NYMEX Light Sweet Crude Oil Future May 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	90.68	90.62	-0.06	-0.1%	89.90
High	90.77	91.00	0.23	0.3%	91.06
Low	90.13	89.70	-0.43	-0.5%	89.00
Close	90.24	90.36	0.12	0.1%	90.36
Range	0.64	1.30	0.66	103.1%	2.06
ATR	1.59	1.57	-0.02	-1.3%	0.00
Volume	19,465	23,598	4,133	21.2%	85,104

Daily Pivots for day following 17-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	94.25	93.61	91.08
R3	92.95	92.31	90.72
R2	91.65	91.65	90.60
R1	91.01	91.01	90.48	90.68
PP	90.35	90.35	90.35	90.19
S1	89.71	89.71	90.24	89.38
S2	89.05	89.05	90.12
S3	87.75	88.41	90.00
S4	86.45	87.11	89.65

Weekly Pivots for week ending 17-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	96.32	95.40	91.49
R3	94.26	93.34	90.93
R2	92.20	92.20	90.74
R1	91.28	91.28	90.55	91.74
PP	90.14	90.14	90.14	90.37
S1	89.22	89.22	90.17	89.68
S2	88.08	88.08	89.98
S3	86.02	87.16	89.79
S4	83.96	85.10	89.23

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	91.06	89.00	2.06	2.3%	1.31	1.4%	66%	False	False	17,020
10	91.78	88.68	3.10	3.4%	1.42	1.6%	54%	False	False	18,814
20	91.78	82.22	9.56	10.6%	1.63	1.8%	85%	False	False	14,277
40	91.78	82.22	9.56	10.6%	1.44	1.6%	85%	False	False	11,656
60	91.78	79.84	11.94	13.2%	1.39	1.5%	88%	False	False	9,876
80	91.78	78.15	13.63	15.1%	1.23	1.4%	90%	False	False	8,553
100	91.78	75.91	15.87	17.6%	1.12	1.2%	91%	False	False	7,326

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	True
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.33
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	96.53
2.618	94.40
1.618	93.10
1.000	92.30
0.618	91.80
HIGH	91.00
0.618	90.50
0.500	90.35
0.382	90.20
LOW	89.70
0.618	88.90
1.000	88.40
1.618	87.60
2.618	86.30
4.250	84.18

Fisher Pivots for day following 17-Dec-2010
Pivot	1 day	3 day
R1	90.36	90.24
PP	90.35	90.13
S1	90.35	90.01

Download as Excel Spreadsheet

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

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