NYMEX Light Sweet Crude Oil Future February 2011

Trading Metrics calculated at close of trading on 20-Dec-2010

Day Change Summary
	Previous	Current
	17-Dec-2010	20-Dec-2010	Change	Change %	Previous Week
Open	88.50	88.78	0.28	0.3%	88.42
High	89.20	89.57	0.37	0.4%	90.00
Low	87.71	87.73	0.02	0.0%	87.43
Close	88.60	89.37	0.77	0.9%	88.60
Range	1.49	1.84	0.35	23.5%	2.57
ATR	1.88	1.88	0.00	-0.2%	0.00
Volume	177,355	253,822	76,467	43.1%	782,685

Daily Pivots for day following 20-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	94.41	93.73	90.38
R3	92.57	91.89	89.88
R2	90.73	90.73	89.71
R1	90.05	90.05	89.54	90.39
PP	88.89	88.89	88.89	89.06
S1	88.21	88.21	89.20	88.55
S2	87.05	87.05	89.03
S3	85.21	86.37	88.86
S4	83.37	84.53	88.36

Weekly Pivots for week ending 17-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	96.39	95.06	90.01
R3	93.82	92.49	89.31
R2	91.25	91.25	89.07
R1	89.92	89.92	88.84	90.59
PP	88.68	88.68	88.68	89.01
S1	87.35	87.35	88.36	88.02
S2	86.11	86.11	88.13
S3	83.54	84.78	87.89
S4	80.97	82.21	87.19

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	89.67	87.43	2.24	2.5%	1.58	1.8%	87%	False	False	183,762
10	91.17	87.43	3.74	4.2%	1.76	2.0%	52%	False	False	166,087
20	91.17	80.89	10.28	11.5%	1.97	2.2%	82%	False	False	119,387
40	91.17	80.89	10.28	11.5%	1.87	2.1%	82%	False	False	81,954
60	91.17	78.14	13.03	14.6%	1.93	2.2%	86%	False	False	64,493
80	91.17	76.29	14.88	16.6%	1.87	2.1%	88%	False	False	52,652
100	91.17	73.76	17.41	19.5%	1.77	2.0%	90%	False	False	43,298
120	91.17	73.76	17.41	19.5%	1.70	1.9%	90%	False	False	36,620

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	True
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.64
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	97.39
2.618	94.39
1.618	92.55
1.000	91.41
0.618	90.71
HIGH	89.57
0.618	88.87
0.500	88.65
0.382	88.43
LOW	87.73
0.618	86.59
1.000	85.89
1.618	84.75
2.618	82.91
4.250	79.91

Fisher Pivots for day following 20-Dec-2010
Pivot	1 day	3 day
R1	89.13	89.13
PP	88.89	88.88
S1	88.65	88.64

Download as Excel Spreadsheet

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

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