NYMEX Light Sweet Crude Oil Future July 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	92.80	93.02	0.22	0.2%	94.73
High	93.01	94.00	0.99	1.1%	95.29
Low	91.28	92.40	1.12	1.2%	91.28
Close	92.07	93.76	1.69	1.8%	92.07
Range	1.73	1.60	-0.13	-7.5%	4.01
ATR	1.52	1.55	0.03	1.9%	0.00
Volume	25,257	27,388	2,131	8.4%	74,111

Daily Pivots for day following 10-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	98.19	97.57	94.64
R3	96.59	95.97	94.20
R2	94.99	94.99	94.05
R1	94.37	94.37	93.91	94.68
PP	93.39	93.39	93.39	93.54
S1	92.77	92.77	93.61	93.08
S2	91.79	91.79	93.47
S3	90.19	91.17	93.32
S4	88.59	89.57	92.88

Weekly Pivots for week ending 07-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	104.91	102.50	94.28
R3	100.90	98.49	93.17
R2	96.89	96.89	92.81
R1	94.48	94.48	92.44	93.68
PP	92.88	92.88	92.88	92.48
S1	90.47	90.47	91.70	89.67
S2	88.87	88.87	91.33
S3	84.86	86.46	90.97
S4	80.85	82.45	89.86

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	94.81	91.28	3.53	3.8%	2.11	2.3%	70%	False	False	19,623
10	95.29	91.28	4.01	4.3%	1.68	1.8%	62%	False	False	12,885
20	95.29	89.63	5.66	6.0%	1.34	1.4%	73%	False	False	9,480
40	95.29	83.16	12.13	12.9%	1.37	1.5%	87%	False	False	7,614
60	95.29	83.16	12.13	12.9%	1.24	1.3%	87%	False	False	6,174

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.29
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	100.80
2.618	98.19
1.618	96.59
1.000	95.60
0.618	94.99
HIGH	94.00
0.618	93.39
0.500	93.20
0.382	93.01
LOW	92.40
0.618	91.41
1.000	90.80
1.618	89.81
2.618	88.21
4.250	85.60

Fisher Pivots for day following 10-Jan-2011
Pivot	1 day	3 day
R1	93.57	93.49
PP	93.39	93.21
S1	93.20	92.94

Download as Excel Spreadsheet

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

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