NYMEX Light Sweet Crude Oil Future August 2011


Trading Metrics calculated at close of trading on 12-Jan-2011
Day Change Summary
Previous Current
11-Jan-2011 12-Jan-2011 Change Change % Previous Week
Open 94.10 95.35 1.25 1.3% 94.43
High 95.63 96.32 0.69 0.7% 95.47
Low 93.87 94.97 1.10 1.2% 91.78
Close 95.62 95.77 0.15 0.2% 92.40
Range 1.76 1.35 -0.41 -23.3% 3.69
ATR 1.48 1.47 -0.01 -0.6% 0.00
Volume 12,003 5,834 -6,169 -51.4% 36,089
Daily Pivots for day following 12-Jan-2011
Classic Woodie Camarilla DeMark
R4 99.74 99.10 96.51
R3 98.39 97.75 96.14
R2 97.04 97.04 96.02
R1 96.40 96.40 95.89 96.72
PP 95.69 95.69 95.69 95.85
S1 95.05 95.05 95.65 95.37
S2 94.34 94.34 95.52
S3 92.99 93.70 95.40
S4 91.64 92.35 95.03
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 96.32 91.78 4.54 4.7% 1.41 1.5% 88% True False 10,430
10 96.32 91.78 4.54 4.7% 1.77 1.8% 88% True False 7,803
20 96.32 89.80 6.52 6.8% 1.33 1.4% 92% True False 5,733
40 96.32 83.43 12.89 13.5% 1.23 1.3% 96% True False 4,864
Crabel Price Patterns
NR True
NR4 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 102.06
2.618 99.85
1.618 98.50
1.000 97.67
0.618 97.15
HIGH 96.32
0.618 95.80
0.500 95.65
0.382 95.49
LOW 94.97
0.618 94.14
1.000 93.62
1.618 92.79
2.618 91.44
4.250 89.23
Fisher Pivots for day following 12-Jan-2011
Pivot 1 day 3 day
R1 95.73 95.43
PP 95.69 95.08
S1 95.65 94.74

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

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