NYMEX Light Sweet Crude Oil Future February 2011


Trading Metrics calculated at close of trading on 28-Dec-2010
Day Change Summary
Previous Current
27-Dec-2010 28-Dec-2010 Change Change % Previous Week
Open 91.07 90.79 -0.28 -0.3% 88.78
High 91.88 91.67 -0.21 -0.2% 91.63
Low 90.51 90.75 0.24 0.3% 87.73
Close 91.00 91.49 0.49 0.5% 91.51
Range 1.37 0.92 -0.45 -32.8% 3.90
ATR 1.70 1.65 -0.06 -3.3% 0.00
Volume 145,007 91,143 -53,864 -37.1% 728,503
Daily Pivots for day following 28-Dec-2010
Classic Woodie Camarilla DeMark
R4 94.06 93.70 92.00
R3 93.14 92.78 91.74
R2 92.22 92.22 91.66
R1 91.86 91.86 91.57 92.04
PP 91.30 91.30 91.30 91.40
S1 90.94 90.94 91.41 91.12
S2 90.38 90.38 91.32
S3 89.46 90.02 91.24
S4 88.54 89.10 90.98
Weekly Pivots for week ending 24-Dec-2010
Classic Woodie Camarilla DeMark
R4 101.99 100.65 93.66
R3 98.09 96.75 92.58
R2 94.19 94.19 92.23
R1 92.85 92.85 91.87 93.52
PP 90.29 90.29 90.29 90.63
S1 88.95 88.95 91.15 89.62
S2 86.39 86.39 90.80
S3 82.49 85.05 90.44
S4 78.59 81.15 89.37
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.88 89.06 2.82 3.1% 1.12 1.2% 86% False False 142,166
10 91.88 87.43 4.45 4.9% 1.35 1.5% 91% False False 162,964
20 91.88 84.09 7.79 8.5% 1.70 1.9% 95% False False 140,825
40 91.88 80.89 10.99 12.0% 1.82 2.0% 96% False False 96,490
60 91.88 80.89 10.99 12.0% 1.87 2.0% 96% False False 74,186
80 91.88 77.34 14.54 15.9% 1.82 2.0% 97% False False 60,602
100 91.88 73.76 18.12 19.8% 1.76 1.9% 98% False False 50,170
120 91.88 73.76 18.12 19.8% 1.68 1.8% 98% False False 42,442
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 True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.44
Narrowest range in 83 trading days
Fibonacci Retracements and Extensions
4.250 95.58
2.618 94.08
1.618 93.16
1.000 92.59
0.618 92.24
HIGH 91.67
0.618 91.32
0.500 91.21
0.382 91.10
LOW 90.75
0.618 90.18
1.000 89.83
1.618 89.26
2.618 88.34
4.250 86.84
Fisher Pivots for day following 28-Dec-2010
Pivot 1 day 3 day
R1 91.40 91.36
PP 91.30 91.23
S1 91.21 91.11

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

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