NYMEX Light Sweet Crude Oil Future January 2011


Trading Metrics calculated at close of trading on 09-Dec-2010
Day Change Summary
Previous Current
08-Dec-2010 09-Dec-2010 Change Change % Previous Week
Open 88.35 88.55 0.20 0.2% 83.90
High 88.99 89.42 0.43 0.5% 89.49
Low 87.33 87.71 0.38 0.4% 83.55
Close 88.28 88.37 0.09 0.1% 89.19
Range 1.66 1.71 0.05 3.0% 5.94
ATR 2.13 2.10 -0.03 -1.4% 0.00
Volume 343,028 323,790 -19,238 -5.6% 1,588,794
Daily Pivots for day following 09-Dec-2010
Classic Woodie Camarilla DeMark
R4 93.63 92.71 89.31
R3 91.92 91.00 88.84
R2 90.21 90.21 88.68
R1 89.29 89.29 88.53 88.90
PP 88.50 88.50 88.50 88.30
S1 87.58 87.58 88.21 87.19
S2 86.79 86.79 88.06
S3 85.08 85.87 87.90
S4 83.37 84.16 87.43
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 87.14 3.62 4.1% 1.93 2.2% 34% False False 340,388
10 90.76 82.78 7.98 9.0% 2.12 2.4% 70% False False 311,600
20 90.76 80.28 10.48 11.9% 2.18 2.5% 77% False False 281,320
40 90.76 80.28 10.48 11.9% 2.10 2.4% 77% False False 182,393
60 90.76 76.41 14.35 16.2% 2.03 2.3% 83% False False 143,056
80 90.76 73.12 17.64 20.0% 1.97 2.2% 86% False False 114,828
100 90.76 73.12 17.64 20.0% 1.90 2.2% 86% False False 93,702
120 90.76 73.12 17.64 20.0% 1.87 2.1% 86% False False 78,907
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.53
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 96.69
2.618 93.90
1.618 92.19
1.000 91.13
0.618 90.48
HIGH 89.42
0.618 88.77
0.500 88.57
0.382 88.36
LOW 87.71
0.618 86.65
1.000 86.00
1.618 84.94
2.618 83.23
4.250 80.44
Fisher Pivots for day following 09-Dec-2010
Pivot 1 day 3 day
R1 88.57 89.05
PP 88.50 88.82
S1 88.44 88.60

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

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