NYMEX Light Sweet Crude Oil Future August 2011


Trading Metrics calculated at close of trading on 04-Jan-2011
Day Change Summary
Previous Current
03-Jan-2011 04-Jan-2011 Change Change % Previous Week
Open 94.43 94.80 0.37 0.4% 93.67
High 95.47 95.15 -0.32 -0.3% 94.28
Low 94.33 92.48 -1.85 -2.0% 92.03
Close 94.65 93.33 -1.32 -1.4% 94.23
Range 1.14 2.67 1.53 134.2% 2.25
ATR 1.19 1.29 0.11 8.9% 0.00
Volume 2,028 3,729 1,701 83.9% 20,382
Daily Pivots for day following 04-Jan-2011
Classic Woodie Camarilla DeMark
R4 101.66 100.17 94.80
R3 98.99 97.50 94.06
R2 96.32 96.32 93.82
R1 94.83 94.83 93.57 94.24
PP 93.65 93.65 93.65 93.36
S1 92.16 92.16 93.09 91.57
S2 90.98 90.98 92.84
S3 88.31 89.49 92.60
S4 85.64 86.82 91.86
Weekly Pivots for week ending 31-Dec-2010
Classic Woodie Camarilla DeMark
R4 100.26 99.50 95.47
R3 98.01 97.25 94.85
R2 95.76 95.76 94.64
R1 95.00 95.00 94.44 95.38
PP 93.51 93.51 93.51 93.71
S1 92.75 92.75 94.02 93.13
S2 91.26 91.26 93.82
S3 89.01 90.50 93.61
S4 86.76 88.25 92.99
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.47 92.03 3.44 3.7% 1.70 1.8% 38% False False 4,087
10 95.47 91.91 3.56 3.8% 1.21 1.3% 40% False False 3,570
20 95.47 89.40 6.07 6.5% 1.20 1.3% 65% False False 4,471
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.21
Widest range in 37 trading days
Fibonacci Retracements and Extensions
4.250 106.50
2.618 102.14
1.618 99.47
1.000 97.82
0.618 96.80
HIGH 95.15
0.618 94.13
0.500 93.82
0.382 93.50
LOW 92.48
0.618 90.83
1.000 89.81
1.618 88.16
2.618 85.49
4.250 81.13
Fisher Pivots for day following 04-Jan-2011
Pivot 1 day 3 day
R1 93.82 93.75
PP 93.65 93.61
S1 93.49 93.47

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

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