NYMEX Light Sweet Crude Oil Future August 2011


Trading Metrics calculated at close of trading on 07-Jan-2011
Day Change Summary
Previous Current
06-Jan-2011 07-Jan-2011 Change Change % Previous Week
Open 94.96 93.12 -1.84 -1.9% 94.43
High 94.96 93.12 -1.84 -1.9% 95.47
Low 93.39 91.78 -1.61 -1.7% 91.78
Close 93.46 92.40 -1.06 -1.1% 92.40
Range 1.57 1.34 -0.23 -14.6% 3.69
ATR 1.41 1.43 0.02 1.4% 0.00
Volume 9,741 12,029 2,288 23.5% 36,089
Daily Pivots for day following 07-Jan-2011
Classic Woodie Camarilla DeMark
R4 96.45 95.77 93.14
R3 95.11 94.43 92.77
R2 93.77 93.77 92.65
R1 93.09 93.09 92.52 92.76
PP 92.43 92.43 92.43 92.27
S1 91.75 91.75 92.28 91.42
S2 91.09 91.09 92.15
S3 89.75 90.41 92.03
S4 88.41 89.07 91.66
Weekly Pivots for week ending 07-Jan-2011
Classic Woodie Camarilla DeMark
R4 104.29 102.03 94.43
R3 100.60 98.34 93.41
R2 96.91 96.91 93.08
R1 94.65 94.65 92.74 93.94
PP 93.22 93.22 93.22 92.86
S1 90.96 90.96 92.06 90.25
S2 89.53 89.53 91.72
S3 85.84 87.27 91.39
S4 82.15 83.58 90.37
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.47 91.78 3.69 4.0% 1.89 2.0% 17% False True 7,217
10 95.47 91.78 3.69 4.0% 1.56 1.7% 17% False True 5,647
20 95.47 89.48 5.99 6.5% 1.28 1.4% 49% False False 5,005
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 0.27
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 98.82
2.618 96.63
1.618 95.29
1.000 94.46
0.618 93.95
HIGH 93.12
0.618 92.61
0.500 92.45
0.382 92.29
LOW 91.78
0.618 90.95
1.000 90.44
1.618 89.61
2.618 88.27
4.250 86.09
Fisher Pivots for day following 07-Jan-2011
Pivot 1 day 3 day
R1 92.45 93.37
PP 92.43 93.05
S1 92.42 92.72

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

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