NYMEX Light Sweet Crude Oil Future April 2011


Trading Metrics calculated at close of trading on 28-Dec-2010
Day Change Summary
Previous Current
27-Dec-2010 28-Dec-2010 Change Change % Previous Week
Open 92.07 92.42 0.35 0.4% 90.28
High 93.07 92.99 -0.08 -0.1% 92.81
Low 91.81 92.28 0.47 0.5% 89.25
Close 92.36 92.83 0.47 0.5% 92.69
Range 1.26 0.71 -0.55 -43.7% 3.56
ATR 1.55 1.49 -0.06 -3.9% 0.00
Volume 17,055 12,719 -4,336 -25.4% 144,120
Daily Pivots for day following 28-Dec-2010
Classic Woodie Camarilla DeMark
R4 94.83 94.54 93.22
R3 94.12 93.83 93.03
R2 93.41 93.41 92.96
R1 93.12 93.12 92.90 93.27
PP 92.70 92.70 92.70 92.77
S1 92.41 92.41 92.76 92.56
S2 91.99 91.99 92.70
S3 91.28 91.70 92.63
S4 90.57 90.99 92.44
Weekly Pivots for week ending 24-Dec-2010
Classic Woodie Camarilla DeMark
R4 102.26 101.04 94.65
R3 98.70 97.48 93.67
R2 95.14 95.14 93.34
R1 93.92 93.92 93.02 94.53
PP 91.58 91.58 91.58 91.89
S1 90.36 90.36 92.36 90.97
S2 88.02 88.02 92.04
S3 84.46 86.80 91.71
S4 80.90 83.24 90.73
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.07 90.48 2.59 2.8% 0.98 1.1% 91% False False 26,401
10 93.07 88.58 4.49 4.8% 1.18 1.3% 95% False False 29,273
20 93.07 84.86 8.21 8.8% 1.55 1.7% 97% False False 27,694
40 93.07 81.81 11.26 12.1% 1.61 1.7% 98% False False 20,695
60 93.07 81.81 11.26 12.1% 1.60 1.7% 98% False False 17,179
80 93.07 78.63 14.44 15.6% 1.56 1.7% 98% False False 14,845
100 93.07 74.98 18.09 19.5% 1.43 1.5% 99% False False 12,628
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 True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.41
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 96.01
2.618 94.85
1.618 94.14
1.000 93.70
0.618 93.43
HIGH 92.99
0.618 92.72
0.500 92.64
0.382 92.55
LOW 92.28
0.618 91.84
1.000 91.57
1.618 91.13
2.618 90.42
4.250 89.26
Fisher Pivots for day following 28-Dec-2010
Pivot 1 day 3 day
R1 92.77 92.66
PP 92.70 92.50
S1 92.64 92.33

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

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