NYMEX Light Sweet Crude Oil Future March 2011

Trading Metrics calculated at close of trading on 17-Dec-2010

Day Change Summary
	Previous	Current
	16-Dec-2010	17-Dec-2010	Change	Change %	Previous Week
Open	89.69	89.51	-0.18	-0.2%	88.75
High	90.00	90.01	0.01	0.0%	90.49
Low	89.14	88.57	-0.57	-0.6%	88.07
Close	89.18	89.37	0.19	0.2%	89.37
Range	0.86	1.44	0.58	67.4%	2.42
ATR	1.84	1.81	-0.03	-1.6%	0.00
Volume	66,584	73,267	6,683	10.0%	314,282

Daily Pivots for day following 17-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	93.64	92.94	90.16
R3	92.20	91.50	89.77
R2	90.76	90.76	89.63
R1	90.06	90.06	89.50	89.69
PP	89.32	89.32	89.32	89.13
S1	88.62	88.62	89.24	88.25
S2	87.88	87.88	89.11
S3	86.44	87.18	88.97
S4	85.00	85.74	88.58

Weekly Pivots for week ending 17-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	96.57	95.39	90.70
R3	94.15	92.97	90.04
R2	91.73	91.73	89.81
R1	90.55	90.55	89.59	91.14
PP	89.31	89.31	89.31	89.61
S1	88.13	88.13	89.15	88.72
S2	86.89	86.89	88.93
S3	84.47	85.71	88.70
S4	82.05	83.29	88.04

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	90.49	88.07	2.42	2.7%	1.53	1.7%	54%	False	False	62,856
10	91.47	88.07	3.40	3.8%	1.62	1.8%	38%	False	False	69,038
20	91.47	81.41	10.06	11.3%	1.92	2.2%	79%	False	False	53,452
40	91.47	81.41	10.06	11.3%	1.79	2.0%	79%	False	False	40,013
60	91.47	78.76	12.71	14.2%	1.85	2.1%	83%	False	False	33,814
80	91.47	76.76	14.71	16.5%	1.79	2.0%	86%	False	False	28,856
100	91.47	74.29	17.18	19.2%	1.71	1.9%	88%	False	False	24,128
120	91.47	74.29	17.18	19.2%	1.67	1.9%	88%	False	False	20,570

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	False
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.51
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	96.13
2.618	93.78
1.618	92.34
1.000	91.45
0.618	90.90
HIGH	90.01
0.618	89.46
0.500	89.29
0.382	89.12
LOW	88.57
0.618	87.68
1.000	87.13
1.618	86.24
2.618	84.80
4.250	82.45

Fisher Pivots for day following 17-Dec-2010
Pivot	1 day	3 day
R1	89.34	89.31
PP	89.32	89.25
S1	89.29	89.19

Download as Excel Spreadsheet

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

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