NYMEX Light Sweet Crude Oil Future August 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	90.30	90.10	-0.20	-0.2%	90.31
High	90.57	91.36	0.79	0.9%	91.66
Low	89.48	90.10	0.62	0.7%	89.40
Close	89.76	90.57	0.81	0.9%	89.76
Range	1.09	1.26	0.17	15.6%	2.26
ATR	1.26	1.29	0.02	1.9%	0.00
Volume	4,603	1,579	-3,024	-65.7%	31,436

Daily Pivots for day following 13-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	94.46	93.77	91.26
R3	93.20	92.51	90.92
R2	91.94	91.94	90.80
R1	91.25	91.25	90.69	91.60
PP	90.68	90.68	90.68	90.85
S1	89.99	89.99	90.45	90.34
S2	89.42	89.42	90.34
S3	88.16	88.73	90.22
S4	86.90	87.47	89.88

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%	1.30	1.4%	52%	False	False	5,167
10	91.66	86.20	5.46	6.0%	1.27	1.4%	80%	False	False	4,481
20	91.66	83.43	8.23	9.1%	1.09	1.2%	87%	False	False	3,682

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	0.06
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	96.72
2.618	94.66
1.618	93.40
1.000	92.62
0.618	92.14
HIGH	91.36
0.618	90.88
0.500	90.73
0.382	90.58
LOW	90.10
0.618	89.32
1.000	88.84
1.618	88.06
2.618	86.80
4.250	84.75

Fisher Pivots for day following 13-Dec-2010
Pivot	1 day	3 day
R1	90.73	90.52
PP	90.68	90.47
S1	90.62	90.42

Download as Excel Spreadsheet

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

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