NYMEX Light Sweet Crude Oil Future March 2011

Trading Metrics calculated at close of trading on 10-Jan-2011

Day Change Summary
	Previous	Current
	07-Jan-2011	10-Jan-2011	Change	Change %	Previous Week
Open	89.58	90.11	0.53	0.6%	92.12
High	90.52	91.00	0.48	0.5%	93.44
Low	88.45	89.28	0.83	0.9%	88.45
Close	89.22	90.58	1.36	1.5%	89.22
Range	2.07	1.72	-0.35	-16.9%	4.99
ATR	1.93	1.92	-0.01	-0.6%	0.00
Volume	216,028	263,239	47,211	21.9%	650,770

Daily Pivots for day following 10-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	95.45	94.73	91.53
R3	93.73	93.01	91.05
R2	92.01	92.01	90.90
R1	91.29	91.29	90.74	91.65
PP	90.29	90.29	90.29	90.47
S1	89.57	89.57	90.42	89.93
S2	88.57	88.57	90.26
S3	86.85	87.85	90.11
S4	85.13	86.13	89.63

Weekly Pivots for week ending 07-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	105.34	102.27	91.96
R3	100.35	97.28	90.59
R2	95.36	95.36	90.13
R1	92.29	92.29	89.68	91.33
PP	90.37	90.37	90.37	89.89
S1	87.30	87.30	88.76	86.34
S2	85.38	85.38	88.31
S3	80.39	82.31	87.85
S4	75.40	77.32	86.48

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	92.95	88.45	4.50	5.0%	2.56	2.8%	47%	False	False	172,537
10	93.44	88.45	4.99	5.5%	2.12	2.3%	43%	False	False	108,633
20	93.44	88.07	5.37	5.9%	1.75	1.9%	47%	False	False	86,938
40	93.44	81.41	12.03	13.3%	1.90	2.1%	76%	False	False	66,550
60	93.44	81.41	12.03	13.3%	1.87	2.1%	76%	False	False	52,311
80	93.44	78.05	15.39	17.0%	1.84	2.0%	81%	False	False	44,061
100	93.44	74.29	19.15	21.1%	1.78	2.0%	85%	False	False	37,578
120	93.44	74.29	19.15	21.1%	1.71	1.9%	85%	False	False	32,109

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
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	0.51
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	98.31
2.618	95.50
1.618	93.78
1.000	92.72
0.618	92.06
HIGH	91.00
0.618	90.34
0.500	90.14
0.382	89.94
LOW	89.28
0.618	88.22
1.000	87.56
1.618	86.50
2.618	84.78
4.250	81.97

Fisher Pivots for day following 10-Jan-2011
Pivot	1 day	3 day
R1	90.43	90.43
PP	90.29	90.29
S1	90.14	90.14

Download as Excel Spreadsheet

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

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