NYMEX Light Sweet Crude Oil Future January 2011


Trading Metrics calculated at close of trading on 20-Dec-2010
Day Change Summary
Previous Current
17-Dec-2010 20-Dec-2010 Change Change % Previous Week
Open 87.87 88.18 0.31 0.4% 87.68
High 88.52 88.98 0.46 0.5% 89.49
Low 87.01 87.26 0.25 0.3% 86.83
Close 88.02 88.81 0.79 0.9% 88.02
Range 1.51 1.72 0.21 13.9% 2.66
ATR 1.93 1.91 -0.01 -0.8% 0.00
Volume 108,151 25,932 -82,219 -76.0% 1,185,822
Daily Pivots for day following 20-Dec-2010
Classic Woodie Camarilla DeMark
R4 93.51 92.88 89.76
R3 91.79 91.16 89.28
R2 90.07 90.07 89.13
R1 89.44 89.44 88.97 89.76
PP 88.35 88.35 88.35 88.51
S1 87.72 87.72 88.65 88.04
S2 86.63 86.63 88.49
S3 84.91 86.00 88.34
S4 83.19 84.28 87.86
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 89.09 86.83 2.26 2.5% 1.54 1.7% 88% False False 185,214
10 90.76 86.83 3.93 4.4% 1.78 2.0% 50% False False 258,979
20 90.76 80.28 10.48 11.8% 2.01 2.3% 81% False False 276,113
40 90.76 80.28 10.48 11.8% 1.94 2.2% 81% False False 206,638
60 90.76 77.36 13.40 15.1% 2.00 2.3% 85% False False 161,994
80 90.76 75.52 15.24 17.2% 1.97 2.2% 87% False False 131,973
100 90.76 73.12 17.64 19.9% 1.89 2.1% 89% False False 108,029
120 90.76 73.12 17.64 19.9% 1.88 2.1% 89% False False 91,106
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 False
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.60
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 96.29
2.618 93.48
1.618 91.76
1.000 90.70
0.618 90.04
HIGH 88.98
0.618 88.32
0.500 88.12
0.382 87.92
LOW 87.26
0.618 86.20
1.000 85.54
1.618 84.48
2.618 82.76
4.250 79.95
Fisher Pivots for day following 20-Dec-2010
Pivot 1 day 3 day
R1 88.58 88.54
PP 88.35 88.27
S1 88.12 88.00

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

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