NYMEX Light Sweet Crude Oil Future March 2011


Trading Metrics calculated at close of trading on 31-Dec-2010
Day Change Summary
Previous Current
30-Dec-2010 31-Dec-2010 Change Change % Previous Week
Open 91.81 90.45 -1.36 -1.5% 91.85
High 92.32 92.85 0.53 0.6% 92.85
Low 89.90 89.88 -0.02 0.0% 89.88
Close 90.69 92.22 1.53 1.7% 92.22
Range 2.42 2.97 0.55 22.7% 2.97
ATR 1.58 1.68 0.10 6.3% 0.00
Volume 37,772 74,605 36,833 97.5% 215,723
Daily Pivots for day following 31-Dec-2010
Classic Woodie Camarilla DeMark
R4 100.56 99.36 93.85
R3 97.59 96.39 93.04
R2 94.62 94.62 92.76
R1 93.42 93.42 92.49 94.02
PP 91.65 91.65 91.65 91.95
S1 90.45 90.45 91.95 91.05
S2 88.68 88.68 91.68
S3 85.71 87.48 91.40
S4 82.74 84.51 90.59
Weekly Pivots for week ending 31-Dec-2010
Classic Woodie Camarilla DeMark
R4 100.56 99.36 93.85
R3 97.59 96.39 93.04
R2 94.62 94.62 92.76
R1 93.42 93.42 92.49 94.02
PP 91.65 91.65 91.65 91.95
S1 90.45 90.45 91.95 91.05
S2 88.68 88.68 91.68
S3 85.71 87.48 91.40
S4 82.74 84.51 90.59
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 92.85 89.88 2.97 3.2% 1.66 1.8% 79% True True 43,144
10 92.85 88.56 4.29 4.7% 1.46 1.6% 85% True False 58,374
20 92.85 88.00 4.85 5.3% 1.57 1.7% 87% True False 63,152
40 92.85 81.41 11.44 12.4% 1.78 1.9% 94% True False 48,430
60 92.85 81.41 11.44 12.4% 1.82 2.0% 94% True False 39,100
80 92.85 78.05 14.80 16.0% 1.75 1.9% 96% True False 33,975
100 92.85 74.29 18.56 20.1% 1.72 1.9% 97% True False 28,796
120 92.85 74.29 18.56 20.1% 1.67 1.8% 97% True False 24,602
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.39
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 105.47
2.618 100.63
1.618 97.66
1.000 95.82
0.618 94.69
HIGH 92.85
0.618 91.72
0.500 91.37
0.382 91.01
LOW 89.88
0.618 88.04
1.000 86.91
1.618 85.07
2.618 82.10
4.250 77.26
Fisher Pivots for day following 31-Dec-2010
Pivot 1 day 3 day
R1 91.94 91.94
PP 91.65 91.65
S1 91.37 91.37

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

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