NYMEX Light Sweet Crude Oil Future August 2011

Trading Metrics calculated at close of trading on 17-Dec-2010

Day Change Summary
	Previous	Current
	16-Dec-2010	17-Dec-2010	Change	Change %	Previous Week
Open	91.11	91.37	0.26	0.3%	90.10
High	91.33	91.72	0.39	0.4%	91.72
Low	90.72	90.67	-0.05	-0.1%	89.80
Close	90.96	91.05	0.09	0.1%	91.05
Range	0.61	1.05	0.44	72.1%	1.92
ATR	1.23	1.21	-0.01	-1.0%	0.00
Volume	4,419	5,422	1,003	22.7%	24,104

Daily Pivots for day following 17-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	94.30	93.72	91.63
R3	93.25	92.67	91.34
R2	92.20	92.20	91.24
R1	91.62	91.62	91.15	91.39
PP	91.15	91.15	91.15	91.03
S1	90.57	90.57	90.95	90.34
S2	90.10	90.10	90.86
S3	89.05	89.52	90.76
S4	88.00	88.47	90.47

Weekly Pivots for week ending 17-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	96.62	95.75	92.11
R3	94.70	93.83	91.58
R2	92.78	92.78	91.40
R1	91.91	91.91	91.23	92.35
PP	90.86	90.86	90.86	91.07
S1	89.99	89.99	90.87	90.43
S2	88.94	88.94	90.70
S3	87.02	88.07	90.52
S4	85.10	86.15	89.99

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	91.72	89.80	1.92	2.1%	1.06	1.2%	65%	True	False	4,820
10	91.72	89.40	2.32	2.5%	1.14	1.2%	71%	True	False	5,554
20	91.72	83.43	8.29	9.1%	1.18	1.3%	92%	True	False	3,994

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.16
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	96.18
2.618	94.47
1.618	93.42
1.000	92.77
0.618	92.37
HIGH	91.72
0.618	91.32
0.500	91.20
0.382	91.07
LOW	90.67
0.618	90.02
1.000	89.62
1.618	88.97
2.618	87.92
4.250	86.21

Fisher Pivots for day following 17-Dec-2010
Pivot	1 day	3 day
R1	91.20	90.95
PP	91.15	90.86
S1	91.10	90.76

Download as Excel Spreadsheet

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

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