NYMEX Light Sweet Crude Oil Future March 2011


Trading Metrics calculated at close of trading on 07-Dec-2010
Day Change Summary
Previous Current
06-Dec-2010 07-Dec-2010 Change Change % Previous Week
Open 90.12 89.59 -0.53 -0.6% 85.00
High 90.46 91.47 1.01 1.1% 90.13
Low 89.25 89.07 -0.18 -0.2% 84.52
Close 89.98 89.67 -0.31 -0.3% 89.87
Range 1.21 2.40 1.19 98.3% 5.61
ATR 1.99 2.02 0.03 1.5% 0.00
Volume 74,316 64,176 -10,140 -13.6% 209,423
Daily Pivots for day following 07-Dec-2010
Classic Woodie Camarilla DeMark
R4 97.27 95.87 90.99
R3 94.87 93.47 90.33
R2 92.47 92.47 90.11
R1 91.07 91.07 89.89 91.77
PP 90.07 90.07 90.07 90.42
S1 88.67 88.67 89.45 89.37
S2 87.67 87.67 89.23
S3 85.27 86.27 89.01
S4 82.87 83.87 88.35
Weekly Pivots for week ending 03-Dec-2010
Classic Woodie Camarilla DeMark
R4 105.00 103.05 92.96
R3 99.39 97.44 91.41
R2 93.78 93.78 90.90
R1 91.83 91.83 90.38 92.81
PP 88.17 88.17 88.17 88.66
S1 86.22 86.22 89.36 87.20
S2 82.56 82.56 88.84
S3 76.95 80.61 88.33
S4 71.34 75.00 86.78
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.47 84.67 6.80 7.6% 2.11 2.4% 74% True False 58,490
10 91.47 81.41 10.06 11.2% 2.16 2.4% 82% True False 44,594
20 91.47 81.41 10.06 11.2% 2.05 2.3% 82% True False 38,560
40 91.47 81.41 10.06 11.2% 1.92 2.1% 82% True False 30,339
60 91.47 78.05 13.42 15.0% 1.84 2.1% 87% True False 26,829
80 91.47 74.29 17.18 19.2% 1.77 2.0% 90% True False 22,459
100 91.47 74.29 17.18 19.2% 1.71 1.9% 90% True False 18,840
120 91.47 74.29 17.18 19.2% 1.65 1.8% 90% True False 16,118
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 101.67
2.618 97.75
1.618 95.35
1.000 93.87
0.618 92.95
HIGH 91.47
0.618 90.55
0.500 90.27
0.382 89.99
LOW 89.07
0.618 87.59
1.000 86.67
1.618 85.19
2.618 82.79
4.250 78.87
Fisher Pivots for day following 07-Dec-2010
Pivot 1 day 3 day
R1 90.27 89.74
PP 90.07 89.71
S1 89.87 89.69

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

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