NYMEX Light Sweet Crude Oil Future June 2011


Trading Metrics calculated at close of trading on 14-Jan-2011
Day Change Summary
Previous Current
13-Jan-2011 14-Jan-2011 Change Change % Previous Week
Open 95.05 94.90 -0.15 -0.2% 92.21
High 95.31 95.12 -0.19 -0.2% 95.65
Low 94.05 93.90 -0.15 -0.2% 91.70
Close 94.60 95.08 0.48 0.5% 95.08
Range 1.26 1.22 -0.04 -3.2% 3.95
ATR 1.72 1.69 -0.04 -2.1% 0.00
Volume 62,602 61,976 -626 -1.0% 306,063
Daily Pivots for day following 14-Jan-2011
Classic Woodie Camarilla DeMark
R4 98.36 97.94 95.75
R3 97.14 96.72 95.42
R2 95.92 95.92 95.30
R1 95.50 95.50 95.19 95.71
PP 94.70 94.70 94.70 94.81
S1 94.28 94.28 94.97 94.49
S2 93.48 93.48 94.86
S3 92.26 93.06 94.74
S4 91.04 91.84 94.41
Weekly Pivots for week ending 14-Jan-2011
Classic Woodie Camarilla DeMark
R4 105.99 104.49 97.25
R3 102.04 100.54 96.17
R2 98.09 98.09 95.80
R1 96.59 96.59 95.44 97.34
PP 94.14 94.14 94.14 94.52
S1 92.64 92.64 94.72 93.39
S2 90.19 90.19 94.36
S3 86.24 88.69 93.99
S4 82.29 84.74 92.91
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.65 91.70 3.95 4.2% 1.54 1.6% 86% False False 61,212
10 95.65 90.80 4.85 5.1% 1.89 2.0% 88% False False 55,972
20 95.65 90.04 5.61 5.9% 1.62 1.7% 90% False False 39,515
40 95.65 82.46 13.19 13.9% 1.69 1.8% 96% False False 35,075
60 95.65 82.46 13.19 13.9% 1.64 1.7% 96% False False 29,779
80 95.65 79.39 16.26 17.1% 1.70 1.8% 96% False False 27,844
100 95.65 75.70 19.95 21.0% 1.68 1.8% 97% False False 25,269
120 95.65 75.70 19.95 21.0% 1.65 1.7% 97% False False 22,413
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 0.35
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 100.31
2.618 98.31
1.618 97.09
1.000 96.34
0.618 95.87
HIGH 95.12
0.618 94.65
0.500 94.51
0.382 94.37
LOW 93.90
0.618 93.15
1.000 92.68
1.618 91.93
2.618 90.71
4.250 88.72
Fisher Pivots for day following 14-Jan-2011
Pivot 1 day 3 day
R1 94.89 94.98
PP 94.70 94.88
S1 94.51 94.78

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

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