NYMEX Light Sweet Crude Oil Future June 2011


Trading Metrics calculated at close of trading on 10-Dec-2010
Day Change Summary
Previous Current
09-Dec-2010 10-Dec-2010 Change Change % Previous Week
Open 90.80 90.12 -0.68 -0.7% 90.48
High 90.96 90.51 -0.45 -0.5% 91.82
Low 89.47 88.86 -0.61 -0.7% 88.86
Close 90.08 89.59 -0.49 -0.5% 89.59
Range 1.49 1.65 0.16 10.7% 2.96
ATR 1.83 1.82 -0.01 -0.7% 0.00
Volume 43,807 30,859 -12,948 -29.6% 231,080
Daily Pivots for day following 10-Dec-2010
Classic Woodie Camarilla DeMark
R4 94.60 93.75 90.50
R3 92.95 92.10 90.04
R2 91.30 91.30 89.89
R1 90.45 90.45 89.74 90.05
PP 89.65 89.65 89.65 89.46
S1 88.80 88.80 89.44 88.40
S2 88.00 88.00 89.29
S3 86.35 87.15 89.14
S4 84.70 85.50 88.68
Weekly Pivots for week ending 10-Dec-2010
Classic Woodie Camarilla DeMark
R4 98.97 97.24 91.22
R3 96.01 94.28 90.40
R2 93.05 93.05 90.13
R1 91.32 91.32 89.86 90.71
PP 90.09 90.09 90.09 89.78
S1 88.36 88.36 89.32 87.75
S2 87.13 87.13 89.05
S3 84.17 85.40 88.78
S4 81.21 82.44 87.96
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.82 88.86 2.96 3.3% 1.60 1.8% 25% False True 46,216
10 91.82 85.31 6.51 7.3% 1.83 2.0% 66% False False 36,730
20 91.82 82.46 9.36 10.4% 1.91 2.1% 76% False False 29,754
40 91.82 82.46 9.36 10.4% 1.79 2.0% 76% False False 24,261
60 91.82 79.39 12.43 13.9% 1.76 2.0% 82% False False 23,280
80 91.82 75.70 16.12 18.0% 1.70 1.9% 86% False False 20,713
100 91.82 75.70 16.12 18.0% 1.68 1.9% 86% False False 18,139
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 0.27
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 97.52
2.618 94.83
1.618 93.18
1.000 92.16
0.618 91.53
HIGH 90.51
0.618 89.88
0.500 89.69
0.382 89.49
LOW 88.86
0.618 87.84
1.000 87.21
1.618 86.19
2.618 84.54
4.250 81.85
Fisher Pivots for day following 10-Dec-2010
Pivot 1 day 3 day
R1 89.69 89.91
PP 89.65 89.80
S1 89.62 89.70

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

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