NYMEX Light Sweet Crude Oil Future February 2011

Trading Metrics calculated at close of trading on 09-Dec-2010

Day Change Summary
	Previous	Current
	08-Dec-2010	09-Dec-2010	Change	Change %	Previous Week
Open	88.82	89.10	0.28	0.3%	84.61
High	89.49	89.86	0.37	0.4%	89.87
Low	87.87	88.21	0.34	0.4%	84.09
Close	88.82	88.88	0.06	0.1%	89.59
Range	1.62	1.65	0.03	1.9%	5.78
ATR	2.05	2.02	-0.03	-1.4%	0.00
Volume	187,767	159,818	-27,949	-14.9%	367,508

Daily Pivots for day following 09-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	93.93	93.06	89.79
R3	92.28	91.41	89.33
R2	90.63	90.63	89.18
R1	89.76	89.76	89.03	89.37
PP	88.98	88.98	88.98	88.79
S1	88.11	88.11	88.73	87.72
S2	87.33	87.33	88.58
S3	85.68	86.46	88.43
S4	84.03	84.81	87.97

Weekly Pivots for week ending 03-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	105.19	103.17	92.77
R3	99.41	97.39	91.18
R2	93.63	93.63	90.65
R1	91.61	91.61	90.12	92.62
PP	87.85	87.85	87.85	88.36
S1	85.83	85.83	89.06	86.84
S2	82.07	82.07	88.53
S3	76.29	80.05	88.00
S4	70.51	74.27	86.41

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	91.17	87.60	3.57	4.0%	1.86	2.1%	36%	False	False	136,556
10	91.17	83.34	7.83	8.8%	2.05	2.3%	71%	False	False	100,148
20	91.17	80.89	10.28	11.6%	2.09	2.4%	78%	False	False	81,924
40	91.17	80.89	10.28	11.6%	2.01	2.3%	78%	False	False	57,596
60	91.17	77.34	13.83	15.6%	1.94	2.2%	83%	False	False	46,901
80	91.17	73.76	17.41	19.6%	1.84	2.1%	87%	False	False	38,343
100	91.17	73.76	17.41	19.6%	1.75	2.0%	87%	False	False	31,707
120	91.17	73.76	17.41	19.6%	1.65	1.9%	87%	False	False	26,764

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.46
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	96.87
2.618	94.18
1.618	92.53
1.000	91.51
0.618	90.88
HIGH	89.86
0.618	89.23
0.500	89.04
0.382	88.84
LOW	88.21
0.618	87.19
1.000	86.56
1.618	85.54
2.618	83.89
4.250	81.20

Fisher Pivots for day following 09-Dec-2010
Pivot	1 day	3 day
R1	89.04	89.52
PP	88.98	89.31
S1	88.93	89.09

Download as Excel Spreadsheet

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

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