NYMEX Light Sweet Crude Oil Future July 2011


Trading Metrics calculated at close of trading on 06-Jan-2011
Day Change Summary
Previous Current
05-Jan-2011 06-Jan-2011 Change Change % Previous Week
Open 92.96 94.56 1.60 1.7% 93.58
High 94.60 94.60 0.00 0.0% 94.44
Low 91.90 92.75 0.85 0.9% 91.82
Close 94.38 93.09 -1.29 -1.4% 94.06
Range 2.70 1.85 -0.85 -31.5% 2.62
ATR 1.47 1.49 0.03 1.9% 0.00
Volume 18,409 19,677 1,268 6.9% 30,570
Daily Pivots for day following 06-Jan-2011
Classic Woodie Camarilla DeMark
R4 99.03 97.91 94.11
R3 97.18 96.06 93.60
R2 95.33 95.33 93.43
R1 94.21 94.21 93.26 93.85
PP 93.48 93.48 93.48 93.30
S1 92.36 92.36 92.92 92.00
S2 91.63 91.63 92.75
S3 89.78 90.51 92.58
S4 87.93 88.66 92.07
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 91.90 3.39 3.6% 2.05 2.2% 35% False False 11,987
10 95.29 91.82 3.47 3.7% 1.54 1.7% 37% False False 8,589
20 95.29 89.17 6.12 6.6% 1.30 1.4% 64% False False 7,640
40 95.29 83.16 12.13 13.0% 1.32 1.4% 82% False False 6,538
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.25
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 102.46
2.618 99.44
1.618 97.59
1.000 96.45
0.618 95.74
HIGH 94.60
0.618 93.89
0.500 93.68
0.382 93.46
LOW 92.75
0.618 91.61
1.000 90.90
1.618 89.76
2.618 87.91
4.250 84.89
Fisher Pivots for day following 06-Jan-2011
Pivot 1 day 3 day
R1 93.68 93.36
PP 93.48 93.27
S1 93.29 93.18

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

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