NYMEX Light Sweet Crude Oil Future April 2011


Trading Metrics calculated at close of trading on 30-Dec-2010
Day Change Summary
Previous Current
29-Dec-2010 30-Dec-2010 Change Change % Previous Week
Open 92.57 92.58 0.01 0.0% 90.28
High 92.88 92.84 -0.04 0.0% 92.81
Low 92.16 90.60 -1.56 -1.7% 89.25
Close 92.53 91.37 -1.16 -1.3% 92.69
Range 0.72 2.24 1.52 211.1% 3.56
ATR 1.43 1.49 0.06 4.0% 0.00
Volume 16,228 17,916 1,688 10.4% 144,120
Daily Pivots for day following 30-Dec-2010
Classic Woodie Camarilla DeMark
R4 98.32 97.09 92.60
R3 96.08 94.85 91.99
R2 93.84 93.84 91.78
R1 92.61 92.61 91.58 92.11
PP 91.60 91.60 91.60 91.35
S1 90.37 90.37 91.16 89.87
S2 89.36 89.36 90.96
S3 87.12 88.13 90.75
S4 84.88 85.89 90.14
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 90.60 2.47 2.7% 1.23 1.3% 31% False True 18,778
10 93.07 89.22 3.85 4.2% 1.16 1.3% 56% False False 27,712
20 93.07 87.57 5.50 6.0% 1.44 1.6% 69% False False 28,023
40 93.07 81.81 11.26 12.3% 1.61 1.8% 85% False False 21,005
60 93.07 81.81 11.26 12.3% 1.61 1.8% 85% False False 17,288
80 93.07 78.63 14.44 15.8% 1.55 1.7% 88% False False 15,147
100 93.07 74.98 18.09 19.8% 1.45 1.6% 91% False False 12,928
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 16 trading days
Fibonacci Retracements and Extensions
4.250 102.36
2.618 98.70
1.618 96.46
1.000 95.08
0.618 94.22
HIGH 92.84
0.618 91.98
0.500 91.72
0.382 91.46
LOW 90.60
0.618 89.22
1.000 88.36
1.618 86.98
2.618 84.74
4.250 81.08
Fisher Pivots for day following 30-Dec-2010
Pivot 1 day 3 day
R1 91.72 91.80
PP 91.60 91.65
S1 91.49 91.51

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

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