NYMEX Light Sweet Crude Oil Future July 2011


Trading Metrics calculated at close of trading on 21-Dec-2010
Day Change Summary
Previous Current
20-Dec-2010 21-Dec-2010 Change Change % Previous Week
Open 90.91 91.95 1.04 1.1% 89.95
High 91.95 92.28 0.33 0.4% 91.32
Low 90.36 91.60 1.24 1.4% 89.63
Close 91.83 92.24 0.41 0.4% 90.89
Range 1.59 0.68 -0.91 -57.2% 1.69
ATR 1.37 1.32 -0.05 -3.6% 0.00
Volume 8,557 5,150 -3,407 -39.8% 33,505
Daily Pivots for day following 21-Dec-2010
Classic Woodie Camarilla DeMark
R4 94.08 93.84 92.61
R3 93.40 93.16 92.43
R2 92.72 92.72 92.36
R1 92.48 92.48 92.30 92.60
PP 92.04 92.04 92.04 92.10
S1 91.80 91.80 92.18 91.92
S2 91.36 91.36 92.12
S3 90.68 91.12 92.05
S4 90.00 90.44 91.87
Weekly Pivots for week ending 17-Dec-2010
Classic Woodie Camarilla DeMark
R4 95.68 94.98 91.82
R3 93.99 93.29 91.35
R2 92.30 92.30 91.20
R1 91.60 91.60 91.04 91.95
PP 90.61 90.61 90.61 90.79
S1 89.91 89.91 90.74 90.26
S2 88.92 88.92 90.58
S3 87.23 88.22 90.43
S4 85.54 86.53 89.96
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 92.28 89.63 2.65 2.9% 1.07 1.2% 98% True False 7,120
10 92.28 89.17 3.11 3.4% 1.13 1.2% 99% True False 7,435
20 92.28 83.16 9.12 9.9% 1.31 1.4% 100% True False 6,484
40 92.28 83.16 9.12 9.9% 1.14 1.2% 100% True False 5,107
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 False
Stretch 0.26
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 95.17
2.618 94.06
1.618 93.38
1.000 92.96
0.618 92.70
HIGH 92.28
0.618 92.02
0.500 91.94
0.382 91.86
LOW 91.60
0.618 91.18
1.000 90.92
1.618 90.50
2.618 89.82
4.250 88.71
Fisher Pivots for day following 21-Dec-2010
Pivot 1 day 3 day
R1 92.14 91.93
PP 92.04 91.63
S1 91.94 91.32

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

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