NYMEX Light Sweet Crude Oil Future September 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	93.48	93.67	0.19	0.2%	94.77
High	93.49	94.51	1.02	1.1%	95.53
Low	91.94	92.87	0.93	1.0%	91.94
Close	92.64	94.35	1.71	1.8%	92.64
Range	1.55	1.64	0.09	5.8%	3.59
ATR	1.22	1.27	0.05	3.8%	0.00
Volume	8,964	7,290	-1,674	-18.7%	28,196

Daily Pivots for day following 10-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	98.83	98.23	95.25
R3	97.19	96.59	94.80
R2	95.55	95.55	94.65
R1	94.95	94.95	94.50	95.25
PP	93.91	93.91	93.91	94.06
S1	93.31	93.31	94.20	93.61
S2	92.27	92.27	94.05
S3	90.63	91.67	93.90
S4	88.99	90.03	93.45

Weekly Pivots for week ending 07-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	104.14	101.98	94.61
R3	100.55	98.39	93.63
R2	96.96	96.96	93.30
R1	94.80	94.80	92.97	94.09
PP	93.37	93.37	93.37	93.01
S1	91.21	91.21	92.31	90.50
S2	89.78	89.78	91.98
S3	86.19	87.62	91.65
S4	82.60	84.03	90.67

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	95.30	91.94	3.36	3.6%	1.93	2.0%	72%	False	False	6,762
10	95.53	91.94	3.59	3.8%	1.54	1.6%	67%	False	False	4,845
20	95.53	89.83	5.70	6.0%	1.19	1.3%	79%	False	False	4,536

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	101.48
2.618	98.80
1.618	97.16
1.000	96.15
0.618	95.52
HIGH	94.51
0.618	93.88
0.500	93.69
0.382	93.50
LOW	92.87
0.618	91.86
1.000	91.23
1.618	90.22
2.618	88.58
4.250	85.90

Fisher Pivots for day following 10-Jan-2011
Pivot	1 day	3 day
R1	94.13	94.08
PP	93.91	93.82
S1	93.69	93.55

Download as Excel Spreadsheet

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

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