NYMEX Light Sweet Crude Oil Future August 2011


Trading Metrics calculated at close of trading on 11-Jan-2011
Day Change Summary
Previous Current
10-Jan-2011 11-Jan-2011 Change Change % Previous Week
Open 93.15 94.10 0.95 1.0% 94.43
High 94.18 95.63 1.45 1.5% 95.47
Low 93.15 93.87 0.72 0.8% 91.78
Close 94.10 95.62 1.52 1.6% 92.40
Range 1.03 1.76 0.73 70.9% 3.69
ATR 1.45 1.48 0.02 1.5% 0.00
Volume 12,547 12,003 -544 -4.3% 36,089
Daily Pivots for day following 11-Jan-2011
Classic Woodie Camarilla DeMark
R4 100.32 99.73 96.59
R3 98.56 97.97 96.10
R2 96.80 96.80 95.94
R1 96.21 96.21 95.78 96.51
PP 95.04 95.04 95.04 95.19
S1 94.45 94.45 95.46 94.75
S2 93.28 93.28 95.30
S3 91.52 92.69 95.14
S4 89.76 90.93 94.65
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 95.63 91.78 3.85 4.0% 1.68 1.8% 100% True False 10,976
10 95.63 91.78 3.85 4.0% 1.69 1.8% 100% True False 7,531
20 95.63 89.80 5.83 6.1% 1.30 1.4% 100% True False 5,923
40 95.63 83.43 12.20 12.8% 1.19 1.2% 100% True False 4,802
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 103.11
2.618 100.24
1.618 98.48
1.000 97.39
0.618 96.72
HIGH 95.63
0.618 94.96
0.500 94.75
0.382 94.54
LOW 93.87
0.618 92.78
1.000 92.11
1.618 91.02
2.618 89.26
4.250 86.39
Fisher Pivots for day following 11-Jan-2011
Pivot 1 day 3 day
R1 95.33 94.98
PP 95.04 94.34
S1 94.75 93.71

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

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