NYMEX Light Sweet Crude Oil Future August 2011


Trading Metrics calculated at close of trading on 30-Dec-2010
Day Change Summary
Previous Current
29-Dec-2010 30-Dec-2010 Change Change % Previous Week
Open 93.56 93.83 0.27 0.3% 91.07
High 93.89 93.97 0.08 0.1% 93.76
Low 93.27 92.13 -1.14 -1.2% 90.58
Close 93.65 92.73 -0.92 -1.0% 93.65
Range 0.62 1.84 1.22 196.8% 3.18
ATR 1.05 1.10 0.06 5.4% 0.00
Volume 3,123 4,576 1,453 46.5% 14,926
Daily Pivots for day following 30-Dec-2010
Classic Woodie Camarilla DeMark
R4 98.46 97.44 93.74
R3 96.62 95.60 93.24
R2 94.78 94.78 93.07
R1 93.76 93.76 92.90 93.35
PP 92.94 92.94 92.94 92.74
S1 91.92 91.92 92.56 91.51
S2 91.10 91.10 92.39
S3 89.26 90.08 92.22
S4 87.42 88.24 91.72
Weekly Pivots for week ending 24-Dec-2010
Classic Woodie Camarilla DeMark
R4 102.20 101.11 95.40
R3 99.02 97.93 94.52
R2 95.84 95.84 94.23
R1 94.75 94.75 93.94 95.30
PP 92.66 92.66 92.66 92.94
S1 91.57 91.57 93.36 92.12
S2 89.48 89.48 93.07
S3 86.30 88.39 92.78
S4 83.12 85.21 91.90
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.98 92.13 1.85 2.0% 1.00 1.1% 32% False True 3,388
10 93.98 90.58 3.40 3.7% 0.92 1.0% 63% False False 3,816
20 93.98 88.53 5.45 5.9% 1.04 1.1% 77% False False 4,593
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.22
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 101.79
2.618 98.79
1.618 96.95
1.000 95.81
0.618 95.11
HIGH 93.97
0.618 93.27
0.500 93.05
0.382 92.83
LOW 92.13
0.618 90.99
1.000 90.29
1.618 89.15
2.618 87.31
4.250 84.31
Fisher Pivots for day following 30-Dec-2010
Pivot 1 day 3 day
R1 93.05 93.06
PP 92.94 92.95
S1 92.84 92.84

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

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