NYMEX Light Sweet Crude Oil Future May 2011


Trading Metrics calculated at close of trading on 16-Dec-2010
Day Change Summary
Previous Current
15-Dec-2010 16-Dec-2010 Change Change % Previous Week
Open 90.02 90.68 0.66 0.7% 90.45
High 91.02 90.77 -0.25 -0.3% 91.78
Low 89.00 90.13 1.13 1.3% 88.68
Close 90.71 90.24 -0.47 -0.5% 89.42
Range 2.02 0.64 -1.38 -68.3% 3.10
ATR 1.66 1.59 -0.07 -4.4% 0.00
Volume 13,353 19,465 6,112 45.8% 103,039
Daily Pivots for day following 16-Dec-2010
Classic Woodie Camarilla DeMark
R4 92.30 91.91 90.59
R3 91.66 91.27 90.42
R2 91.02 91.02 90.36
R1 90.63 90.63 90.30 90.51
PP 90.38 90.38 90.38 90.32
S1 89.99 89.99 90.18 89.87
S2 89.74 89.74 90.12
S3 89.10 89.35 90.06
S4 88.46 88.71 89.89
Weekly Pivots for week ending 10-Dec-2010
Classic Woodie Camarilla DeMark
R4 99.26 97.44 91.13
R3 96.16 94.34 90.27
R2 93.06 93.06 89.99
R1 91.24 91.24 89.70 90.60
PP 89.96 89.96 89.96 89.64
S1 88.14 88.14 89.14 87.50
S2 86.86 86.86 88.85
S3 83.76 85.04 88.57
S4 80.66 81.94 87.72
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.06 88.68 2.38 2.6% 1.39 1.5% 66% False False 15,580
10 91.78 88.40 3.38 3.7% 1.48 1.6% 54% False False 18,173
20 91.78 82.22 9.56 10.6% 1.61 1.8% 84% False False 13,635
40 91.78 82.22 9.56 10.6% 1.45 1.6% 84% False False 11,297
60 91.78 79.39 12.39 13.7% 1.39 1.5% 88% False False 9,542
80 91.78 75.91 15.87 17.6% 1.23 1.4% 90% False False 8,309
100 91.78 75.91 15.87 17.6% 1.11 1.2% 90% False False 7,097
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 False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.36
Narrowest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 93.49
2.618 92.45
1.618 91.81
1.000 91.41
0.618 91.17
HIGH 90.77
0.618 90.53
0.500 90.45
0.382 90.37
LOW 90.13
0.618 89.73
1.000 89.49
1.618 89.09
2.618 88.45
4.250 87.41
Fisher Pivots for day following 16-Dec-2010
Pivot 1 day 3 day
R1 90.45 90.16
PP 90.38 90.09
S1 90.31 90.01

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

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