NYMEX Light Sweet Crude Oil Future May 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 94.10 94.59 0.49 0.5% 93.75
High 95.08 94.77 -0.31 -0.3% 94.66
Low 93.63 93.49 -0.14 -0.1% 90.21
Close 94.48 94.00 -0.48 -0.5% 90.98
Range 1.45 1.28 -0.17 -11.7% 4.45
ATR 1.75 1.71 -0.03 -1.9% 0.00
Volume 48,158 57,034 8,876 18.4% 214,800
Daily Pivots for day following 13-Jan-2011
Classic Woodie Camarilla DeMark
R4 97.93 97.24 94.70
R3 96.65 95.96 94.35
R2 95.37 95.37 94.23
R1 94.68 94.68 94.12 94.39
PP 94.09 94.09 94.09 93.94
S1 93.40 93.40 93.88 93.11
S2 92.81 92.81 93.77
S3 91.53 92.12 93.65
S4 90.25 90.84 93.30
Weekly Pivots for week ending 07-Jan-2011
Classic Woodie Camarilla DeMark
R4 105.30 102.59 93.43
R3 100.85 98.14 92.20
R2 96.40 96.40 91.80
R1 93.69 93.69 91.39 92.82
PP 91.95 91.95 91.95 91.52
S1 89.24 89.24 90.57 88.37
S2 87.50 87.50 90.16
S3 83.05 84.79 89.76
S4 78.60 80.34 88.53
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.08 90.21 4.87 5.2% 1.70 1.8% 78% False False 61,834
10 95.08 90.21 4.87 5.2% 2.07 2.2% 78% False False 46,477
20 95.08 89.70 5.38 5.7% 1.60 1.7% 80% False False 31,943
40 95.08 82.22 12.86 13.7% 1.64 1.7% 92% False False 22,622
60 95.08 82.22 12.86 13.7% 1.52 1.6% 92% False False 17,964
80 95.08 79.39 15.69 16.7% 1.45 1.5% 93% False False 14,997
100 95.08 75.91 19.17 20.4% 1.30 1.4% 94% False False 12,857
120 95.08 75.91 19.17 20.4% 1.19 1.3% 94% False False 11,082
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.45
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 100.21
2.618 98.12
1.618 96.84
1.000 96.05
0.618 95.56
HIGH 94.77
0.618 94.28
0.500 94.13
0.382 93.98
LOW 93.49
0.618 92.70
1.000 92.21
1.618 91.42
2.618 90.14
4.250 88.05
Fisher Pivots for day following 13-Jan-2011
Pivot 1 day 3 day
R1 94.13 93.88
PP 94.09 93.76
S1 94.04 93.64

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

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