NYMEX Light Sweet Crude Oil Future March 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	89.51	89.52	0.01	0.0%	88.75
High	90.01	90.34	0.33	0.4%	90.49
Low	88.57	88.56	-0.01	0.0%	88.07
Close	89.37	90.16	0.79	0.9%	89.37
Range	1.44	1.78	0.34	23.6%	2.42
ATR	1.81	1.81	0.00	-0.1%	0.00
Volume	73,267	72,858	-409	-0.6%	314,282

Daily Pivots for day following 20-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	95.03	94.37	91.14
R3	93.25	92.59	90.65
R2	91.47	91.47	90.49
R1	90.81	90.81	90.32	91.14
PP	89.69	89.69	89.69	89.85
S1	89.03	89.03	90.00	89.36
S2	87.91	87.91	89.83
S3	86.13	87.25	89.67
S4	84.35	85.47	89.18

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	90.34	88.07	2.27	2.5%	1.48	1.6%	92%	True	False	67,096
10	91.47	88.07	3.40	3.8%	1.68	1.9%	61%	False	False	68,892
20	91.47	81.41	10.06	11.2%	1.90	2.1%	87%	False	False	55,416
40	91.47	81.41	10.06	11.2%	1.80	2.0%	87%	False	False	41,204
60	91.47	78.76	12.71	14.1%	1.85	2.0%	90%	False	False	34,716
80	91.47	76.92	14.55	16.1%	1.80	2.0%	91%	False	False	29,709
100	91.47	74.29	17.18	19.1%	1.71	1.9%	92%	False	False	24,795
120	91.47	74.29	17.18	19.1%	1.67	1.9%	92%	False	False	21,154

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	False
3BNR	True
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.56
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	97.91
2.618	95.00
1.618	93.22
1.000	92.12
0.618	91.44
HIGH	90.34
0.618	89.66
0.500	89.45
0.382	89.24
LOW	88.56
0.618	87.46
1.000	86.78
1.618	85.68
2.618	83.90
4.250	81.00

Fisher Pivots for day following 20-Dec-2010
Pivot	1 day	3 day
R1	89.92	89.92
PP	89.69	89.69
S1	89.45	89.45

Download as Excel Spreadsheet

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

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