NYMEX Light Sweet Crude Oil Future March 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	89.25	89.55	0.30	0.3%	85.00
High	89.91	90.28	0.37	0.4%	90.13
Low	88.34	88.65	0.31	0.4%	84.52
Close	89.29	89.34	0.05	0.1%	89.87
Range	1.57	1.63	0.06	3.8%	5.61
ATR	1.99	1.96	-0.03	-1.3%	0.00
Volume	97,555	67,006	-30,549	-31.3%	209,423

Daily Pivots for day following 09-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	94.31	93.46	90.24
R3	92.68	91.83	89.79
R2	91.05	91.05	89.64
R1	90.20	90.20	89.49	89.81
PP	89.42	89.42	89.42	89.23
S1	88.57	88.57	89.19	88.18
S2	87.79	87.79	89.04
S3	86.16	86.94	88.89
S4	84.53	85.31	88.44

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	88.00	3.47	3.9%	1.79	2.0%	39%	False	False	73,046
10	91.47	83.84	7.63	8.5%	1.99	2.2%	72%	False	False	54,517
20	91.47	81.41	10.06	11.3%	2.02	2.3%	79%	False	False	44,538
40	91.47	81.41	10.06	11.3%	1.94	2.2%	79%	False	False	33,618
60	91.47	78.05	13.42	15.0%	1.86	2.1%	84%	False	False	28,805
80	91.47	74.29	17.18	19.2%	1.78	2.0%	88%	False	False	24,451
100	91.47	74.29	17.18	19.2%	1.70	1.9%	88%	False	False	20,452
120	91.47	74.29	17.18	19.2%	1.66	1.9%	88%	False	False	17,447

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	0.40
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	97.21
2.618	94.55
1.618	92.92
1.000	91.91
0.618	91.29
HIGH	90.28
0.618	89.66
0.500	89.47
0.382	89.27
LOW	88.65
0.618	87.64
1.000	87.02
1.618	86.01
2.618	84.38
4.250	81.72

Fisher Pivots for day following 09-Dec-2010
Pivot	1 day	3 day
R1	89.47	89.91
PP	89.42	89.72
S1	89.38	89.53

Download as Excel Spreadsheet

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

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