NYMEX Light Sweet Crude Oil Future February 2011


Trading Metrics calculated at close of trading on 10-Dec-2010
Day Change Summary
Previous Current
09-Dec-2010 10-Dec-2010 Change Change % Previous Week
Open 89.10 88.99 -0.11 -0.1% 89.82
High 89.86 89.48 -0.38 -0.4% 91.17
Low 88.21 87.62 -0.59 -0.7% 87.62
Close 88.88 88.31 -0.57 -0.6% 88.31
Range 1.65 1.86 0.21 12.7% 3.55
ATR 2.02 2.01 -0.01 -0.6% 0.00
Volume 159,818 158,546 -1,272 -0.8% 734,862
Daily Pivots for day following 10-Dec-2010
Classic Woodie Camarilla DeMark
R4 94.05 93.04 89.33
R3 92.19 91.18 88.82
R2 90.33 90.33 88.65
R1 89.32 89.32 88.48 88.90
PP 88.47 88.47 88.47 88.26
S1 87.46 87.46 88.14 87.04
S2 86.61 86.61 87.97
S3 84.75 85.60 87.80
S4 82.89 83.74 87.29
Weekly Pivots for week ending 10-Dec-2010
Classic Woodie Camarilla DeMark
R4 99.68 97.55 90.26
R3 96.13 94.00 89.29
R2 92.58 92.58 88.96
R1 90.45 90.45 88.64 89.74
PP 89.03 89.03 89.03 88.68
S1 86.90 86.90 87.98 86.19
S2 85.48 85.48 87.66
S3 81.93 83.35 87.33
S4 78.38 79.80 86.36
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.17 87.62 3.55 4.0% 1.77 2.0% 19% False True 146,972
10 91.17 84.09 7.08 8.0% 2.07 2.3% 60% False False 110,237
20 91.17 80.89 10.28 11.6% 2.14 2.4% 72% False False 86,267
40 91.17 80.89 10.28 11.6% 2.01 2.3% 72% False False 60,954
60 91.17 77.34 13.83 15.7% 1.95 2.2% 79% False False 49,237
80 91.17 73.76 17.41 19.7% 1.85 2.1% 84% False False 40,202
100 91.17 73.76 17.41 19.7% 1.75 2.0% 84% False False 33,250
120 91.17 73.76 17.41 19.7% 1.66 1.9% 84% False False 28,074
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.47
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 97.39
2.618 94.35
1.618 92.49
1.000 91.34
0.618 90.63
HIGH 89.48
0.618 88.77
0.500 88.55
0.382 88.33
LOW 87.62
0.618 86.47
1.000 85.76
1.618 84.61
2.618 82.75
4.250 79.72
Fisher Pivots for day following 10-Dec-2010
Pivot 1 day 3 day
R1 88.55 88.74
PP 88.47 88.60
S1 88.39 88.45

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

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