NYMEX Light Sweet Crude Oil Future January 2011


Trading Metrics calculated at close of trading on 14-Dec-2010
Day Change Summary
Previous Current
13-Dec-2010 14-Dec-2010 Change Change % Previous Week
Open 87.68 88.19 0.51 0.6% 89.44
High 89.49 88.95 -0.54 -0.6% 90.76
Low 87.44 87.74 0.30 0.3% 87.10
Close 88.61 88.28 -0.33 -0.4% 87.79
Range 2.05 1.21 -0.84 -41.0% 3.66
ATR 2.08 2.02 -0.06 -3.0% 0.00
Volume 285,683 260,048 -25,635 -9.0% 1,649,187
Daily Pivots for day following 14-Dec-2010
Classic Woodie Camarilla DeMark
R4 91.95 91.33 88.95
R3 90.74 90.12 88.61
R2 89.53 89.53 88.50
R1 88.91 88.91 88.39 89.22
PP 88.32 88.32 88.32 88.48
S1 87.70 87.70 88.17 88.01
S2 87.11 87.11 88.06
S3 85.90 86.49 87.95
S4 84.69 85.28 87.61
Weekly Pivots for week ending 10-Dec-2010
Classic Woodie Camarilla DeMark
R4 99.53 97.32 89.80
R3 95.87 93.66 88.80
R2 92.21 92.21 88.46
R1 90.00 90.00 88.13 89.28
PP 88.55 88.55 88.55 88.19
S1 86.34 86.34 87.45 85.62
S2 84.89 84.89 87.12
S3 81.23 82.68 86.78
S4 77.57 79.02 85.78
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.49 87.10 2.39 2.7% 1.71 1.9% 49% False False 298,835
10 90.76 83.63 7.13 8.1% 2.00 2.3% 65% False False 315,295
20 90.76 80.28 10.48 11.9% 2.15 2.4% 76% False False 294,468
40 90.76 80.28 10.48 11.9% 2.04 2.3% 76% False False 198,354
60 90.76 76.41 14.35 16.3% 2.02 2.3% 83% False False 154,584
80 90.76 73.12 17.64 20.0% 1.97 2.2% 86% False False 124,445
100 90.76 73.12 17.64 20.0% 1.90 2.2% 86% False False 101,698
120 90.76 73.12 17.64 20.0% 1.88 2.1% 86% False False 85,713
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.52
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 94.09
2.618 92.12
1.618 90.91
1.000 90.16
0.618 89.70
HIGH 88.95
0.618 88.49
0.500 88.35
0.382 88.20
LOW 87.74
0.618 86.99
1.000 86.53
1.618 85.78
2.618 84.57
4.250 82.60
Fisher Pivots for day following 14-Dec-2010
Pivot 1 day 3 day
R1 88.35 88.30
PP 88.32 88.29
S1 88.30 88.29

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

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