NYMEX Light Sweet Crude Oil Future July 2011

Trading Metrics calculated at close of trading on 02-Dec-2010

Day Change Summary
	Previous	Current
	01-Dec-2010	02-Dec-2010	Change	Change %	Previous Week
Open	86.78	88.41	1.63	1.9%	84.32
High	88.63	89.45	0.82	0.9%	86.38
Low	86.78	88.27	1.49	1.7%	83.16
Close	88.52	89.36	0.84	0.9%	86.03
Range	1.85	1.18	-0.67	-36.2%	3.22
ATR	1.60	1.57	-0.03	-1.9%	0.00
Volume	3,276	4,677	1,401	42.8%	14,432

Daily Pivots for day following 02-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	92.57	92.14	90.01
R3	91.39	90.96	89.68
R2	90.21	90.21	89.58
R1	89.78	89.78	89.47	90.00
PP	89.03	89.03	89.03	89.13
S1	88.60	88.60	89.25	88.82
S2	87.85	87.85	89.14
S3	86.67	87.42	89.04
S4	85.49	86.24	88.71

Weekly Pivots for week ending 26-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	94.85	93.66	87.80
R3	91.63	90.44	86.92
R2	88.41	88.41	86.62
R1	87.22	87.22	86.33	87.82
PP	85.19	85.19	85.19	85.49
S1	84.00	84.00	85.73	84.60
S2	81.97	81.97	85.44
S3	78.75	80.78	85.14
S4	75.53	77.56	84.26

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	89.45	85.21	4.24	4.7%	1.45	1.6%	98%	True	False	3,455
10	89.45	83.16	6.29	7.0%	1.36	1.5%	99%	True	False	3,611
20	90.53	83.16	7.37	8.2%	1.26	1.4%	84%	False	False	4,131

Crabel Price Patterns
NR	True
NR4	True
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	0.09
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	94.47
2.618	92.54
1.618	91.36
1.000	90.63
0.618	90.18
HIGH	89.45
0.618	89.00
0.500	88.86
0.382	88.72
LOW	88.27
0.618	87.54
1.000	87.09
1.618	86.36
2.618	85.18
4.250	83.26

Fisher Pivots for day following 02-Dec-2010
Pivot	1 day	3 day
R1	89.19	88.80
PP	89.03	88.24
S1	88.86	87.69

Download as Excel Spreadsheet

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

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