NYMEX Light Sweet Crude Oil Future December 2010


Trading Metrics calculated at close of trading on 19-Nov-2010
Day Change Summary
Previous Current
18-Nov-2010 19-Nov-2010 Change Change % Previous Week
Open 80.45 82.24 1.79 2.2% 84.87
High 82.35 82.75 0.40 0.5% 85.77
Low 80.45 80.59 0.14 0.2% 80.06
Close 81.85 81.51 -0.34 -0.4% 81.51
Range 1.90 2.16 0.26 13.7% 5.71
ATR 2.05 2.06 0.01 0.4% 0.00
Volume 110,863 29,612 -81,251 -73.3% 1,108,120
Daily Pivots for day following 19-Nov-2010
Classic Woodie Camarilla DeMark
R4 88.10 86.96 82.70
R3 85.94 84.80 82.10
R2 83.78 83.78 81.91
R1 82.64 82.64 81.71 82.13
PP 81.62 81.62 81.62 81.36
S1 80.48 80.48 81.31 79.97
S2 79.46 79.46 81.11
S3 77.30 78.32 80.92
S4 75.14 76.16 80.32
Weekly Pivots for week ending 19-Nov-2010
Classic Woodie Camarilla DeMark
R4 99.58 96.25 84.65
R3 93.87 90.54 83.08
R2 88.16 88.16 82.56
R1 84.83 84.83 82.03 83.64
PP 82.45 82.45 82.45 81.85
S1 79.12 79.12 80.99 77.93
S2 76.74 76.74 80.46
S3 71.03 73.41 79.94
S4 65.32 67.70 78.37
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 85.77 80.06 5.71 7.0% 2.13 2.6% 25% False False 221,624
10 88.63 80.06 8.57 10.5% 2.08 2.6% 17% False False 290,031
20 88.63 80.06 8.57 10.5% 1.90 2.3% 17% False False 294,805
40 88.63 76.51 12.12 14.9% 2.05 2.5% 41% False False 261,429
60 88.63 74.51 14.12 17.3% 2.02 2.5% 50% False False 218,469
80 88.63 72.35 16.28 20.0% 1.98 2.4% 56% False False 180,224
100 88.63 72.35 16.28 20.0% 2.01 2.5% 56% False False 152,303
120 88.63 72.35 16.28 20.0% 2.04 2.5% 56% False False 134,326
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
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 0.31
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 91.93
2.618 88.40
1.618 86.24
1.000 84.91
0.618 84.08
HIGH 82.75
0.618 81.92
0.500 81.67
0.382 81.42
LOW 80.59
0.618 79.26
1.000 78.43
1.618 77.10
2.618 74.94
4.250 71.41
Fisher Pivots for day following 19-Nov-2010
Pivot 1 day 3 day
R1 81.67 81.48
PP 81.62 81.44
S1 81.56 81.41

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

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