NYMEX Light Sweet Crude Oil Future May 2011


Trading Metrics calculated at close of trading on 20-Dec-2010
Day Change Summary
Previous Current
17-Dec-2010 20-Dec-2010 Change Change % Previous Week
Open 90.62 90.71 0.09 0.1% 89.90
High 91.00 91.38 0.38 0.4% 91.06
Low 89.70 89.74 0.04 0.0% 89.00
Close 90.36 91.27 0.91 1.0% 90.36
Range 1.30 1.64 0.34 26.2% 2.06
ATR 1.57 1.57 0.01 0.3% 0.00
Volume 23,598 21,688 -1,910 -8.1% 85,104
Daily Pivots for day following 20-Dec-2010
Classic Woodie Camarilla DeMark
R4 95.72 95.13 92.17
R3 94.08 93.49 91.72
R2 92.44 92.44 91.57
R1 91.85 91.85 91.42 92.15
PP 90.80 90.80 90.80 90.94
S1 90.21 90.21 91.12 90.51
S2 89.16 89.16 90.97
S3 87.52 88.57 90.82
S4 85.88 86.93 90.37
Weekly Pivots for week ending 17-Dec-2010
Classic Woodie Camarilla DeMark
R4 96.32 95.40 91.49
R3 94.26 93.34 90.93
R2 92.20 92.20 90.74
R1 91.28 91.28 90.55 91.74
PP 90.14 90.14 90.14 90.37
S1 89.22 89.22 90.17 89.68
S2 88.08 88.08 89.98
S3 86.02 87.16 89.79
S4 83.96 85.10 89.23
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.38 89.00 2.38 2.6% 1.30 1.4% 95% True False 19,073
10 91.78 88.68 3.10 3.4% 1.48 1.6% 84% False False 18,827
20 91.78 82.22 9.56 10.5% 1.62 1.8% 95% False False 15,093
40 91.78 82.22 9.56 10.5% 1.46 1.6% 95% False False 12,064
60 91.78 79.84 11.94 13.1% 1.41 1.5% 96% False False 10,145
80 91.78 78.34 13.44 14.7% 1.25 1.4% 96% False False 8,801
100 91.78 75.91 15.87 17.4% 1.13 1.2% 97% False False 7,528
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 False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.39
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 98.35
2.618 95.67
1.618 94.03
1.000 93.02
0.618 92.39
HIGH 91.38
0.618 90.75
0.500 90.56
0.382 90.37
LOW 89.74
0.618 88.73
1.000 88.10
1.618 87.09
2.618 85.45
4.250 82.77
Fisher Pivots for day following 20-Dec-2010
Pivot 1 day 3 day
R1 91.03 91.03
PP 90.80 90.78
S1 90.56 90.54

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

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