NYMEX Light Sweet Crude Oil Future August 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 93.67 93.60 -0.07 -0.1% 91.07
High 93.69 93.98 0.29 0.3% 93.76
Low 92.92 93.33 0.41 0.4% 90.58
Close 93.46 93.88 0.42 0.4% 93.65
Range 0.77 0.65 -0.12 -15.6% 3.18
ATR 1.11 1.08 -0.03 -3.0% 0.00
Volume 3,496 2,206 -1,290 -36.9% 14,926
Daily Pivots for day following 28-Dec-2010
Classic Woodie Camarilla DeMark
R4 95.68 95.43 94.24
R3 95.03 94.78 94.06
R2 94.38 94.38 94.00
R1 94.13 94.13 93.94 94.26
PP 93.73 93.73 93.73 93.79
S1 93.48 93.48 93.82 93.61
S2 93.08 93.08 93.76
S3 92.43 92.83 93.70
S4 91.78 92.18 93.52
Weekly Pivots for week ending 24-Dec-2010
Classic Woodie Camarilla DeMark
R4 102.20 101.11 95.40
R3 99.02 97.93 94.52
R2 95.84 95.84 94.23
R1 94.75 94.75 93.94 95.30
PP 92.66 92.66 92.66 92.94
S1 91.57 91.57 93.36 92.12
S2 89.48 89.48 93.07
S3 86.30 88.39 92.78
S4 83.12 85.21 91.90
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.98 91.91 2.07 2.2% 0.71 0.8% 95% True False 3,053
10 93.98 89.80 4.18 4.5% 0.91 1.0% 98% True False 4,315
20 93.98 86.20 7.78 8.3% 1.09 1.2% 99% True False 4,398
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.22
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 96.74
2.618 95.68
1.618 95.03
1.000 94.63
0.618 94.38
HIGH 93.98
0.618 93.73
0.500 93.66
0.382 93.58
LOW 93.33
0.618 92.93
1.000 92.68
1.618 92.28
2.618 91.63
4.250 90.57
Fisher Pivots for day following 28-Dec-2010
Pivot 1 day 3 day
R1 93.81 93.69
PP 93.73 93.49
S1 93.66 93.30

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

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