NYMEX Light Sweet Crude Oil Future April 2011


Trading Metrics calculated at close of trading on 23-Dec-2010
Day Change Summary
Previous Current
22-Dec-2010 23-Dec-2010 Change Change % Previous Week
Open 91.44 91.90 0.46 0.5% 88.88
High 92.15 92.81 0.66 0.7% 90.85
Low 91.30 91.59 0.29 0.3% 88.58
Close 91.81 92.69 0.88 1.0% 89.95
Range 0.85 1.22 0.37 43.5% 2.27
ATR 1.60 1.57 -0.03 -1.7% 0.00
Volume 31,260 29,976 -1,284 -4.1% 136,206
Daily Pivots for day following 23-Dec-2010
Classic Woodie Camarilla DeMark
R4 96.02 95.58 93.36
R3 94.80 94.36 93.03
R2 93.58 93.58 92.91
R1 93.14 93.14 92.80 93.36
PP 92.36 92.36 92.36 92.48
S1 91.92 91.92 92.58 92.14
S2 91.14 91.14 92.47
S3 89.92 90.70 92.35
S4 88.70 89.48 92.02
Weekly Pivots for week ending 17-Dec-2010
Classic Woodie Camarilla DeMark
R4 96.60 95.55 91.20
R3 94.33 93.28 90.57
R2 92.06 92.06 90.37
R1 91.01 91.01 90.16 91.54
PP 89.79 89.79 89.79 90.06
S1 88.74 88.74 89.74 89.27
S2 87.52 87.52 89.53
S3 85.25 86.47 89.33
S4 82.98 84.20 88.70
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 92.81 89.22 3.59 3.9% 1.20 1.3% 97% True False 36,060
10 92.81 88.43 4.38 4.7% 1.36 1.5% 97% True False 30,495
20 92.81 84.25 8.56 9.2% 1.64 1.8% 99% True False 27,391
40 92.81 81.81 11.00 11.9% 1.62 1.7% 99% True False 20,457
60 92.81 81.81 11.00 11.9% 1.61 1.7% 99% True False 17,043
80 92.81 78.19 14.62 15.8% 1.58 1.7% 99% True False 14,613
100 92.81 74.98 17.83 19.2% 1.41 1.5% 99% True False 12,379
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.42
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 98.00
2.618 96.00
1.618 94.78
1.000 94.03
0.618 93.56
HIGH 92.81
0.618 92.34
0.500 92.20
0.382 92.06
LOW 91.59
0.618 90.84
1.000 90.37
1.618 89.62
2.618 88.40
4.250 86.41
Fisher Pivots for day following 23-Dec-2010
Pivot 1 day 3 day
R1 92.53 92.34
PP 92.36 91.99
S1 92.20 91.65

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

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