NYMEX Light Sweet Crude Oil Future September 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 93.48 93.67 0.19 0.2% 94.77
High 93.49 94.51 1.02 1.1% 95.53
Low 91.94 92.87 0.93 1.0% 91.94
Close 92.64 94.35 1.71 1.8% 92.64
Range 1.55 1.64 0.09 5.8% 3.59
ATR 1.22 1.27 0.05 3.8% 0.00
Volume 8,964 7,290 -1,674 -18.7% 28,196
Daily Pivots for day following 10-Jan-2011
Classic Woodie Camarilla DeMark
R4 98.83 98.23 95.25
R3 97.19 96.59 94.80
R2 95.55 95.55 94.65
R1 94.95 94.95 94.50 95.25
PP 93.91 93.91 93.91 94.06
S1 93.31 93.31 94.20 93.61
S2 92.27 92.27 94.05
S3 90.63 91.67 93.90
S4 88.99 90.03 93.45
Weekly Pivots for week ending 07-Jan-2011
Classic Woodie Camarilla DeMark
R4 104.14 101.98 94.61
R3 100.55 98.39 93.63
R2 96.96 96.96 93.30
R1 94.80 94.80 92.97 94.09
PP 93.37 93.37 93.37 93.01
S1 91.21 91.21 92.31 90.50
S2 89.78 89.78 91.98
S3 86.19 87.62 91.65
S4 82.60 84.03 90.67
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.30 91.94 3.36 3.6% 1.93 2.0% 72% False False 6,762
10 95.53 91.94 3.59 3.8% 1.54 1.6% 67% False False 4,845
20 95.53 89.83 5.70 6.0% 1.19 1.3% 79% False False 4,536
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 101.48
2.618 98.80
1.618 97.16
1.000 96.15
0.618 95.52
HIGH 94.51
0.618 93.88
0.500 93.69
0.382 93.50
LOW 92.87
0.618 91.86
1.000 91.23
1.618 90.22
2.618 88.58
4.250 85.90
Fisher Pivots for day following 10-Jan-2011
Pivot 1 day 3 day
R1 94.13 94.08
PP 93.91 93.82
S1 93.69 93.55

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

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