,602 11,963 23.6% 253,666
Daily Pivots for day following 13-Jan-2011
Classic Woodie Camarilla DeMark
R4 98.43 97.78 95.29
R3 97.17 96.52 94.95
R2 95.91 95.91 94.83
R1 95.26 95.26 94.72 94.96
PP 94.65 94.65 94.65 94.50
S1 94.00 94.00 94.48 93.70
S2 93.39 93.39 94.37
S3 92.13 92.74 94.25
S4 90.87 91.48 93.91
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% 1.68 1.8% 78% False False 65,513
10 95.65 90.80 4.85 5.1% 2.05 2.2% 78% False False 52,409
20 95.65 90.04 5.61 5.9% 1.59 1.7% 81% False False 37,832
40 95.65 82.46 13.19 13.9% 1.71 1.8% 92% False False 34,249
60 95.65 82.46 13.19 13.9% 1.66 1.8% 92% False False 29,149
80 95.65 79.39 16.26 17.2% 1.70 1.8% 94% False False 27,336
100 95.65 75.70 19.95 21.1% 1.68 1.8% 95% False False 24,698
120 95.65 75.70 19.95 21.1% 1.66 1.8% 95% False False 21,930
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 11 trading days
Fibonacci Retracements and Extensions
4.250 100.67
2.618 98.61
1.618 97.35
1.000 96.57
0.618 96.09
HIGH 95.31
0.618 94.83
0.500 94.68
0.382 94.53
LOW 94.05
0.618 93.27
1.000 92.79
1.618 92.01
2.618 90.75
4.250 88.70
Fisher Pivots for day following 13-Jan-2011
Pivot 1 day 3 day
R1 94.68 94.48
PP 94.65 94.37
S1 94.63 94.25

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

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