NYMEX Light Sweet Crude Oil Future January 2011


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 81.04 82.76 1.72 2.1% 85.22
High 82.92 83.32 0.40 0.5% 86.22
Low 80.92 81.08 0.16 0.2% 80.65
Close 82.42 81.98 -0.44 -0.5% 81.98
Range 2.00 2.24 0.24 12.0% 5.57
ATR 2.01 2.02 0.02 0.8% 0.00
Volume 347,608 311,630 -35,978 -10.4% 1,217,056
Daily Pivots for day following 19-Nov-2010
Classic Woodie Camarilla DeMark
R4 88.85 87.65 83.21
R3 86.61 85.41 82.60
R2 84.37 84.37 82.39
R1 83.17 83.17 82.19 82.65
PP 82.13 82.13 82.13 81.87
S1 80.93 80.93 81.77 80.41
S2 79.89 79.89 81.57
S3 77.65 78.69 81.36
S4 75.41 76.45 80.75
Weekly Pivots for week ending 19-Nov-2010
Classic Woodie Camarilla DeMark
R4 99.66 96.39 85.04
R3 94.09 90.82 83.51
R2 88.52 88.52 83.00
R1 85.25 85.25 82.49 84.10
PP 82.95 82.95 82.95 82.38
S1 79.68 79.68 81.47 78.53
S2 77.38 77.38 80.96
S3 71.81 74.11 80.45
S4 66.24 68.54 78.92
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 86.22 80.65 5.57 6.8% 2.14 2.6% 24% False False 243,411
10 89.10 80.65 8.45 10.3% 2.08 2.5% 16% False False 195,558
20 89.10 80.65 8.45 10.3% 1.87 2.3% 16% False False 137,164
40 89.10 77.36 11.74 14.3% 2.00 2.4% 39% False False 104,934
60 89.10 75.52 13.58 16.6% 1.95 2.4% 48% False False 83,926
80 89.10 73.12 15.98 19.5% 1.87 2.3% 55% False False 66,008
100 89.10 73.12 15.98 19.5% 1.85 2.3% 55% False False 54,105
120 89.10 73.12 15.98 19.5% 1.81 2.2% 55% False False 45,898
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 0.32
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 92.84
2.618 89.18
1.618 86.94
1.000 85.56
0.618 84.70
HIGH 83.32
0.618 82.46
0.500 82.20
0.382 81.94
LOW 81.08
0.618 79.70
1.000 78.84
1.618 77.46
2.618 75.22
4.250 71.56
Fisher Pivots for day following 19-Nov-2010
Pivot 1 day 3 day
R1 82.20 81.99
PP 82.13 81.98
S1 82.05 81.98

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

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