NYMEX Light Sweet Crude Oil Future June 2011

Trading Metrics calculated at close of trading on 13-Dec-2010

Day Change Summary
	Previous	Current
	10-Dec-2010	13-Dec-2010	Change	Change %	Previous Week
Open	90.12	89.68	-0.44	-0.5%	90.48
High	90.51	91.25	0.74	0.8%	91.82
Low	88.86	89.56	0.70	0.8%	88.86
Close	89.59	90.42	0.83	0.9%	89.59
Range	1.65	1.69	0.04	2.4%	2.96
ATR	1.82	1.81	-0.01	-0.5%	0.00
Volume	30,859	21,532	-9,327	-30.2%	231,080

Daily Pivots for day following 13-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	95.48	94.64	91.35
R3	93.79	92.95	90.88
R2	92.10	92.10	90.73
R1	91.26	91.26	90.57	91.68
PP	90.41	90.41	90.41	90.62
S1	89.57	89.57	90.27	89.99
S2	88.72	88.72	90.11
S3	87.03	87.88	89.96
S4	85.34	86.19	89.49

Weekly Pivots for week ending 10-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	98.97	97.24	91.22
R3	96.01	94.28	90.40
R2	93.05	93.05	90.13
R1	91.32	91.32	89.86	90.71
PP	90.09	90.09	90.09	89.78
S1	88.36	88.36	89.32	87.75
S2	87.13	87.13	89.05
S3	84.17	85.40	88.78
S4	81.21	82.44	87.96

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	91.82	88.86	2.96	3.3%	1.70	1.9%	53%	False	False	40,028
10	91.82	85.31	6.51	7.2%	1.80	2.0%	78%	False	False	37,497
20	91.82	82.46	9.36	10.4%	1.87	2.1%	85%	False	False	29,467
40	91.82	82.46	9.36	10.4%	1.78	2.0%	85%	False	False	24,281
60	91.82	79.39	12.43	13.7%	1.76	1.9%	89%	False	False	23,403
80	91.82	75.70	16.12	17.8%	1.70	1.9%	91%	False	False	20,869
100	91.82	75.70	16.12	17.8%	1.67	1.8%	91%	False	False	18,289

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.23
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	98.43
2.618	95.67
1.618	93.98
1.000	92.94
0.618	92.29
HIGH	91.25
0.618	90.60
0.500	90.41
0.382	90.21
LOW	89.56
0.618	88.52
1.000	87.87
1.618	86.83
2.618	85.14
4.250	82.38

Fisher Pivots for day following 13-Dec-2010
Pivot	1 day	3 day
R1	90.42	90.30
PP	90.41	90.18
S1	90.41	90.06

Download as Excel Spreadsheet

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

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