NYMEX Light Sweet Crude Oil Future July 2011


Trading Metrics calculated at close of trading on 10-Jan-2011
Day Change Summary
Previous Current
07-Jan-2011 10-Jan-2011 Change Change % Previous Week
Open 92.80 93.02 0.22 0.2% 94.73
High 93.01 94.00 0.99 1.1% 95.29
Low 91.28 92.40 1.12 1.2% 91.28
Close 92.07 93.76 1.69 1.8% 92.07
Range 1.73 1.60 -0.13 -7.5% 4.01
ATR 1.52 1.55 0.03 1.9% 0.00
Volume 25,257 27,388 2,131 8.4% 74,111
Daily Pivots for day following 10-Jan-2011
Classic Woodie Camarilla DeMark
R4 98.19 97.57 94.64
R3 96.59 95.97 94.20
R2 94.99 94.99 94.05
R1 94.37 94.37 93.91 94.68
PP 93.39 93.39 93.39 93.54
S1 92.77 92.77 93.61 93.08
S2 91.79 91.79 93.47
S3 90.19 91.17 93.32
S4 88.59 89.57 92.88
Weekly Pivots for week ending 07-Jan-2011
Classic Woodie Camarilla DeMark
R4 104.91 102.50 94.28
R3 100.90 98.49 93.17
R2 96.89 96.89 92.81
R1 94.48 94.48 92.44 93.68
PP 92.88 92.88 92.88 92.48
S1 90.47 90.47 91.70 89.67
S2 88.87 88.87 91.33
S3 84.86 86.46 90.97
S4 80.85 82.45 89.86
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.81 91.28 3.53 3.8% 2.11 2.3% 70% False False 19,623
10 95.29 91.28 4.01 4.3% 1.68 1.8% 62% False False 12,885
20 95.29 89.63 5.66 6.0% 1.34 1.4% 73% False False 9,480
40 95.29 83.16 12.13 12.9% 1.37 1.5% 87% False False 7,614
60 95.29 83.16 12.13 12.9% 1.24 1.3% 87% False False 6,174
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.29
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 100.80
2.618 98.19
1.618 96.59
1.000 95.60
0.618 94.99
HIGH 94.00
0.618 93.39
0.500 93.20
0.382 93.01
LOW 92.40
0.618 91.41
1.000 90.80
1.618 89.81
2.618 88.21
4.250 85.60
Fisher Pivots for day following 10-Jan-2011
Pivot 1 day 3 day
R1 93.57 93.49
PP 93.39 93.21
S1 93.20 92.94

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

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