NYMEX Light Sweet Crude Oil Future January 2011


Trading Metrics calculated at close of trading on 03-Dec-2010
Day Change Summary
Previous Current
02-Dec-2010 03-Dec-2010 Change Change % Previous Week
Open 86.80 87.94 1.14 1.3% 83.90
High 88.13 89.49 1.36 1.5% 89.49
Low 86.27 87.14 0.87 1.0% 83.55
Close 88.00 89.19 1.19 1.4% 89.19
Range 1.86 2.35 0.49 26.3% 5.94
ATR 2.18 2.19 0.01 0.6% 0.00
Volume 311,216 334,386 23,170 7.4% 1,588,794
Daily Pivots for day following 03-Dec-2010
Classic Woodie Camarilla DeMark
R4 95.66 94.77 90.48
R3 93.31 92.42 89.84
R2 90.96 90.96 89.62
R1 90.07 90.07 89.41 90.52
PP 88.61 88.61 88.61 88.83
S1 87.72 87.72 88.97 88.17
S2 86.26 86.26 88.76
S3 83.91 85.37 88.54
S4 81.56 83.02 87.90
Weekly Pivots for week ending 03-Dec-2010
Classic Woodie Camarilla DeMark
R4 105.23 103.15 92.46
R3 99.29 97.21 90.82
R2 93.35 93.35 90.28
R1 91.27 91.27 89.73 92.31
PP 87.41 87.41 87.41 87.93
S1 85.33 85.33 88.65 86.37
S2 81.47 81.47 88.10
S3 75.53 79.39 87.56
S4 69.59 73.45 85.92
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.49 83.55 5.94 6.7% 2.44 2.7% 95% True False 317,758
10 89.49 80.28 9.21 10.3% 2.34 2.6% 97% True False 297,294
20 89.49 80.28 9.21 10.3% 2.17 2.4% 97% True False 235,880
40 89.49 80.28 9.21 10.3% 2.09 2.3% 97% True False 156,323
60 89.49 76.41 13.08 14.7% 2.00 2.2% 98% True False 123,374
80 89.49 73.12 16.37 18.4% 1.96 2.2% 98% True False 98,329
100 89.49 73.12 16.37 18.4% 1.89 2.1% 98% True False 80,188
120 89.49 73.12 16.37 18.4% 1.85 2.1% 98% True False 67,674
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.44
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 99.48
2.618 95.64
1.618 93.29
1.000 91.84
0.618 90.94
HIGH 89.49
0.618 88.59
0.500 88.32
0.382 88.04
LOW 87.14
0.618 85.69
1.000 84.79
1.618 83.34
2.618 80.99
4.250 77.15
Fisher Pivots for day following 03-Dec-2010
Pivot 1 day 3 day
R1 88.90 88.31
PP 88.61 87.44
S1 88.32 86.56

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

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