NYMEX Light Sweet Crude Oil Future January 2011


Trading Metrics calculated at close of trading on 01-Dec-2010
Day Change Summary
Previous Current
30-Nov-2010 01-Dec-2010 Change Change % Previous Week
Open 85.81 83.66 -2.15 -2.5% 82.15
High 85.90 86.95 1.05 1.2% 84.53
Low 83.55 83.63 0.08 0.1% 80.28
Close 84.11 86.75 2.64 3.1% 83.76
Range 2.35 3.32 0.97 41.3% 4.25
ATR 2.11 2.20 0.09 4.1% 0.00
Volume 315,147 312,439 -2,708 -0.9% 1,072,525
Daily Pivots for day following 01-Dec-2010
Classic Woodie Camarilla DeMark
R4 95.74 94.56 88.58
R3 92.42 91.24 87.66
R2 89.10 89.10 87.36
R1 87.92 87.92 87.05 88.51
PP 85.78 85.78 85.78 86.07
S1 84.60 84.60 86.45 85.19
S2 82.46 82.46 86.14
S3 79.14 81.28 85.84
S4 75.82 77.96 84.92
Weekly Pivots for week ending 26-Nov-2010
Classic Woodie Camarilla DeMark
R4 95.61 93.93 86.10
R3 91.36 89.68 84.93
R2 87.11 87.11 84.54
R1 85.43 85.43 84.15 86.27
PP 82.86 82.86 82.86 83.28
S1 81.18 81.18 83.37 82.02
S2 78.61 78.61 82.98
S3 74.36 76.93 82.59
S4 70.11 72.68 81.42
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 86.95 80.97 5.98 6.9% 2.59 3.0% 97% True False 281,765
10 86.95 80.28 6.67 7.7% 2.37 2.7% 97% True False 289,974
20 89.10 80.28 8.82 10.2% 2.14 2.5% 73% False False 212,782
40 89.10 80.28 8.82 10.2% 2.11 2.4% 73% False False 144,547
60 89.10 76.41 12.69 14.6% 1.99 2.3% 81% False False 113,872
80 89.10 73.12 15.98 18.4% 1.95 2.3% 85% False False 90,477
100 89.10 73.12 15.98 18.4% 1.89 2.2% 85% False False 73,847
120 89.10 73.12 15.98 18.4% 1.84 2.1% 85% False False 62,357
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.35
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 101.06
2.618 95.64
1.618 92.32
1.000 90.27
0.618 89.00
HIGH 86.95
0.618 85.68
0.500 85.29
0.382 84.90
LOW 83.63
0.618 81.58
1.000 80.31
1.618 78.26
2.618 74.94
4.250 69.52
Fisher Pivots for day following 01-Dec-2010
Pivot 1 day 3 day
R1 86.26 86.25
PP 85.78 85.75
S1 85.29 85.25

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

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