NYMEX Light Sweet Crude Oil Future May 2011


Trading Metrics calculated at close of trading on 07-Dec-2010
Day Change Summary
Previous Current
06-Dec-2010 07-Dec-2010 Change Change % Previous Week
Open 90.45 89.93 -0.52 -0.6% 86.13
High 90.55 91.78 1.23 1.4% 90.33
Low 89.51 89.75 0.24 0.3% 85.11
Close 90.17 90.17 0.00 0.0% 90.08
Range 1.04 2.03 0.99 95.2% 5.22
ATR 1.71 1.73 0.02 1.4% 0.00
Volume 21,552 22,323 771 3.6% 54,689
Daily Pivots for day following 07-Dec-2010
Classic Woodie Camarilla DeMark
R4 96.66 95.44 91.29
R3 94.63 93.41 90.73
R2 92.60 92.60 90.54
R1 91.38 91.38 90.36 91.99
PP 90.57 90.57 90.57 90.87
S1 89.35 89.35 89.98 89.96
S2 88.54 88.54 89.80
S3 86.51 87.32 89.61
S4 84.48 85.29 89.05
Weekly Pivots for week ending 03-Dec-2010
Classic Woodie Camarilla DeMark
R4 104.17 102.34 92.95
R3 98.95 97.12 91.52
R2 93.73 93.73 91.04
R1 91.90 91.90 90.56 92.82
PP 88.51 88.51 88.51 88.96
S1 86.68 86.68 89.60 87.60
S2 83.29 83.29 89.12
S3 78.07 81.46 88.64
S4 72.85 76.24 87.21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.78 86.45 5.33 5.9% 1.63 1.8% 70% True False 16,768
10 91.78 82.22 9.56 10.6% 1.78 2.0% 83% True False 12,860
20 91.78 82.22 9.56 10.6% 1.66 1.8% 83% True False 11,218
40 91.78 82.22 9.56 10.6% 1.48 1.6% 83% True False 9,150
60 91.78 79.39 12.39 13.7% 1.31 1.5% 87% True False 8,254
80 91.78 75.91 15.87 17.6% 1.17 1.3% 90% True False 7,025
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.34
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 100.41
2.618 97.09
1.618 95.06
1.000 93.81
0.618 93.03
HIGH 91.78
0.618 91.00
0.500 90.77
0.382 90.53
LOW 89.75
0.618 88.50
1.000 87.72
1.618 86.47
2.618 84.44
4.250 81.12
Fisher Pivots for day following 07-Dec-2010
Pivot 1 day 3 day
R1 90.77 90.14
PP 90.57 90.12
S1 90.37 90.09

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

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