NYMEX Light Sweet Crude Oil Future August 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 93.12 93.15 0.03 0.0% 94.43
High 93.12 94.18 1.06 1.1% 95.47
Low 91.78 93.15 1.37 1.5% 91.78
Close 92.40 94.10 1.70 1.8% 92.40
Range 1.34 1.03 -0.31 -23.1% 3.69
ATR 1.43 1.45 0.03 1.8% 0.00
Volume 12,029 12,547 518 4.3% 36,089
Daily Pivots for day following 10-Jan-2011
Classic Woodie Camarilla DeMark
R4 96.90 96.53 94.67
R3 95.87 95.50 94.38
R2 94.84 94.84 94.29
R1 94.47 94.47 94.19 94.66
PP 93.81 93.81 93.81 93.90
S1 93.44 93.44 94.01 93.63
S2 92.78 92.78 93.91
S3 91.75 92.41 93.82
S4 90.72 91.38 93.53
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 95.15 91.78 3.37 3.6% 1.87 2.0% 69% False False 9,321
10 95.47 91.78 3.69 3.9% 1.58 1.7% 63% False False 6,552
20 95.47 89.80 5.67 6.0% 1.28 1.4% 76% False False 5,402
40 95.47 83.43 12.04 12.8% 1.15 1.2% 89% False False 4,595
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 0.27
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 98.56
2.618 96.88
1.618 95.85
1.000 95.21
0.618 94.82
HIGH 94.18
0.618 93.79
0.500 93.67
0.382 93.54
LOW 93.15
0.618 92.51
1.000 92.12
1.618 91.48
2.618 90.45
4.250 88.77
Fisher Pivots for day following 10-Jan-2011
Pivot 1 day 3 day
R1 93.96 93.86
PP 93.81 93.61
S1 93.67 93.37

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

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