NYMEX Light Sweet Crude Oil Future March 2011


Trading Metrics calculated at close of trading on 29-Dec-2010
Day Change Summary
Previous Current
28-Dec-2010 29-Dec-2010 Change Change % Previous Week
Open 91.55 92.00 0.45 0.5% 89.52
High 92.39 92.27 -0.12 -0.1% 92.29
Low 91.55 91.54 -0.01 0.0% 88.56
Close 92.23 91.90 -0.33 -0.4% 92.16
Range 0.84 0.73 -0.11 -13.1% 3.73
ATR 1.58 1.52 -0.06 -3.8% 0.00
Volume 30,879 29,066 -1,813 -5.9% 294,758
Daily Pivots for day following 29-Dec-2010
Classic Woodie Camarilla DeMark
R4 94.09 93.73 92.30
R3 93.36 93.00 92.10
R2 92.63 92.63 92.03
R1 92.27 92.27 91.97 92.09
PP 91.90 91.90 91.90 91.81
S1 91.54 91.54 91.83 91.36
S2 91.17 91.17 91.77
S3 90.44 90.81 91.70
S4 89.71 90.08 91.50
Weekly Pivots for week ending 24-Dec-2010
Classic Woodie Camarilla DeMark
R4 102.19 100.91 94.21
R3 98.46 97.18 93.19
R2 94.73 94.73 92.84
R1 93.45 93.45 92.50 94.09
PP 91.00 91.00 91.00 91.33
S1 89.72 89.72 91.82 90.36
S2 87.27 87.27 91.48
S3 83.54 85.99 91.13
S4 79.81 82.26 90.11
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 92.54 90.67 1.87 2.0% 1.01 1.1% 66% False False 45,658
10 92.54 88.07 4.47 4.9% 1.23 1.3% 86% False False 59,741
20 92.54 84.67 7.87 8.6% 1.54 1.7% 92% False False 62,122
40 92.54 81.41 11.13 12.1% 1.72 1.9% 94% False False 46,641
60 92.54 81.41 11.13 12.1% 1.79 1.9% 94% False False 38,195
80 92.54 78.05 14.49 15.8% 1.74 1.9% 96% False False 32,845
100 92.54 74.29 18.25 19.9% 1.69 1.8% 96% False False 27,802
120 92.54 74.29 18.25 19.9% 1.64 1.8% 96% False False 23,729
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.41
Narrowest range in 94 trading days
Fibonacci Retracements and Extensions
4.250 95.37
2.618 94.18
1.618 93.45
1.000 93.00
0.618 92.72
HIGH 92.27
0.618 91.99
0.500 91.91
0.382 91.82
LOW 91.54
0.618 91.09
1.000 90.81
1.618 90.36
2.618 89.63
4.250 88.44
Fisher Pivots for day following 29-Dec-2010
Pivot 1 day 3 day
R1 91.91 91.89
PP 91.90 91.88
S1 91.90 91.87

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

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