NYMEX Light Sweet Crude Oil Future June 2011


Trading Metrics calculated at close of trading on 09-Dec-2010
Day Change Summary
Previous Current
08-Dec-2010 09-Dec-2010 Change Change % Previous Week
Open 90.17 90.80 0.63 0.7% 86.00
High 90.60 90.96 0.36 0.4% 90.36
Low 89.03 89.47 0.44 0.5% 85.31
Close 90.09 90.08 -0.01 0.0% 90.13
Range 1.57 1.49 -0.08 -5.1% 5.05
ATR 1.86 1.83 -0.03 -1.4% 0.00
Volume 50,976 43,807 -7,169 -14.1% 136,223
Daily Pivots for day following 09-Dec-2010
Classic Woodie Camarilla DeMark
R4 94.64 93.85 90.90
R3 93.15 92.36 90.49
R2 91.66 91.66 90.35
R1 90.87 90.87 90.22 90.52
PP 90.17 90.17 90.17 90.00
S1 89.38 89.38 89.94 89.03
S2 88.68 88.68 89.81
S3 87.19 87.89 89.67
S4 85.70 86.40 89.26
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 91.82 88.48 3.34 3.7% 1.65 1.8% 48% False False 48,871
10 91.82 84.81 7.01 7.8% 1.84 2.0% 75% False False 35,624
20 91.82 82.46 9.36 10.4% 1.87 2.1% 81% False False 29,697
40 91.82 82.46 9.36 10.4% 1.79 2.0% 81% False False 24,037
60 91.82 79.39 12.43 13.8% 1.76 2.0% 86% False False 23,140
80 91.82 75.70 16.12 17.9% 1.69 1.9% 89% False False 20,503
100 91.82 75.70 16.12 17.9% 1.67 1.9% 89% False False 17,865
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 True
Stretch 0.29
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 97.29
2.618 94.86
1.618 93.37
1.000 92.45
0.618 91.88
HIGH 90.96
0.618 90.39
0.500 90.22
0.382 90.04
LOW 89.47
0.618 88.55
1.000 87.98
1.618 87.06
2.618 85.57
4.250 83.14
Fisher Pivots for day following 09-Dec-2010
Pivot 1 day 3 day
R1 90.22 90.43
PP 90.17 90.31
S1 90.13 90.20

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

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