NYMEX Light Sweet Crude Oil Future June 2011

Trading Metrics calculated at close of trading on 03-Dec-2010

Day Change Summary
	Previous	Current
	02-Dec-2010	03-Dec-2010	Change	Change %	Previous Week
Open	88.15	89.03	0.88	1.0%	86.00
High	89.38	90.36	0.98	1.1%	90.36
Low	87.93	88.48	0.55	0.6%	85.31
Close	89.26	90.13	0.87	1.0%	90.13
Range	1.45	1.88	0.43	29.7%	5.05
ATR	1.92	1.91	0.00	-0.1%	0.00
Volume	28,562	44,138	15,576	54.5%	136,223

Daily Pivots for day following 03-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	95.30	94.59	91.16
R3	93.42	92.71	90.65
R2	91.54	91.54	90.47
R1	90.83	90.83	90.30	91.19
PP	89.66	89.66	89.66	89.83
S1	88.95	88.95	89.96	89.31
S2	87.78	87.78	89.79
S3	85.90	87.07	89.61
S4	84.02	85.19	89.10

Weekly Pivots for week ending 03-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	103.75	101.99	92.91
R3	98.70	96.94	91.52
R2	93.65	93.65	91.06
R1	91.89	91.89	90.59	92.77
PP	88.60	88.60	88.60	89.04
S1	86.84	86.84	89.67	87.72
S2	83.55	83.55	89.20
S3	78.50	81.79	88.74
S4	73.45	76.74	87.35

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	90.36	85.31	5.05	5.6%	2.06	2.3%	95%	True	False	27,244
10	90.36	82.46	7.90	8.8%	2.07	2.3%	97%	True	False	23,942
20	90.47	82.46	8.01	8.9%	1.85	2.0%	96%	False	False	24,702
40	90.47	82.46	8.01	8.9%	1.79	2.0%	96%	False	False	20,853
60	90.47	79.39	11.08	12.3%	1.72	1.9%	97%	False	False	21,062
80	90.47	75.70	14.77	16.4%	1.69	1.9%	98%	False	False	18,409

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	0.33
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	98.35
2.618	95.28
1.618	93.40
1.000	92.24
0.618	91.52
HIGH	90.36
0.618	89.64
0.500	89.42
0.382	89.20
LOW	88.48
0.618	87.32
1.000	86.60
1.618	85.44
2.618	83.56
4.250	80.49

Fisher Pivots for day following 03-Dec-2010
Pivot	1 day	3 day
R1	89.89	89.44
PP	89.66	88.74
S1	89.42	88.05

Download as Excel Spreadsheet

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

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