NYMEX Light Sweet Crude Oil Future April 2011


Trading Metrics calculated at close of trading on 13-Dec-2010
Day Change Summary
Previous Current
10-Dec-2010 13-Dec-2010 Change Change % Previous Week
Open 89.70 88.88 -0.82 -0.9% 90.40
High 90.17 90.85 0.68 0.8% 91.65
Low 88.43 88.88 0.45 0.5% 88.43
Close 89.17 90.01 0.84 0.9% 89.17
Range 1.74 1.97 0.23 13.2% 3.22
ATR 1.84 1.85 0.01 0.5% 0.00
Volume 24,630 17,367 -7,263 -29.5% 158,019
Daily Pivots for day following 13-Dec-2010
Classic Woodie Camarilla DeMark
R4 95.82 94.89 91.09
R3 93.85 92.92 90.55
R2 91.88 91.88 90.37
R1 90.95 90.95 90.19 91.42
PP 89.91 89.91 89.91 90.15
S1 88.98 88.98 89.83 89.45
S2 87.94 87.94 89.65
S3 85.97 87.01 89.47
S4 84.00 85.04 88.93
Weekly Pivots for week ending 10-Dec-2010
Classic Woodie Camarilla DeMark
R4 99.41 97.51 90.94
R3 96.19 94.29 90.06
R2 92.97 92.97 89.76
R1 91.07 91.07 89.47 90.41
PP 89.75 89.75 89.75 89.42
S1 87.85 87.85 88.87 87.19
S2 86.53 86.53 88.58
S3 83.31 84.63 88.28
S4 80.09 81.41 87.40
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.65 88.43 3.22 3.6% 1.82 2.0% 49% False False 27,824
10 91.65 84.86 6.79 7.5% 1.92 2.1% 76% False False 26,115
20 91.65 81.81 9.84 10.9% 1.92 2.1% 83% False False 19,492
40 91.65 81.81 9.84 10.9% 1.72 1.9% 83% False False 15,733
60 91.65 78.63 13.02 14.5% 1.65 1.8% 87% False False 13,762
80 91.65 74.98 16.67 18.5% 1.53 1.7% 90% False False 11,679
100 91.65 74.98 16.67 18.5% 1.35 1.5% 90% False False 9,867
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.32
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 99.22
2.618 96.01
1.618 94.04
1.000 92.82
0.618 92.07
HIGH 90.85
0.618 90.10
0.500 89.87
0.382 89.63
LOW 88.88
0.618 87.66
1.000 86.91
1.618 85.69
2.618 83.72
4.250 80.51
Fisher Pivots for day following 13-Dec-2010
Pivot 1 day 3 day
R1 89.96 89.89
PP 89.91 89.76
S1 89.87 89.64

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

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