NYMEX Light Sweet Crude Oil Future March 2011

Trading Metrics calculated at close of trading on 13-Dec-2010

Day Change Summary
	Previous	Current
	10-Dec-2010	13-Dec-2010	Change	Change %	Previous Week
Open	89.42	88.75	-0.67	-0.7%	90.12
High	89.89	90.49	0.60	0.7%	91.47
Low	88.11	88.47	0.36	0.4%	88.11
Close	88.79	89.63	0.84	0.9%	88.79
Range	1.78	2.02	0.24	13.5%	3.36
ATR	1.95	1.95	0.01	0.3%	0.00
Volume	73,045	51,658	-21,387	-29.3%	376,098

Daily Pivots for day following 13-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	95.59	94.63	90.74
R3	93.57	92.61	90.19
R2	91.55	91.55	90.00
R1	90.59	90.59	89.82	91.07
PP	89.53	89.53	89.53	89.77
S1	88.57	88.57	89.44	89.05
S2	87.51	87.51	89.26
S3	85.49	86.55	89.07
S4	83.47	84.53	88.52

Weekly Pivots for week ending 10-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	99.54	97.52	90.64
R3	96.18	94.16	89.71
R2	92.82	92.82	89.41
R1	90.80	90.80	89.10	90.13
PP	89.46	89.46	89.46	89.12
S1	87.44	87.44	88.48	86.77
S2	86.10	86.10	88.17
S3	82.74	84.08	87.87
S4	79.38	80.72	86.94

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	91.47	88.11	3.36	3.7%	1.88	2.1%	45%	False	False	70,688
10	91.47	84.52	6.95	7.8%	1.98	2.2%	74%	False	False	61,999
20	91.47	81.41	10.06	11.2%	2.01	2.2%	82%	False	False	46,758
40	91.47	81.41	10.06	11.2%	1.93	2.2%	82%	False	False	35,818
60	91.47	78.05	13.42	15.0%	1.87	2.1%	86%	False	False	30,376
80	91.47	74.29	17.18	19.2%	1.79	2.0%	89%	False	False	25,825
100	91.47	74.29	17.18	19.2%	1.71	1.9%	89%	False	False	21,631
120	91.47	74.29	17.18	19.2%	1.67	1.9%	89%	False	False	18,458

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.43
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	99.08
2.618	95.78
1.618	93.76
1.000	92.51
0.618	91.74
HIGH	90.49
0.618	89.72
0.500	89.48
0.382	89.24
LOW	88.47
0.618	87.22
1.000	86.45
1.618	85.20
2.618	83.18
4.250	79.89

Fisher Pivots for day following 13-Dec-2010
Pivot	1 day	3 day
R1	89.58	89.52
PP	89.53	89.41
S1	89.48	89.30

Download as Excel Spreadsheet

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

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