NYMEX Light Sweet Crude Oil Future April 2011


Trading Metrics calculated at close of trading on 29-Dec-2010
Day Change Summary
Previous Current
28-Dec-2010 29-Dec-2010 Change Change % Previous Week
Open 92.42 92.57 0.15 0.2% 90.28
High 92.99 92.88 -0.11 -0.1% 92.81
Low 92.28 92.16 -0.12 -0.1% 89.25
Close 92.83 92.53 -0.30 -0.3% 92.69
Range 0.71 0.72 0.01 1.4% 3.56
ATR 1.49 1.43 -0.05 -3.7% 0.00
Volume 12,719 16,228 3,509 27.6% 144,120
Daily Pivots for day following 29-Dec-2010
Classic Woodie Camarilla DeMark
R4 94.68 94.33 92.93
R3 93.96 93.61 92.73
R2 93.24 93.24 92.66
R1 92.89 92.89 92.60 92.71
PP 92.52 92.52 92.52 92.43
S1 92.17 92.17 92.46 91.99
S2 91.80 91.80 92.40
S3 91.08 91.45 92.33
S4 90.36 90.73 92.13
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 91.30 1.77 1.9% 0.95 1.0% 69% False False 21,447
10 93.07 88.58 4.49 4.9% 1.15 1.2% 88% False False 28,234
20 93.07 85.12 7.95 8.6% 1.48 1.6% 93% False False 27,816
40 93.07 81.81 11.26 12.2% 1.58 1.7% 95% False False 20,882
60 93.07 81.81 11.26 12.2% 1.60 1.7% 95% False False 17,244
80 93.07 78.63 14.44 15.6% 1.55 1.7% 96% False False 14,970
100 93.07 74.98 18.09 19.6% 1.43 1.5% 97% False False 12,774
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 True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.39
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 95.94
2.618 94.76
1.618 94.04
1.000 93.60
0.618 93.32
HIGH 92.88
0.618 92.60
0.500 92.52
0.382 92.44
LOW 92.16
0.618 91.72
1.000 91.44
1.618 91.00
2.618 90.28
4.250 89.10
Fisher Pivots for day following 29-Dec-2010
Pivot 1 day 3 day
R1 92.53 92.50
PP 92.52 92.47
S1 92.52 92.44

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

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