NYMEX Light Sweet Crude Oil Future April 2011


Trading Metrics calculated at close of trading on 17-Dec-2010
Day Change Summary
Previous Current
16-Dec-2010 17-Dec-2010 Change Change % Previous Week
Open 90.04 90.00 -0.04 0.0% 88.88
High 90.45 90.62 0.17 0.2% 90.85
Low 89.77 89.22 -0.55 -0.6% 88.58
Close 89.79 89.95 0.16 0.2% 89.95
Range 0.68 1.40 0.72 105.9% 2.27
ATR 1.74 1.71 -0.02 -1.4% 0.00
Volume 32,910 36,181 3,271 9.9% 136,206
Daily Pivots for day following 17-Dec-2010
Classic Woodie Camarilla DeMark
R4 94.13 93.44 90.72
R3 92.73 92.04 90.34
R2 91.33 91.33 90.21
R1 90.64 90.64 90.08 90.29
PP 89.93 89.93 89.93 89.75
S1 89.24 89.24 89.82 88.89
S2 88.53 88.53 89.69
S3 87.13 87.84 89.57
S4 85.73 86.44 89.18
Weekly Pivots for week ending 17-Dec-2010
Classic Woodie Camarilla DeMark
R4 96.60 95.55 91.20
R3 94.33 93.28 90.57
R2 92.06 92.06 90.37
R1 91.01 91.01 90.16 91.54
PP 89.79 89.79 89.79 90.06
S1 88.74 88.74 89.74 89.27
S2 87.52 87.52 89.53
S3 85.25 86.47 89.33
S4 82.98 84.20 88.70
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.85 88.58 2.27 2.5% 1.45 1.6% 60% False False 27,241
10 91.65 88.43 3.22 3.6% 1.55 1.7% 47% False False 29,422
20 91.65 81.81 9.84 10.9% 1.84 2.0% 83% False False 22,759
40 91.65 81.81 9.84 10.9% 1.63 1.8% 83% False False 17,790
60 91.65 79.25 12.40 13.8% 1.64 1.8% 86% False False 15,213
80 91.65 77.70 13.95 15.5% 1.57 1.7% 88% False False 13,036
100 91.65 74.98 16.67 18.5% 1.39 1.5% 90% False False 10,995
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.46
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 96.57
2.618 94.29
1.618 92.89
1.000 92.02
0.618 91.49
HIGH 90.62
0.618 90.09
0.500 89.92
0.382 89.75
LOW 89.22
0.618 88.35
1.000 87.82
1.618 86.95
2.618 85.55
4.250 83.27
Fisher Pivots for day following 17-Dec-2010
Pivot 1 day 3 day
R1 89.94 89.85
PP 89.93 89.75
S1 89.92 89.66

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

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