NYMEX Light Sweet Crude Oil Future March 2011


Trading Metrics calculated at close of trading on 09-Dec-2010
Day Change Summary
Previous Current
08-Dec-2010 09-Dec-2010 Change Change % Previous Week
Open 89.25 89.55 0.30 0.3% 85.00
High 89.91 90.28 0.37 0.4% 90.13
Low 88.34 88.65 0.31 0.4% 84.52
Close 89.29 89.34 0.05 0.1% 89.87
Range 1.57 1.63 0.06 3.8% 5.61
ATR 1.99 1.96 -0.03 -1.3% 0.00
Volume 97,555 67,006 -30,549 -31.3% 209,423
Daily Pivots for day following 09-Dec-2010
Classic Woodie Camarilla DeMark
R4 94.31 93.46 90.24
R3 92.68 91.83 89.79
R2 91.05 91.05 89.64
R1 90.20 90.20 89.49 89.81
PP 89.42 89.42 89.42 89.23
S1 88.57 88.57 89.19 88.18
S2 87.79 87.79 89.04
S3 86.16 86.94 88.89
S4 84.53 85.31 88.44
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 88.00 3.47 3.9% 1.79 2.0% 39% False False 73,046
10 91.47 83.84 7.63 8.5% 1.99 2.2% 72% False False 54,517
20 91.47 81.41 10.06 11.3% 2.02 2.3% 79% False False 44,538
40 91.47 81.41 10.06 11.3% 1.94 2.2% 79% False False 33,618
60 91.47 78.05 13.42 15.0% 1.86 2.1% 84% False False 28,805
80 91.47 74.29 17.18 19.2% 1.78 2.0% 88% False False 24,451
100 91.47 74.29 17.18 19.2% 1.70 1.9% 88% False False 20,452
120 91.47 74.29 17.18 19.2% 1.66 1.9% 88% False False 17,447
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.40
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 97.21
2.618 94.55
1.618 92.92
1.000 91.91
0.618 91.29
HIGH 90.28
0.618 89.66
0.500 89.47
0.382 89.27
LOW 88.65
0.618 87.64
1.000 87.02
1.618 86.01
2.618 84.38
4.250 81.72
Fisher Pivots for day following 09-Dec-2010
Pivot 1 day 3 day
R1 89.47 89.91
PP 89.42 89.72
S1 89.38 89.53

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

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