NYMEX Light Sweet Crude Oil Future March 2011


Trading Metrics calculated at close of trading on 20-Dec-2010
Day Change Summary
Previous Current
17-Dec-2010 20-Dec-2010 Change Change % Previous Week
Open 89.51 89.52 0.01 0.0% 88.75
High 90.01 90.34 0.33 0.4% 90.49
Low 88.57 88.56 -0.01 0.0% 88.07
Close 89.37 90.16 0.79 0.9% 89.37
Range 1.44 1.78 0.34 23.6% 2.42
ATR 1.81 1.81 0.00 -0.1% 0.00
Volume 73,267 72,858 -409 -0.6% 314,282
Daily Pivots for day following 20-Dec-2010
Classic Woodie Camarilla DeMark
R4 95.03 94.37 91.14
R3 93.25 92.59 90.65
R2 91.47 91.47 90.49
R1 90.81 90.81 90.32 91.14
PP 89.69 89.69 89.69 89.85
S1 89.03 89.03 90.00 89.36
S2 87.91 87.91 89.83
S3 86.13 87.25 89.67
S4 84.35 85.47 89.18
Weekly Pivots for week ending 17-Dec-2010
Classic Woodie Camarilla DeMark
R4 96.57 95.39 90.70
R3 94.15 92.97 90.04
R2 91.73 91.73 89.81
R1 90.55 90.55 89.59 91.14
PP 89.31 89.31 89.31 89.61
S1 88.13 88.13 89.15 88.72
S2 86.89 86.89 88.93
S3 84.47 85.71 88.70
S4 82.05 83.29 88.04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.34 88.07 2.27 2.5% 1.48 1.6% 92% True False 67,096
10 91.47 88.07 3.40 3.8% 1.68 1.9% 61% False False 68,892
20 91.47 81.41 10.06 11.2% 1.90 2.1% 87% False False 55,416
40 91.47 81.41 10.06 11.2% 1.80 2.0% 87% False False 41,204
60 91.47 78.76 12.71 14.1% 1.85 2.0% 90% False False 34,716
80 91.47 76.92 14.55 16.1% 1.80 2.0% 91% False False 29,709
100 91.47 74.29 17.18 19.1% 1.71 1.9% 92% False False 24,795
120 91.47 74.29 17.18 19.1% 1.67 1.9% 92% False False 21,154
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.56
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 97.91
2.618 95.00
1.618 93.22
1.000 92.12
0.618 91.44
HIGH 90.34
0.618 89.66
0.500 89.45
0.382 89.24
LOW 88.56
0.618 87.46
1.000 86.78
1.618 85.68
2.618 83.90
4.250 81.00
Fisher Pivots for day following 20-Dec-2010
Pivot 1 day 3 day
R1 89.92 89.92
PP 89.69 89.69
S1 89.45 89.45

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

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