NYMEX Light Sweet Crude Oil Future July 2011

Trading Metrics calculated at close of trading on 21-Dec-2010

Day Change Summary
	Previous	Current
	20-Dec-2010	21-Dec-2010	Change	Change %	Previous Week
Open	90.91	91.95	1.04	1.1%	89.95
High	91.95	92.28	0.33	0.4%	91.32
Low	90.36	91.60	1.24	1.4%	89.63
Close	91.83	92.24	0.41	0.4%	90.89
Range	1.59	0.68	-0.91	-57.2%	1.69
ATR	1.37	1.32	-0.05	-3.6%	0.00
Volume	8,557	5,150	-3,407	-39.8%	33,505

Daily Pivots for day following 21-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	94.08	93.84	92.61
R3	93.40	93.16	92.43
R2	92.72	92.72	92.36
R1	92.48	92.48	92.30	92.60
PP	92.04	92.04	92.04	92.10
S1	91.80	91.80	92.18	91.92
S2	91.36	91.36	92.12
S3	90.68	91.12	92.05
S4	90.00	90.44	91.87

Weekly Pivots for week ending 17-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	95.68	94.98	91.82
R3	93.99	93.29	91.35
R2	92.30	92.30	91.20
R1	91.60	91.60	91.04	91.95
PP	90.61	90.61	90.61	90.79
S1	89.91	89.91	90.74	90.26
S2	88.92	88.92	90.58
S3	87.23	88.22	90.43
S4	85.54	86.53	89.96

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	92.28	89.63	2.65	2.9%	1.07	1.2%	98%	True	False	7,120
10	92.28	89.17	3.11	3.4%	1.13	1.2%	99%	True	False	7,435
20	92.28	83.16	9.12	9.9%	1.31	1.4%	100%	True	False	6,484
40	92.28	83.16	9.12	9.9%	1.14	1.2%	100%	True	False	5,107

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	0.26
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	95.17
2.618	94.06
1.618	93.38
1.000	92.96
0.618	92.70
HIGH	92.28
0.618	92.02
0.500	91.94
0.382	91.86
LOW	91.60
0.618	91.18
1.000	90.92
1.618	90.50
2.618	89.82
4.250	88.71

Fisher Pivots for day following 21-Dec-2010
Pivot	1 day	3 day
R1	92.14	91.93
PP	92.04	91.63
S1	91.94	91.32

Download as Excel Spreadsheet

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

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