NYMEX Light Sweet Crude Oil Future July 2011


Trading Metrics calculated at close of trading on 31-Dec-2010
Day Change Summary
Previous Current
30-Dec-2010 31-Dec-2010 Change Change % Previous Week
Open 93.74 92.50 -1.24 -1.3% 93.58
High 93.85 94.44 0.59 0.6% 94.44
Low 91.82 92.31 0.49 0.5% 91.82
Close 92.57 94.06 1.49 1.6% 94.06
Range 2.03 2.13 0.10 4.9% 2.62
ATR 1.21 1.27 0.07 5.4% 0.00
Volume 7,670 11,081 3,411 44.5% 30,570
Daily Pivots for day following 31-Dec-2010
Classic Woodie Camarilla DeMark
R4 99.99 99.16 95.23
R3 97.86 97.03 94.65
R2 95.73 95.73 94.45
R1 94.90 94.90 94.26 95.32
PP 93.60 93.60 93.60 93.81
S1 92.77 92.77 93.86 93.19
S2 91.47 91.47 93.67
S3 89.34 90.64 93.47
S4 87.21 88.51 92.89
Weekly Pivots for week ending 31-Dec-2010
Classic Woodie Camarilla DeMark
R4 101.30 100.30 95.50
R3 98.68 97.68 94.78
R2 96.06 96.06 94.54
R1 95.06 95.06 94.30 95.56
PP 93.44 93.44 93.44 93.69
S1 92.44 92.44 93.82 92.94
S2 90.82 90.82 93.58
S3 88.20 89.82 93.34
S4 85.58 87.20 92.62
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.44 91.82 2.62 2.8% 1.23 1.3% 85% True False 6,114
10 94.44 90.36 4.08 4.3% 1.09 1.2% 91% True False 6,531
20 94.44 89.01 5.43 5.8% 1.16 1.2% 93% True False 7,276
40 94.44 83.16 11.28 12.0% 1.21 1.3% 97% True False 5,703
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.17
Widest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 103.49
2.618 100.02
1.618 97.89
1.000 96.57
0.618 95.76
HIGH 94.44
0.618 93.63
0.500 93.38
0.382 93.12
LOW 92.31
0.618 90.99
1.000 90.18
1.618 88.86
2.618 86.73
4.250 83.26
Fisher Pivots for day following 31-Dec-2010
Pivot 1 day 3 day
R1 93.83 93.75
PP 93.60 93.44
S1 93.38 93.13

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

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