NYMEX Light Sweet Crude Oil Future January 2011


Trading Metrics calculated at close of trading on 22-Nov-2010
Day Change Summary
Previous Current
19-Nov-2010 22-Nov-2010 Change Change % Previous Week
Open 82.76 82.15 -0.61 -0.7% 85.22
High 83.32 82.87 -0.45 -0.5% 86.22
Low 81.08 80.68 -0.40 -0.5% 80.65
Close 81.98 81.74 -0.24 -0.3% 81.98
Range 2.24 2.19 -0.05 -2.2% 5.57
ATR 2.02 2.03 0.01 0.6% 0.00
Volume 311,630 274,173 -37,457 -12.0% 1,217,056
Daily Pivots for day following 22-Nov-2010
Classic Woodie Camarilla DeMark
R4 88.33 87.23 82.94
R3 86.14 85.04 82.34
R2 83.95 83.95 82.14
R1 82.85 82.85 81.94 82.31
PP 81.76 81.76 81.76 81.49
S1 80.66 80.66 81.54 80.12
S2 79.57 79.57 81.34
S3 77.38 78.47 81.14
S4 75.19 76.28 80.54
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 85.20 80.65 4.55 5.6% 2.32 2.8% 24% False False 261,462
10 89.10 80.65 8.45 10.3% 2.14 2.6% 13% False False 212,905
20 89.10 80.65 8.45 10.3% 1.89 2.3% 13% False False 148,432
40 89.10 77.54 11.56 14.1% 2.02 2.5% 36% False False 110,421
60 89.10 75.74 13.36 16.3% 1.94 2.4% 45% False False 88,005
80 89.10 73.12 15.98 19.5% 1.87 2.3% 54% False False 69,335
100 89.10 73.12 15.98 19.5% 1.84 2.3% 54% False False 56,795
120 89.10 73.12 15.98 19.5% 1.82 2.2% 54% False False 48,149
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.38
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 92.18
2.618 88.60
1.618 86.41
1.000 85.06
0.618 84.22
HIGH 82.87
0.618 82.03
0.500 81.78
0.382 81.52
LOW 80.68
0.618 79.33
1.000 78.49
1.618 77.14
2.618 74.95
4.250 71.37
Fisher Pivots for day following 22-Nov-2010
Pivot 1 day 3 day
R1 81.78 82.00
PP 81.76 81.91
S1 81.75 81.83

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

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