NYMEX Light Sweet Crude Oil Future July 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 94.53 92.96 -1.57 -1.7% 93.58
High 94.81 94.60 -0.21 -0.2% 94.44
Low 92.12 91.90 -0.22 -0.2% 91.82
Close 93.06 94.38 1.32 1.4% 94.06
Range 2.69 2.70 0.01 0.4% 2.62
ATR 1.37 1.47 0.09 6.9% 0.00
Volume 7,387 18,409 11,022 149.2% 30,570
Daily Pivots for day following 05-Jan-2011
Classic Woodie Camarilla DeMark
R4 101.73 100.75 95.87
R3 99.03 98.05 95.12
R2 96.33 96.33 94.88
R1 95.35 95.35 94.63 95.84
PP 93.63 93.63 93.63 93.87
S1 92.65 92.65 94.13 93.14
S2 90.93 90.93 93.89
S3 88.23 89.95 93.64
S4 85.53 87.25 92.90
Weekly Pivots for week ending 31-Dec-2010
Classic Woodie Camarilla DeMark
R4 101.30 100.30 95.50
R3 98.68 97.68 94.78
R2 96.06 96.06 94.54
R1 95.06 95.06 94.30 95.56
PP 93.44 93.44 93.44 93.69
S1 92.44 92.44 93.82 92.94
S2 90.82 90.82 93.58
S3 88.20 89.82 93.34
S4 85.58 87.20 92.62
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.29 91.82 3.47 3.7% 2.08 2.2% 74% False False 9,585
10 95.29 91.82 3.47 3.7% 1.41 1.5% 74% False False 7,006
20 95.29 89.17 6.12 6.5% 1.27 1.3% 85% False False 7,221
40 95.29 83.16 12.13 12.9% 1.31 1.4% 92% False False 6,169
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.24
Widest range in 59 trading days
Fibonacci Retracements and Extensions
4.250 106.08
2.618 101.67
1.618 98.97
1.000 97.30
0.618 96.27
HIGH 94.60
0.618 93.57
0.500 93.25
0.382 92.93
LOW 91.90
0.618 90.23
1.000 89.20
1.618 87.53
2.618 84.83
4.250 80.43
Fisher Pivots for day following 05-Jan-2011
Pivot 1 day 3 day
R1 94.00 94.12
PP 93.63 93.86
S1 93.25 93.60

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

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