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

Download as Excel Spreadsheet

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

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