NYMEX Light Sweet Crude Oil Future April 2011


Trading Metrics calculated at close of trading on 31-Dec-2010
Day Change Summary
Previous Current
30-Dec-2010 31-Dec-2010 Change Change % Previous Week
Open 92.58 91.12 -1.46 -1.6% 92.07
High 92.84 93.45 0.61 0.7% 93.45
Low 90.60 90.54 -0.06 -0.1% 90.54
Close 91.37 92.91 1.54 1.7% 92.91
Range 2.24 2.91 0.67 29.9% 2.91
ATR 1.49 1.59 0.10 6.8% 0.00
Volume 17,916 34,478 16,562 92.4% 98,396
Daily Pivots for day following 31-Dec-2010
Classic Woodie Camarilla DeMark
R4 101.03 99.88 94.51
R3 98.12 96.97 93.71
R2 95.21 95.21 93.44
R1 94.06 94.06 93.18 94.64
PP 92.30 92.30 92.30 92.59
S1 91.15 91.15 92.64 91.73
S2 89.39 89.39 92.38
S3 86.48 88.24 92.11
S4 83.57 85.33 91.31
Weekly Pivots for week ending 31-Dec-2010
Classic Woodie Camarilla DeMark
R4 101.03 99.88 94.51
R3 98.12 96.97 93.71
R2 95.21 95.21 93.44
R1 94.06 94.06 93.18 94.64
PP 92.30 92.30 92.30 92.59
S1 91.15 91.15 92.64 91.73
S2 89.39 89.39 92.38
S3 86.48 88.24 92.11
S4 83.57 85.33 91.31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.45 90.54 2.91 3.1% 1.57 1.7% 81% True True 19,679
10 93.45 89.22 4.23 4.6% 1.39 1.5% 87% True False 27,869
20 93.45 88.24 5.21 5.6% 1.51 1.6% 90% True False 28,386
40 93.45 81.81 11.64 12.5% 1.64 1.8% 95% True False 21,596
60 93.45 81.81 11.64 12.5% 1.63 1.8% 95% True False 17,616
80 93.45 78.63 14.82 16.0% 1.56 1.7% 96% True False 15,528
100 93.45 74.98 18.47 19.9% 1.48 1.6% 97% True False 13,230
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.35
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 105.82
2.618 101.07
1.618 98.16
1.000 96.36
0.618 95.25
HIGH 93.45
0.618 92.34
0.500 92.00
0.382 91.65
LOW 90.54
0.618 88.74
1.000 87.63
1.618 85.83
2.618 82.92
4.250 78.17
Fisher Pivots for day following 31-Dec-2010
Pivot 1 day 3 day
R1 92.61 92.61
PP 92.30 92.30
S1 92.00 92.00

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

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