NYMEX Light Sweet Crude Oil Future January 2011


Trading Metrics calculated at close of trading on 16-Nov-2010
Day Change Summary
Previous Current
15-Nov-2010 16-Nov-2010 Change Change % Previous Week
Open 85.22 84.97 -0.25 -0.3% 88.04
High 86.22 85.20 -1.02 -1.2% 89.10
Low 84.92 82.56 -2.36 -2.8% 85.00
Close 85.29 82.84 -2.45 -2.9% 85.34
Range 1.30 2.64 1.34 103.1% 4.10
ATR 1.91 1.97 0.06 3.1% 0.00
Volume 183,916 149,117 -34,799 -18.9% 738,526
Daily Pivots for day following 16-Nov-2010
Classic Woodie Camarilla DeMark
R4 91.45 89.79 84.29
R3 88.81 87.15 83.57
R2 86.17 86.17 83.32
R1 84.51 84.51 83.08 84.02
PP 83.53 83.53 83.53 83.29
S1 81.87 81.87 82.60 81.38
S2 80.89 80.89 82.36
S3 78.25 79.23 82.11
S4 75.61 76.59 81.39
Weekly Pivots for week ending 12-Nov-2010
Classic Woodie Camarilla DeMark
R4 98.78 96.16 87.60
R3 94.68 92.06 86.47
R2 90.58 90.58 86.09
R1 87.96 87.96 85.72 87.22
PP 86.48 86.48 86.48 86.11
S1 83.86 83.86 84.96 83.12
S2 82.38 82.38 84.59
S3 78.28 79.76 84.21
S4 74.18 75.66 83.09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.10 82.56 6.54 7.9% 2.06 2.5% 4% False True 171,241
10 89.10 82.56 6.54 7.9% 1.91 2.3% 4% False True 135,590
20 89.10 80.63 8.47 10.2% 1.87 2.3% 26% False False 106,722
40 89.10 76.41 12.69 15.3% 1.97 2.4% 51% False False 87,465
60 89.10 73.12 15.98 19.3% 1.93 2.3% 61% False False 70,085
80 89.10 73.12 15.98 19.3% 1.86 2.2% 61% False False 55,268
100 89.10 73.12 15.98 19.3% 1.83 2.2% 61% False False 45,416
120 89.10 73.12 15.98 19.3% 1.81 2.2% 61% False False 38,621
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 0.36
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 96.42
2.618 92.11
1.618 89.47
1.000 87.84
0.618 86.83
HIGH 85.20
0.618 84.19
0.500 83.88
0.382 83.57
LOW 82.56
0.618 80.93
1.000 79.92
1.618 78.29
2.618 75.65
4.250 71.34
Fisher Pivots for day following 16-Nov-2010
Pivot 1 day 3 day
R1 83.88 85.44
PP 83.53 84.57
S1 83.19 83.71

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

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