NYMEX Light Sweet Crude Oil Future August 2011

Trading Metrics calculated at close of trading on 07-Dec-2010

Day Change Summary
	Previous	Current
	06-Dec-2010	07-Dec-2010	Change	Change %	Previous Week
Open	90.31	91.63	1.32	1.5%	86.45
High	90.35	91.66	1.31	1.4%	90.31
Low	89.50	89.94	0.44	0.5%	86.20
Close	90.03	90.40	0.37	0.4%	90.12
Range	0.85	1.72	0.87	102.4%	4.11
ATR	1.25	1.29	0.03	2.7%	0.00
Volume	7,178	7,140	-38	-0.5%	12,734

Daily Pivots for day following 07-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	95.83	94.83	91.35
R3	94.11	93.11	90.87
R2	92.39	92.39	90.72
R1	91.39	91.39	90.56	91.03
PP	90.67	90.67	90.67	90.49
S1	89.67	89.67	90.24	89.31
S2	88.95	88.95	90.08
S3	87.23	87.95	89.93
S4	85.51	86.23	89.45

Weekly Pivots for week ending 03-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	101.21	99.77	92.38
R3	97.10	95.66	91.25
R2	92.99	92.99	90.87
R1	91.55	91.55	90.50	92.27
PP	88.88	88.88	88.88	89.24
S1	87.44	87.44	89.74	88.16
S2	84.77	84.77	89.37
S3	80.66	83.33	88.99
S4	76.55	79.22	87.86

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	91.66	86.23	5.43	6.0%	1.36	1.5%	77%	True	False	4,777
10	91.66	83.43	8.23	9.1%	1.36	1.5%	85%	True	False	3,255

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	0.05
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	98.97
2.618	96.16
1.618	94.44
1.000	93.38
0.618	92.72
HIGH	91.66
0.618	91.00
0.500	90.80
0.382	90.60
LOW	89.94
0.618	88.88
1.000	88.22
1.618	87.16
2.618	85.44
4.250	82.63

Fisher Pivots for day following 07-Dec-2010
Pivot	1 day	3 day
R1	90.80	90.50
PP	90.67	90.47
S1	90.53	90.43

Download as Excel Spreadsheet

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

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