NYMEX Light Sweet Crude Oil Future August 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 95.35 95.82 0.47 0.5% 94.43
High 96.32 95.96 -0.36 -0.4% 95.47
Low 94.97 94.83 -0.14 -0.1% 91.78
Close 95.77 95.38 -0.39 -0.4% 92.40
Range 1.35 1.13 -0.22 -16.3% 3.69
ATR 1.47 1.44 -0.02 -1.6% 0.00
Volume 5,834 10,582 4,748 81.4% 36,089
Daily Pivots for day following 13-Jan-2011
Classic Woodie Camarilla DeMark
R4 98.78 98.21 96.00
R3 97.65 97.08 95.69
R2 96.52 96.52 95.59
R1 95.95 95.95 95.48 95.67
PP 95.39 95.39 95.39 95.25
S1 94.82 94.82 95.28 94.54
S2 94.26 94.26 95.17
S3 93.13 93.69 95.07
S4 92.00 92.56 94.76
Weekly Pivots for week ending 07-Jan-2011
Classic Woodie Camarilla DeMark
R4 104.29 102.03 94.43
R3 100.60 98.34 93.41
R2 96.91 96.91 93.08
R1 94.65 94.65 92.74 93.94
PP 93.22 93.22 93.22 92.86
S1 90.96 90.96 92.06 90.25
S2 89.53 89.53 91.72
S3 85.84 87.27 91.39
S4 82.15 83.58 90.37
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.32 91.78 4.54 4.8% 1.32 1.4% 79% False False 10,599
10 96.32 91.78 4.54 4.8% 1.70 1.8% 79% False False 8,403
20 96.32 90.58 5.74 6.0% 1.31 1.4% 84% False False 6,110
40 96.32 83.43 12.89 13.5% 1.22 1.3% 93% False False 5,099
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 0.27
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 100.76
2.618 98.92
1.618 97.79
1.000 97.09
0.618 96.66
HIGH 95.96
0.618 95.53
0.500 95.40
0.382 95.26
LOW 94.83
0.618 94.13
1.000 93.70
1.618 93.00
2.618 91.87
4.250 90.03
Fisher Pivots for day following 13-Jan-2011
Pivot 1 day 3 day
R1 95.40 95.29
PP 95.39 95.19
S1 95.39 95.10

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

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