NYMEX Light Sweet Crude Oil Future June 2011


Trading Metrics calculated at close of trading on 23-Dec-2010
Day Change Summary
Previous Current
22-Dec-2010 23-Dec-2010 Change Change % Previous Week
Open 92.11 92.66 0.55 0.6% 89.68
High 92.80 93.50 0.70 0.8% 91.35
Low 92.01 92.27 0.26 0.3% 89.24
Close 92.52 93.36 0.84 0.9% 90.65
Range 0.79 1.23 0.44 55.7% 2.11
ATR 1.53 1.51 -0.02 -1.4% 0.00
Volume 18,997 28,898 9,901 52.1% 149,137
Daily Pivots for day following 23-Dec-2010
Classic Woodie Camarilla DeMark
R4 96.73 96.28 94.04
R3 95.50 95.05 93.70
R2 94.27 94.27 93.59
R1 93.82 93.82 93.47 94.05
PP 93.04 93.04 93.04 93.16
S1 92.59 92.59 93.25 92.82
S2 91.81 91.81 93.13
S3 90.58 91.36 93.02
S4 89.35 90.13 92.68
Weekly Pivots for week ending 17-Dec-2010
Classic Woodie Camarilla DeMark
R4 96.74 95.81 91.81
R3 94.63 93.70 91.23
R2 92.52 92.52 91.04
R1 91.59 91.59 90.84 92.06
PP 90.41 90.41 90.41 90.65
S1 89.48 89.48 90.46 89.95
S2 88.30 88.30 90.26
S3 86.19 87.37 90.07
S4 84.08 85.26 89.49
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.50 90.04 3.46 3.7% 1.16 1.2% 96% True False 29,109
10 93.50 88.86 4.64 5.0% 1.25 1.3% 97% True False 28,396
20 93.50 84.81 8.69 9.3% 1.55 1.7% 98% True False 32,010
40 93.50 82.46 11.04 11.8% 1.61 1.7% 99% True False 26,726
60 93.50 82.46 11.04 11.8% 1.69 1.8% 99% True False 24,816
80 93.50 79.10 14.40 15.4% 1.65 1.8% 99% True False 22,722
100 93.50 75.70 17.80 19.1% 1.63 1.7% 99% True False 20,107
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 0.39
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 98.73
2.618 96.72
1.618 95.49
1.000 94.73
0.618 94.26
HIGH 93.50
0.618 93.03
0.500 92.89
0.382 92.74
LOW 92.27
0.618 91.51
1.000 91.04
1.618 90.28
2.618 89.05
4.250 87.04
Fisher Pivots for day following 23-Dec-2010
Pivot 1 day 3 day
R1 93.20 93.02
PP 93.04 92.69
S1 92.89 92.35

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

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