NYMEX Light Sweet Crude Oil Future June 2011


Trading Metrics calculated at close of trading on 29-Dec-2010
Day Change Summary
Previous Current
28-Dec-2010 29-Dec-2010 Change Change % Previous Week
Open 93.23 93.40 0.17 0.2% 91.07
High 93.71 93.65 -0.06 -0.1% 93.50
Low 93.00 92.85 -0.15 -0.2% 90.07
Close 93.57 93.30 -0.27 -0.3% 93.36
Range 0.71 0.80 0.09 12.7% 3.43
ATR 1.43 1.38 -0.04 -3.1% 0.00
Volume 9,484 13,648 4,164 43.9% 103,968
Daily Pivots for day following 29-Dec-2010
Classic Woodie Camarilla DeMark
R4 95.67 95.28 93.74
R3 94.87 94.48 93.52
R2 94.07 94.07 93.45
R1 93.68 93.68 93.37 93.48
PP 93.27 93.27 93.27 93.16
S1 92.88 92.88 93.23 92.68
S2 92.47 92.47 93.15
S3 91.67 92.08 93.08
S4 90.87 91.28 92.86
Weekly Pivots for week ending 24-Dec-2010
Classic Woodie Camarilla DeMark
R4 102.60 101.41 95.25
R3 99.17 97.98 94.30
R2 95.74 95.74 93.99
R1 94.55 94.55 93.67 95.15
PP 92.31 92.31 92.31 92.61
S1 91.12 91.12 93.05 91.72
S2 88.88 88.88 92.73
S3 85.45 87.69 92.42
S4 82.02 84.26 91.47
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.71 92.01 1.70 1.8% 0.93 1.0% 76% False False 17,260
10 93.71 89.24 4.47 4.8% 1.11 1.2% 91% False False 23,805
20 93.71 85.73 7.98 8.6% 1.38 1.5% 95% False False 31,063
40 93.71 82.46 11.25 12.1% 1.57 1.7% 96% False False 26,720
60 93.71 82.46 11.25 12.1% 1.66 1.8% 96% False False 24,116
80 93.71 79.39 14.32 15.3% 1.62 1.7% 97% False False 22,748
100 93.71 75.70 18.01 19.3% 1.62 1.7% 98% False False 20,216
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 True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.38
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 97.05
2.618 95.74
1.618 94.94
1.000 94.45
0.618 94.14
HIGH 93.65
0.618 93.34
0.500 93.25
0.382 93.16
LOW 92.85
0.618 92.36
1.000 92.05
1.618 91.56
2.618 90.76
4.250 89.45
Fisher Pivots for day following 29-Dec-2010
Pivot 1 day 3 day
R1 93.28 93.24
PP 93.27 93.19
S1 93.25 93.13

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

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