NYMEX Light Sweet Crude Oil Future April 2011


Trading Metrics calculated at close of trading on 16-Dec-2010
Day Change Summary
Previous Current
15-Dec-2010 16-Dec-2010 Change Change % Previous Week
Open 89.72 90.04 0.32 0.4% 90.40
High 90.73 90.45 -0.28 -0.3% 91.65
Low 88.58 89.77 1.19 1.3% 88.43
Close 90.38 89.79 -0.59 -0.7% 89.17
Range 2.15 0.68 -1.47 -68.4% 3.22
ATR 1.82 1.74 -0.08 -4.5% 0.00
Volume 23,132 32,910 9,778 42.3% 158,019
Daily Pivots for day following 16-Dec-2010
Classic Woodie Camarilla DeMark
R4 92.04 91.60 90.16
R3 91.36 90.92 89.98
R2 90.68 90.68 89.91
R1 90.24 90.24 89.85 90.12
PP 90.00 90.00 90.00 89.95
S1 89.56 89.56 89.73 89.44
S2 89.32 89.32 89.67
S3 88.64 88.88 89.60
S4 87.96 88.20 89.42
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 90.85 88.43 2.42 2.7% 1.51 1.7% 56% False False 24,931
10 91.65 88.24 3.41 3.8% 1.64 1.8% 45% False False 28,904
20 91.65 81.81 9.84 11.0% 1.84 2.1% 81% False False 21,763
40 91.65 81.81 9.84 11.0% 1.65 1.8% 81% False False 17,160
60 91.65 78.63 13.02 14.5% 1.64 1.8% 86% False False 14,706
80 91.65 74.98 16.67 18.6% 1.56 1.7% 89% False False 12,637
100 91.65 74.98 16.67 18.6% 1.37 1.5% 89% False False 10,641
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.46
Narrowest range in 76 trading days
Fibonacci Retracements and Extensions
4.250 93.34
2.618 92.23
1.618 91.55
1.000 91.13
0.618 90.87
HIGH 90.45
0.618 90.19
0.500 90.11
0.382 90.03
LOW 89.77
0.618 89.35
1.000 89.09
1.618 88.67
2.618 87.99
4.250 86.88
Fisher Pivots for day following 16-Dec-2010
Pivot 1 day 3 day
R1 90.11 89.75
PP 90.00 89.70
S1 89.90 89.66

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

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