NYMEX Light Sweet Crude Oil Future May 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 93.15 93.05 -0.10 -0.1% 90.71
High 93.35 93.32 -0.03 0.0% 93.21
Low 92.60 91.15 -1.45 -1.6% 89.74
Close 92.99 91.91 -1.08 -1.2% 93.10
Range 0.75 2.17 1.42 189.3% 3.47
ATR 1.34 1.40 0.06 4.5% 0.00
Volume 11,130 14,727 3,597 32.3% 82,713
Daily Pivots for day following 30-Dec-2010
Classic Woodie Camarilla DeMark
R4 98.64 97.44 93.10
R3 96.47 95.27 92.51
R2 94.30 94.30 92.31
R1 93.10 93.10 92.11 92.62
PP 92.13 92.13 92.13 91.88
S1 90.93 90.93 91.71 90.45
S2 89.96 89.96 91.51
S3 87.79 88.76 91.31
S4 85.62 86.59 90.72
Weekly Pivots for week ending 24-Dec-2010
Classic Woodie Camarilla DeMark
R4 102.43 101.23 95.01
R3 98.96 97.76 94.05
R2 95.49 95.49 93.74
R1 94.29 94.29 93.42 94.89
PP 92.02 92.02 92.02 92.32
S1 90.82 90.82 92.78 91.42
S2 88.55 88.55 92.46
S3 85.08 87.35 92.15
S4 81.61 83.88 91.19
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.48 91.15 2.33 2.5% 1.20 1.3% 33% False True 14,461
10 93.48 89.70 3.78 4.1% 1.12 1.2% 58% False False 17,409
20 93.48 87.81 5.67 6.2% 1.34 1.5% 72% False False 17,479
40 93.48 82.22 11.26 12.3% 1.46 1.6% 86% False False 13,687
60 93.48 82.22 11.26 12.3% 1.43 1.6% 86% False False 11,204
80 93.48 79.39 14.09 15.3% 1.26 1.4% 89% False False 9,858
100 93.48 75.91 17.57 19.1% 1.18 1.3% 91% False False 8,519
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 21 trading days
Fibonacci Retracements and Extensions
4.250 102.54
2.618 99.00
1.618 96.83
1.000 95.49
0.618 94.66
HIGH 93.32
0.618 92.49
0.500 92.24
0.382 91.98
LOW 91.15
0.618 89.81
1.000 88.98
1.618 87.64
2.618 85.47
4.250 81.93
Fisher Pivots for day following 30-Dec-2010
Pivot 1 day 3 day
R1 92.24 92.29
PP 92.13 92.16
S1 92.02 92.04

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

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