NYMEX Light Sweet Crude Oil Future August 2011


Trading Metrics calculated at close of trading on 10-Dec-2010
Day Change Summary
Previous Current
09-Dec-2010 10-Dec-2010 Change Change % Previous Week
Open 91.09 90.30 -0.79 -0.9% 90.31
High 91.13 90.57 -0.56 -0.6% 91.66
Low 89.96 89.48 -0.48 -0.5% 89.40
Close 90.25 89.76 -0.49 -0.5% 89.76
Range 1.17 1.09 -0.08 -6.8% 2.26
ATR 1.27 1.26 -0.01 -1.0% 0.00
Volume 5,369 4,603 -766 -14.3% 31,436
Daily Pivots for day following 10-Dec-2010
Classic Woodie Camarilla DeMark
R4 93.21 92.57 90.36
R3 92.12 91.48 90.06
R2 91.03 91.03 89.96
R1 90.39 90.39 89.86 90.17
PP 89.94 89.94 89.94 89.82
S1 89.30 89.30 89.66 89.08
S2 88.85 88.85 89.56
S3 87.76 88.21 89.46
S4 86.67 87.12 89.16
Weekly Pivots for week ending 10-Dec-2010
Classic Woodie Camarilla DeMark
R4 97.05 95.67 91.00
R3 94.79 93.41 90.38
R2 92.53 92.53 90.17
R1 91.15 91.15 89.97 90.71
PP 90.27 90.27 90.27 90.06
S1 88.89 88.89 89.55 88.45
S2 88.01 88.01 89.35
S3 85.75 86.63 89.14
S4 83.49 84.37 88.52
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.66 89.40 2.26 2.5% 1.21 1.4% 16% False False 6,287
10 91.66 86.20 5.46 6.1% 1.28 1.4% 65% False False 4,417
20 91.66 83.43 8.23 9.2% 1.03 1.1% 77% False False 3,788
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 0.07
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 95.20
2.618 93.42
1.618 92.33
1.000 91.66
0.618 91.24
HIGH 90.57
0.618 90.15
0.500 90.03
0.382 89.90
LOW 89.48
0.618 88.81
1.000 88.39
1.618 87.72
2.618 86.63
4.250 84.85
Fisher Pivots for day following 10-Dec-2010
Pivot 1 day 3 day
R1 90.03 90.27
PP 89.94 90.10
S1 89.85 89.93

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

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