NYMEX Light Sweet Crude Oil Future June 2011


Trading Metrics calculated at close of trading on 15-Dec-2010
Day Change Summary
Previous Current
14-Dec-2010 15-Dec-2010 Change Change % Previous Week
Open 90.37 90.27 -0.10 -0.1% 90.48
High 90.90 91.25 0.35 0.4% 91.82
Low 90.20 89.24 -0.96 -1.1% 88.86
Close 90.39 90.95 0.56 0.6% 89.59
Range 0.70 2.01 1.31 187.1% 2.96
ATR 1.73 1.75 0.02 1.2% 0.00
Volume 31,919 25,799 -6,120 -19.2% 231,080
Daily Pivots for day following 15-Dec-2010
Classic Woodie Camarilla DeMark
R4 96.51 95.74 92.06
R3 94.50 93.73 91.50
R2 92.49 92.49 91.32
R1 91.72 91.72 91.13 92.11
PP 90.48 90.48 90.48 90.67
S1 89.71 89.71 90.77 90.10
S2 88.47 88.47 90.58
S3 86.46 87.70 90.40
S4 84.45 85.69 89.84
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 91.25 88.86 2.39 2.6% 1.51 1.7% 87% True False 30,783
10 91.82 87.93 3.89 4.3% 1.57 1.7% 78% False False 38,303
20 91.82 82.46 9.36 10.3% 1.83 2.0% 91% False False 30,666
40 91.82 82.46 9.36 10.3% 1.69 1.9% 91% False False 24,807
60 91.82 79.39 12.43 13.7% 1.74 1.9% 93% False False 23,837
80 91.82 75.70 16.12 17.7% 1.70 1.9% 95% False False 21,414
100 91.82 75.70 16.12 17.7% 1.67 1.8% 95% False False 18,750
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.34
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 99.79
2.618 96.51
1.618 94.50
1.000 93.26
0.618 92.49
HIGH 91.25
0.618 90.48
0.500 90.25
0.382 90.01
LOW 89.24
0.618 88.00
1.000 87.23
1.618 85.99
2.618 83.98
4.250 80.70
Fisher Pivots for day following 15-Dec-2010
Pivot 1 day 3 day
R1 90.72 90.72
PP 90.48 90.48
S1 90.25 90.25

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

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