NYMEX Light Sweet Crude Oil Future February 2011


Trading Metrics calculated at close of trading on 16-Dec-2010
Day Change Summary
Previous Current
15-Dec-2010 16-Dec-2010 Change Change % Previous Week
Open 88.77 89.11 0.34 0.4% 89.82
High 89.67 89.49 -0.18 -0.2% 91.17
Low 87.43 88.34 0.91 1.0% 87.62
Close 89.24 88.40 -0.84 -0.9% 88.31
Range 2.24 1.15 -1.09 -48.7% 3.55
ATR 1.97 1.91 -0.06 -3.0% 0.00
Volume 139,482 193,930 54,448 39.0% 734,862
Daily Pivots for day following 16-Dec-2010
Classic Woodie Camarilla DeMark
R4 92.19 91.45 89.03
R3 91.04 90.30 88.72
R2 89.89 89.89 88.61
R1 89.15 89.15 88.51 88.95
PP 88.74 88.74 88.74 88.64
S1 88.00 88.00 88.29 87.80
S2 87.59 87.59 88.19
S3 86.44 86.85 88.08
S4 85.29 85.70 87.77
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 90.00 87.43 2.57 2.9% 1.69 1.9% 38% False False 152,775
10 91.17 87.43 3.74 4.2% 1.77 2.0% 26% False False 144,665
20 91.17 80.89 10.28 11.6% 2.00 2.3% 73% False False 105,573
40 91.17 80.89 10.28 11.6% 1.88 2.1% 73% False False 73,074
60 91.17 77.34 13.83 15.6% 1.93 2.2% 80% False False 58,115
80 91.17 73.76 17.41 19.7% 1.86 2.1% 84% False False 47,431
100 91.17 73.76 17.41 19.7% 1.77 2.0% 84% False False 39,118
120 91.17 73.76 17.41 19.7% 1.68 1.9% 84% False False 33,058
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.59
Narrowest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 94.38
2.618 92.50
1.618 91.35
1.000 90.64
0.618 90.20
HIGH 89.49
0.618 89.05
0.500 88.92
0.382 88.78
LOW 88.34
0.618 87.63
1.000 87.19
1.618 86.48
2.618 85.33
4.250 83.45
Fisher Pivots for day following 16-Dec-2010
Pivot 1 day 3 day
R1 88.92 88.55
PP 88.74 88.50
S1 88.57 88.45

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

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