NYMEX Light Sweet Crude Oil Future April 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 89.50 90.01 0.51 0.6% 85.43
High 90.20 90.58 0.38 0.4% 90.50
Low 88.66 89.00 0.34 0.4% 84.86
Close 89.63 89.68 0.05 0.1% 90.02
Range 1.54 1.58 0.04 2.6% 5.64
ATR 1.87 1.85 -0.02 -1.1% 0.00
Volume 38,106 26,929 -11,177 -29.3% 93,475
Daily Pivots for day following 09-Dec-2010
Classic Woodie Camarilla DeMark
R4 94.49 93.67 90.55
R3 92.91 92.09 90.11
R2 91.33 91.33 89.97
R1 90.51 90.51 89.82 90.13
PP 89.75 89.75 89.75 89.57
S1 88.93 88.93 89.54 88.55
S2 88.17 88.17 89.39
S3 86.59 87.35 89.25
S4 85.01 85.77 88.81
Weekly Pivots for week ending 03-Dec-2010
Classic Woodie Camarilla DeMark
R4 105.38 103.34 93.12
R3 99.74 97.70 91.57
R2 94.10 94.10 91.05
R1 92.06 92.06 90.54 93.08
PP 88.46 88.46 88.46 88.97
S1 86.42 86.42 89.50 87.44
S2 82.82 82.82 88.99
S3 77.18 80.78 88.47
S4 71.54 75.14 86.92
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.65 88.24 3.41 3.8% 1.76 2.0% 42% False False 32,877
10 91.65 84.25 7.40 8.3% 1.92 2.1% 73% False False 24,287
20 91.65 81.81 9.84 11.0% 1.88 2.1% 80% False False 19,206
40 91.65 81.81 9.84 11.0% 1.71 1.9% 80% False False 15,031
60 91.65 78.63 13.02 14.5% 1.65 1.8% 85% False False 13,367
80 91.65 74.98 16.67 18.6% 1.52 1.7% 88% False False 11,252
100 91.65 74.98 16.67 18.6% 1.33 1.5% 88% False False 9,496
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.33
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 97.30
2.618 94.72
1.618 93.14
1.000 92.16
0.618 91.56
HIGH 90.58
0.618 89.98
0.500 89.79
0.382 89.60
LOW 89.00
0.618 88.02
1.000 87.42
1.618 86.44
2.618 84.86
4.250 82.29
Fisher Pivots for day following 09-Dec-2010
Pivot 1 day 3 day
R1 89.79 90.16
PP 89.75 90.00
S1 89.72 89.84

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

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