NYMEX Light Sweet Crude Oil Future May 2011


Trading Metrics calculated at close of trading on 08-Dec-2010
Day Change Summary
Previous Current
07-Dec-2010 08-Dec-2010 Change Change % Previous Week
Open 89.93 89.30 -0.63 -0.7% 86.13
High 91.78 90.40 -1.38 -1.5% 90.33
Low 89.75 88.97 -0.78 -0.9% 85.11
Close 90.17 89.89 -0.28 -0.3% 90.08
Range 2.03 1.43 -0.60 -29.6% 5.22
ATR 1.73 1.71 -0.02 -1.2% 0.00
Volume 22,323 23,223 900 4.0% 54,689
Daily Pivots for day following 08-Dec-2010
Classic Woodie Camarilla DeMark
R4 94.04 93.40 90.68
R3 92.61 91.97 90.28
R2 91.18 91.18 90.15
R1 90.54 90.54 90.02 90.86
PP 89.75 89.75 89.75 89.92
S1 89.11 89.11 89.76 89.43
S2 88.32 88.32 89.63
S3 86.89 87.68 89.50
S4 85.46 86.25 89.10
Weekly Pivots for week ending 03-Dec-2010
Classic Woodie Camarilla DeMark
R4 104.17 102.34 92.95
R3 98.95 97.12 91.52
R2 93.73 93.73 91.04
R1 91.90 91.90 90.56 92.82
PP 88.51 88.51 88.51 88.96
S1 86.68 86.68 89.60 87.60
S2 83.29 83.29 89.12
S3 78.07 81.46 88.64
S4 72.85 76.24 87.21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.78 87.81 3.97 4.4% 1.57 1.7% 52% False False 19,503
10 91.78 83.21 8.57 9.5% 1.79 2.0% 78% False False 14,420
20 91.78 82.22 9.56 10.6% 1.65 1.8% 80% False False 11,881
40 91.78 82.22 9.56 10.6% 1.50 1.7% 80% False False 9,595
60 91.78 79.39 12.39 13.8% 1.33 1.5% 85% False False 8,491
80 91.78 75.91 15.87 17.7% 1.19 1.3% 88% False False 7,298
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.36
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 96.48
2.618 94.14
1.618 92.71
1.000 91.83
0.618 91.28
HIGH 90.40
0.618 89.85
0.500 89.69
0.382 89.52
LOW 88.97
0.618 88.09
1.000 87.54
1.618 86.66
2.618 85.23
4.250 82.89
Fisher Pivots for day following 08-Dec-2010
Pivot 1 day 3 day
R1 89.82 90.38
PP 89.75 90.21
S1 89.69 90.05

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

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