NYMEX Light Sweet Crude Oil Future January 2011


Trading Metrics calculated at close of trading on 23-Nov-2010
Day Change Summary
Previous Current
22-Nov-2010 23-Nov-2010 Change Change % Previous Week
Open 82.15 81.61 -0.54 -0.7% 85.22
High 82.87 82.10 -0.77 -0.9% 86.22
Low 80.68 80.28 -0.40 -0.5% 80.65
Close 81.74 81.25 -0.49 -0.6% 81.98
Range 2.19 1.82 -0.37 -16.9% 5.57
ATR 2.03 2.02 -0.02 -0.8% 0.00
Volume 274,173 332,717 58,544 21.4% 1,217,056
Daily Pivots for day following 23-Nov-2010
Classic Woodie Camarilla DeMark
R4 86.67 85.78 82.25
R3 84.85 83.96 81.75
R2 83.03 83.03 81.58
R1 82.14 82.14 81.42 81.68
PP 81.21 81.21 81.21 80.98
S1 80.32 80.32 81.08 79.86
S2 79.39 79.39 80.92
S3 77.57 78.50 80.75
S4 75.75 76.68 80.25
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 83.32 80.28 3.04 3.7% 2.15 2.7% 32% False True 298,182
10 89.10 80.28 8.82 10.9% 2.11 2.6% 11% False True 234,711
20 89.10 80.28 8.82 10.9% 1.93 2.4% 11% False True 161,826
40 89.10 77.98 11.12 13.7% 2.02 2.5% 29% False False 117,420
60 89.10 75.74 13.36 16.4% 1.95 2.4% 41% False False 92,920
80 89.10 73.12 15.98 19.7% 1.86 2.3% 51% False False 73,415
100 89.10 73.12 15.98 19.7% 1.84 2.3% 51% False False 60,049
120 89.10 73.12 15.98 19.7% 1.80 2.2% 51% False False 50,860
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.34
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 89.84
2.618 86.86
1.618 85.04
1.000 83.92
0.618 83.22
HIGH 82.10
0.618 81.40
0.500 81.19
0.382 80.98
LOW 80.28
0.618 79.16
1.000 78.46
1.618 77.34
2.618 75.52
4.250 72.55
Fisher Pivots for day following 23-Nov-2010
Pivot 1 day 3 day
R1 81.23 81.80
PP 81.21 81.62
S1 81.19 81.43

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

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