NYMEX Light Sweet Crude Oil Future August 2011


Trading Metrics calculated at close of trading on 31-Dec-2010
Day Change Summary
Previous Current
30-Dec-2010 31-Dec-2010 Change Change % Previous Week
Open 93.83 92.56 -1.27 -1.4% 93.67
High 93.97 94.28 0.31 0.3% 94.28
Low 92.13 92.03 -0.10 -0.1% 92.03
Close 92.73 94.23 1.50 1.6% 94.23
Range 1.84 2.25 0.41 22.3% 2.25
ATR 1.10 1.18 0.08 7.4% 0.00
Volume 4,576 6,981 2,405 52.6% 20,382
Daily Pivots for day following 31-Dec-2010
Classic Woodie Camarilla DeMark
R4 100.26 99.50 95.47
R3 98.01 97.25 94.85
R2 95.76 95.76 94.64
R1 95.00 95.00 94.44 95.38
PP 93.51 93.51 93.51 93.71
S1 92.75 92.75 94.02 93.13
S2 91.26 91.26 93.82
S3 89.01 90.50 93.61
S4 86.76 88.25 92.99
Weekly Pivots for week ending 31-Dec-2010
Classic Woodie Camarilla DeMark
R4 100.26 99.50 95.47
R3 98.01 97.25 94.85
R2 95.76 95.76 94.64
R1 95.00 95.00 94.44 95.38
PP 93.51 93.51 93.51 93.71
S1 92.75 92.75 94.02 93.13
S2 91.26 91.26 93.82
S3 89.01 90.50 93.61
S4 86.76 88.25 92.99
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.28 92.03 2.25 2.4% 1.23 1.3% 98% True True 4,076
10 94.28 90.58 3.70 3.9% 1.08 1.1% 99% True False 4,073
20 94.28 89.34 4.94 5.2% 1.11 1.2% 99% True False 4,794
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 0.25
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 103.84
2.618 100.17
1.618 97.92
1.000 96.53
0.618 95.67
HIGH 94.28
0.618 93.42
0.500 93.16
0.382 92.89
LOW 92.03
0.618 90.64
1.000 89.78
1.618 88.39
2.618 86.14
4.250 82.47
Fisher Pivots for day following 31-Dec-2010
Pivot 1 day 3 day
R1 93.87 93.87
PP 93.51 93.51
S1 93.16 93.16

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

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