NYMEX Light Sweet Crude Oil Future July 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 89.92 90.88 0.96 1.1% 86.07
High 90.57 90.88 0.31 0.3% 90.34
Low 89.23 89.66 0.43 0.5% 85.92
Close 90.22 90.19 -0.03 0.0% 90.14
Range 1.34 1.22 -0.12 -9.0% 4.42
ATR 1.52 1.50 -0.02 -1.4% 0.00
Volume 11,294 9,114 -2,180 -19.3% 22,997
Daily Pivots for day following 09-Dec-2010
Classic Woodie Camarilla DeMark
R4 93.90 93.27 90.86
R3 92.68 92.05 90.53
R2 91.46 91.46 90.41
R1 90.83 90.83 90.30 90.54
PP 90.24 90.24 90.24 90.10
S1 89.61 89.61 90.08 89.32
S2 89.02 89.02 89.97
S3 87.80 88.39 89.85
S4 86.58 87.17 89.52
Weekly Pivots for week ending 03-Dec-2010
Classic Woodie Camarilla DeMark
R4 102.06 100.52 92.57
R3 97.64 96.10 91.36
R2 93.22 93.22 90.95
R1 91.68 91.68 90.55 92.45
PP 88.80 88.80 88.80 89.19
S1 87.26 87.26 89.73 88.03
S2 84.38 84.38 89.33
S3 79.96 82.84 88.92
S4 75.54 78.42 87.71
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.82 89.01 2.81 3.1% 1.33 1.5% 42% False False 10,138
10 91.82 85.21 6.61 7.3% 1.39 1.5% 75% False False 6,796
20 91.82 83.16 8.66 9.6% 1.36 1.5% 81% False False 5,677
40 91.82 83.16 8.66 9.6% 1.19 1.3% 81% False False 4,423
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 0.15
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 96.07
2.618 94.07
1.618 92.85
1.000 92.10
0.618 91.63
HIGH 90.88
0.618 90.41
0.500 90.27
0.382 90.13
LOW 89.66
0.618 88.91
1.000 88.44
1.618 87.69
2.618 86.47
4.250 84.48
Fisher Pivots for day following 09-Dec-2010
Pivot 1 day 3 day
R1 90.27 90.53
PP 90.24 90.41
S1 90.22 90.30

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

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