NYMEX Light Sweet Crude Oil Future September 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 95.00 93.31 -1.69 -1.8% 93.85
High 95.30 95.14 -0.16 -0.2% 94.35
Low 92.74 92.77 0.03 0.0% 92.20
Close 93.51 94.92 1.41 1.5% 94.34
Range 2.56 2.37 -0.19 -7.4% 2.15
ATR 1.06 1.15 0.09 8.9% 0.00
Volume 3,020 6,673 3,653 121.0% 16,876
Daily Pivots for day following 05-Jan-2011
Classic Woodie Camarilla DeMark
R4 101.39 100.52 96.22
R3 99.02 98.15 95.57
R2 96.65 96.65 95.35
R1 95.78 95.78 95.14 96.22
PP 94.28 94.28 94.28 94.49
S1 93.41 93.41 94.70 93.85
S2 91.91 91.91 94.49
S3 89.54 91.04 94.27
S4 87.17 88.67 93.62
Weekly Pivots for week ending 31-Dec-2010
Classic Woodie Camarilla DeMark
R4 100.08 99.36 95.52
R3 97.93 97.21 94.93
R2 95.78 95.78 94.73
R1 95.06 95.06 94.54 95.42
PP 93.63 93.63 93.63 93.81
S1 92.91 92.91 94.14 93.27
S2 91.48 91.48 93.95
S3 89.33 90.76 93.75
S4 87.18 88.61 93.16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.53 92.20 3.33 3.5% 1.94 2.0% 82% False False 3,714
10 95.53 92.20 3.33 3.5% 1.29 1.4% 82% False False 3,348
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.20
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 105.21
2.618 101.34
1.618 98.97
1.000 97.51
0.618 96.60
HIGH 95.14
0.618 94.23
0.500 93.96
0.382 93.68
LOW 92.77
0.618 91.31
1.000 90.40
1.618 88.94
2.618 86.57
4.250 82.70
Fisher Pivots for day following 05-Jan-2011
Pivot 1 day 3 day
R1 94.60 94.66
PP 94.28 94.40
S1 93.96 94.14

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

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