NYMEX Light Sweet Crude Oil Future January 2011


Trading Metrics calculated at close of trading on 08-Dec-2010
Day Change Summary
Previous Current
07-Dec-2010 08-Dec-2010 Change Change % Previous Week
Open 88.92 88.35 -0.57 -0.6% 83.90
High 90.76 88.99 -1.77 -2.0% 89.49
Low 88.04 87.33 -0.71 -0.8% 83.55
Close 88.69 88.28 -0.41 -0.5% 89.19
Range 2.72 1.66 -1.06 -39.0% 5.94
ATR 2.16 2.13 -0.04 -1.7% 0.00
Volume 429,593 343,028 -86,565 -20.2% 1,588,794
Daily Pivots for day following 08-Dec-2010
Classic Woodie Camarilla DeMark
R4 93.18 92.39 89.19
R3 91.52 90.73 88.74
R2 89.86 89.86 88.58
R1 89.07 89.07 88.43 88.64
PP 88.20 88.20 88.20 87.98
S1 87.41 87.41 88.13 86.98
S2 86.54 86.54 87.98
S3 84.88 85.75 87.82
S4 83.22 84.09 87.37
Weekly Pivots for week ending 03-Dec-2010
Classic Woodie Camarilla DeMark
R4 105.23 103.15 92.46
R3 99.29 97.21 90.82
R2 93.35 93.35 90.28
R1 91.27 91.27 89.73 92.31
PP 87.41 87.41 87.41 87.93
S1 85.33 85.33 88.65 86.37
S2 81.47 81.47 88.10
S3 75.53 79.39 87.56
S4 69.59 73.45 85.92
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.76 86.27 4.49 5.1% 1.96 2.2% 45% False False 337,873
10 90.76 80.97 9.79 11.1% 2.28 2.6% 75% False False 309,819
20 90.76 80.28 10.48 11.9% 2.19 2.5% 76% False False 272,265
40 90.76 80.28 10.48 11.9% 2.09 2.4% 76% False False 175,878
60 90.76 76.41 14.35 16.3% 2.02 2.3% 83% False False 138,341
80 90.76 73.12 17.64 20.0% 1.97 2.2% 86% False False 110,876
100 90.76 73.12 17.64 20.0% 1.90 2.1% 86% False False 90,494
120 90.76 73.12 17.64 20.0% 1.87 2.1% 86% False False 76,231
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 0.45
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 96.05
2.618 93.34
1.618 91.68
1.000 90.65
0.618 90.02
HIGH 88.99
0.618 88.36
0.500 88.16
0.382 87.96
LOW 87.33
0.618 86.30
1.000 85.67
1.618 84.64
2.618 82.98
4.250 80.28
Fisher Pivots for day following 08-Dec-2010
Pivot 1 day 3 day
R1 88.24 89.05
PP 88.20 88.79
S1 88.16 88.54

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

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