NYMEX Light Sweet Crude Oil Future July 2011


Trading Metrics calculated at close of trading on 28-Dec-2010
Day Change Summary
Previous Current
27-Dec-2010 28-Dec-2010 Change Change % Previous Week
Open 93.58 93.43 -0.15 -0.2% 90.91
High 93.58 93.90 0.32 0.3% 93.65
Low 92.79 93.40 0.61 0.7% 90.36
Close 93.35 93.78 0.43 0.5% 93.55
Range 0.79 0.50 -0.29 -36.7% 3.29
ATR 1.23 1.18 -0.05 -3.9% 0.00
Volume 3,212 3,460 248 7.7% 24,029
Daily Pivots for day following 28-Dec-2010
Classic Woodie Camarilla DeMark
R4 95.19 94.99 94.06
R3 94.69 94.49 93.92
R2 94.19 94.19 93.87
R1 93.99 93.99 93.83 94.09
PP 93.69 93.69 93.69 93.75
S1 93.49 93.49 93.73 93.59
S2 93.19 93.19 93.69
S3 92.69 92.99 93.64
S4 92.19 92.49 93.51
Weekly Pivots for week ending 24-Dec-2010
Classic Woodie Camarilla DeMark
R4 102.39 101.26 95.36
R3 99.10 97.97 94.45
R2 95.81 95.81 94.15
R1 94.68 94.68 93.85 95.25
PP 92.52 92.52 92.52 92.80
S1 91.39 91.39 93.25 91.96
S2 89.23 89.23 92.95
S3 85.94 88.10 92.65
S4 82.65 84.81 91.74
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.90 91.60 2.30 2.5% 0.74 0.8% 95% True False 4,428
10 93.90 89.63 4.27 4.6% 0.91 1.0% 97% True False 6,081
20 93.90 85.92 7.98 8.5% 1.16 1.2% 98% True False 6,718
40 93.90 83.16 10.74 11.5% 1.17 1.2% 99% True False 5,264
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.20
Narrowest range in 38 trading days
Fibonacci Retracements and Extensions
4.250 96.03
2.618 95.21
1.618 94.71
1.000 94.40
0.618 94.21
HIGH 93.90
0.618 93.71
0.500 93.65
0.382 93.59
LOW 93.40
0.618 93.09
1.000 92.90
1.618 92.59
2.618 92.09
4.250 91.28
Fisher Pivots for day following 28-Dec-2010
Pivot 1 day 3 day
R1 93.74 93.59
PP 93.69 93.40
S1 93.65 93.21

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

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