NYMEX Light Sweet Crude Oil Future March 2011

Trading Metrics calculated at close of trading on 07-Dec-2010

Day Change Summary
	Previous	Current
	06-Dec-2010	07-Dec-2010	Change	Change %	Previous Week
Open	90.12	89.59	-0.53	-0.6%	85.00
High	90.46	91.47	1.01	1.1%	90.13
Low	89.25	89.07	-0.18	-0.2%	84.52
Close	89.98	89.67	-0.31	-0.3%	89.87
Range	1.21	2.40	1.19	98.3%	5.61
ATR	1.99	2.02	0.03	1.5%	0.00
Volume	74,316	64,176	-10,140	-13.6%	209,423

Daily Pivots for day following 07-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	97.27	95.87	90.99
R3	94.87	93.47	90.33
R2	92.47	92.47	90.11
R1	91.07	91.07	89.89	91.77
PP	90.07	90.07	90.07	90.42
S1	88.67	88.67	89.45	89.37
S2	87.67	87.67	89.23
S3	85.27	86.27	89.01
S4	82.87	83.87	88.35

Weekly Pivots for week ending 03-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	105.00	103.05	92.96
R3	99.39	97.44	91.41
R2	93.78	93.78	90.90
R1	91.83	91.83	90.38	92.81
PP	88.17	88.17	88.17	88.66
S1	86.22	86.22	89.36	87.20
S2	82.56	82.56	88.84
S3	76.95	80.61	88.33
S4	71.34	75.00	86.78

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	91.47	84.67	6.80	7.6%	2.11	2.4%	74%	True	False	58,490
10	91.47	81.41	10.06	11.2%	2.16	2.4%	82%	True	False	44,594
20	91.47	81.41	10.06	11.2%	2.05	2.3%	82%	True	False	38,560
40	91.47	81.41	10.06	11.2%	1.92	2.1%	82%	True	False	30,339
60	91.47	78.05	13.42	15.0%	1.84	2.1%	87%	True	False	26,829
80	91.47	74.29	17.18	19.2%	1.77	2.0%	90%	True	False	22,459
100	91.47	74.29	17.18	19.2%	1.71	1.9%	90%	True	False	18,840
120	91.47	74.29	17.18	19.2%	1.65	1.8%	90%	True	False	16,118

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.29
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	101.67
2.618	97.75
1.618	95.35
1.000	93.87
0.618	92.95
HIGH	91.47
0.618	90.55
0.500	90.27
0.382	89.99
LOW	89.07
0.618	87.59
1.000	86.67
1.618	85.19
2.618	82.79
4.250	78.87

Fisher Pivots for day following 07-Dec-2010
Pivot	1 day	3 day
R1	90.27	89.74
PP	90.07	89.71
S1	89.87	89.69

Download as Excel Spreadsheet

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

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