NYMEX Light Sweet Crude Oil Future January 2011


Trading Metrics calculated at close of trading on 17-Dec-2010
Day Change Summary
Previous Current
16-Dec-2010 17-Dec-2010 Change Change % Previous Week
Open 88.48 87.87 -0.61 -0.7% 87.68
High 88.65 88.52 -0.13 -0.1% 89.49
Low 87.63 87.01 -0.62 -0.7% 86.83
Close 87.70 88.02 0.32 0.4% 88.02
Range 1.02 1.51 0.49 48.0% 2.66
ATR 1.96 1.93 -0.03 -1.6% 0.00
Volume 203,540 108,151 -95,389 -46.9% 1,185,822
Daily Pivots for day following 17-Dec-2010
Classic Woodie Camarilla DeMark
R4 92.38 91.71 88.85
R3 90.87 90.20 88.44
R2 89.36 89.36 88.30
R1 88.69 88.69 88.16 89.03
PP 87.85 87.85 87.85 88.02
S1 87.18 87.18 87.88 87.52
S2 86.34 86.34 87.74
S3 84.83 85.67 87.60
S4 83.32 84.16 87.19
Weekly Pivots for week ending 17-Dec-2010
Classic Woodie Camarilla DeMark
R4 96.09 94.72 89.48
R3 93.43 92.06 88.75
R2 90.77 90.77 88.51
R1 89.40 89.40 88.26 90.09
PP 88.11 88.11 88.11 88.46
S1 86.74 86.74 87.78 87.43
S2 85.45 85.45 87.53
S3 82.79 84.08 87.29
S4 80.13 81.42 86.56
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.49 86.83 2.66 3.0% 1.61 1.8% 45% False False 237,164
10 90.76 86.83 3.93 4.5% 1.72 2.0% 30% False False 283,500
20 90.76 80.28 10.48 11.9% 2.03 2.3% 74% False False 290,397
40 90.76 80.28 10.48 11.9% 1.93 2.2% 74% False False 208,152
60 90.76 77.24 13.52 15.4% 2.01 2.3% 80% False False 162,532
80 90.76 74.90 15.86 18.0% 1.97 2.2% 83% False False 131,902
100 90.76 73.12 17.64 20.0% 1.90 2.2% 84% False False 107,893
120 90.76 73.12 17.64 20.0% 1.88 2.1% 84% False False 90,924
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 True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.55
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 94.94
2.618 92.47
1.618 90.96
1.000 90.03
0.618 89.45
HIGH 88.52
0.618 87.94
0.500 87.77
0.382 87.59
LOW 87.01
0.618 86.08
1.000 85.50
1.618 84.57
2.618 83.06
4.250 80.59
Fisher Pivots for day following 17-Dec-2010
Pivot 1 day 3 day
R1 87.94 88.00
PP 87.85 87.98
S1 87.77 87.96

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

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