NYMEX Light Sweet Crude Oil Future September 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 95.57 96.05 0.48 0.5% 94.77
High 96.50 96.18 -0.32 -0.3% 95.53
Low 95.41 95.50 0.09 0.1% 91.94
Close 95.99 95.62 -0.37 -0.4% 92.64
Range 1.09 0.68 -0.41 -37.6% 3.59
ATR 1.29 1.24 -0.04 -3.4% 0.00
Volume 6,918 9,133 2,215 32.0% 28,196
Daily Pivots for day following 13-Jan-2011
Classic Woodie Camarilla DeMark
R4 97.81 97.39 95.99
R3 97.13 96.71 95.81
R2 96.45 96.45 95.74
R1 96.03 96.03 95.68 95.90
PP 95.77 95.77 95.77 95.70
S1 95.35 95.35 95.56 95.22
S2 95.09 95.09 95.50
S3 94.41 94.67 95.43
S4 93.73 93.99 95.25
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 96.50 91.94 4.56 4.8% 1.34 1.4% 81% False False 8,347
10 96.50 91.94 4.56 4.8% 1.61 1.7% 81% False False 6,389
20 96.50 90.73 5.77 6.0% 1.19 1.2% 85% False False 5,297
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.26
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 99.07
2.618 97.96
1.618 97.28
1.000 96.86
0.618 96.60
HIGH 96.18
0.618 95.92
0.500 95.84
0.382 95.76
LOW 95.50
0.618 95.08
1.000 94.82
1.618 94.40
2.618 93.72
4.250 92.61
Fisher Pivots for day following 13-Jan-2011
Pivot 1 day 3 day
R1 95.84 95.51
PP 95.77 95.40
S1 95.69 95.30

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

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