NYMEX Light Sweet Crude Oil Future June 2011


Trading Metrics calculated at close of trading on 03-Dec-2010
Day Change Summary
Previous Current
02-Dec-2010 03-Dec-2010 Change Change % Previous Week
Open 88.15 89.03 0.88 1.0% 86.00
High 89.38 90.36 0.98 1.1% 90.36
Low 87.93 88.48 0.55 0.6% 85.31
Close 89.26 90.13 0.87 1.0% 90.13
Range 1.45 1.88 0.43 29.7% 5.05
ATR 1.92 1.91 0.00 -0.1% 0.00
Volume 28,562 44,138 15,576 54.5% 136,223
Daily Pivots for day following 03-Dec-2010
Classic Woodie Camarilla DeMark
R4 95.30 94.59 91.16
R3 93.42 92.71 90.65
R2 91.54 91.54 90.47
R1 90.83 90.83 90.30 91.19
PP 89.66 89.66 89.66 89.83
S1 88.95 88.95 89.96 89.31
S2 87.78 87.78 89.79
S3 85.90 87.07 89.61
S4 84.02 85.19 89.10
Weekly Pivots for week ending 03-Dec-2010
Classic Woodie Camarilla DeMark
R4 103.75 101.99 92.91
R3 98.70 96.94 91.52
R2 93.65 93.65 91.06
R1 91.89 91.89 90.59 92.77
PP 88.60 88.60 88.60 89.04
S1 86.84 86.84 89.67 87.72
S2 83.55 83.55 89.20
S3 78.50 81.79 88.74
S4 73.45 76.74 87.35
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.36 85.31 5.05 5.6% 2.06 2.3% 95% True False 27,244
10 90.36 82.46 7.90 8.8% 2.07 2.3% 97% True False 23,942
20 90.47 82.46 8.01 8.9% 1.85 2.0% 96% False False 24,702
40 90.47 82.46 8.01 8.9% 1.79 2.0% 96% False False 20,853
60 90.47 79.39 11.08 12.3% 1.72 1.9% 97% False False 21,062
80 90.47 75.70 14.77 16.4% 1.69 1.9% 98% False False 18,409
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.33
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 98.35
2.618 95.28
1.618 93.40
1.000 92.24
0.618 91.52
HIGH 90.36
0.618 89.64
0.500 89.42
0.382 89.20
LOW 88.48
0.618 87.32
1.000 86.60
1.618 85.44
2.618 83.56
4.250 80.49
Fisher Pivots for day following 03-Dec-2010
Pivot 1 day 3 day
R1 89.89 89.44
PP 89.66 88.74
S1 89.42 88.05

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

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