NYMEX Light Sweet Crude Oil Future September 2011


Trading Metrics calculated at close of trading on 27-Dec-2010
Day Change Summary
Previous Current
23-Dec-2010 27-Dec-2010 Change Change % Previous Week
Open 92.96 93.85 0.89 1.0% 91.20
High 93.72 93.85 0.13 0.1% 93.72
Low 92.79 93.00 0.21 0.2% 90.73
Close 93.72 93.52 -0.20 -0.2% 93.72
Range 0.93 0.85 -0.08 -8.6% 2.99
ATR
Volume 2,864 3,912 1,048 36.6% 13,600
Daily Pivots for day following 27-Dec-2010
Classic Woodie Camarilla DeMark
R4 96.01 95.61 93.99
R3 95.16 94.76 93.75
R2 94.31 94.31 93.68
R1 93.91 93.91 93.60 93.69
PP 93.46 93.46 93.46 93.34
S1 93.06 93.06 93.44 92.84
S2 92.61 92.61 93.36
S3 91.76 92.21 93.29
S4 90.91 91.36 93.05
Weekly Pivots for week ending 24-Dec-2010
Classic Woodie Camarilla DeMark
R4 101.69 100.70 95.36
R3 98.70 97.71 94.54
R2 95.71 95.71 94.27
R1 94.72 94.72 93.99 95.22
PP 92.72 92.72 92.72 92.97
S1 91.73 91.73 93.45 92.23
S2 89.73 89.73 93.17
S3 86.74 88.74 92.90
S4 83.75 85.75 92.08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.85 90.73 3.12 3.3% 0.81 0.9% 89% True False 3,502
10 93.85 89.83 4.02 4.3% 0.83 0.9% 92% True False 4,228
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 0.17
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 97.46
2.618 96.08
1.618 95.23
1.000 94.70
0.618 94.38
HIGH 93.85
0.618 93.53
0.500 93.43
0.382 93.32
LOW 93.00
0.618 92.47
1.000 92.15
1.618 91.62
2.618 90.77
4.250 89.39
Fisher Pivots for day following 27-Dec-2010
Pivot 1 day 3 day
R1 93.49 93.41
PP 93.46 93.30
S1 93.43 93.19

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

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