NYMEX Light Sweet Crude Oil Future January 2011


Trading Metrics calculated at close of trading on 26-Nov-2010
Day Change Summary
Previous Current
24-Nov-2010 26-Nov-2010 Change Change % Previous Week
Open 80.99 83.70 2.71 3.3% 82.15
High 84.20 84.53 0.33 0.4% 84.53
Low 80.97 82.78 1.81 2.2% 80.28
Close 83.86 83.76 -0.10 -0.1% 83.76
Range 3.23 1.75 -1.48 -45.8% 4.25
ATR 2.11 2.08 -0.03 -1.2% 0.00
Volume 305,985 159,650 -146,335 -47.8% 1,072,525
Daily Pivots for day following 26-Nov-2010
Classic Woodie Camarilla DeMark
R4 88.94 88.10 84.72
R3 87.19 86.35 84.24
R2 85.44 85.44 84.08
R1 84.60 84.60 83.92 85.02
PP 83.69 83.69 83.69 83.90
S1 82.85 82.85 83.60 83.27
S2 81.94 81.94 83.44
S3 80.19 81.10 83.28
S4 78.44 79.35 82.80
Weekly Pivots for week ending 26-Nov-2010
Classic Woodie Camarilla DeMark
R4 95.61 93.93 86.10
R3 91.36 89.68 84.93
R2 87.11 87.11 84.54
R1 85.43 85.43 84.15 86.27
PP 82.86 82.86 82.86 83.28
S1 81.18 81.18 83.37 82.02
S2 78.61 78.61 82.98
S3 74.36 76.93 82.59
S4 70.11 72.68 81.42
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 84.53 80.28 4.25 5.1% 2.25 2.7% 82% True False 276,831
10 88.32 80.28 8.04 9.6% 2.30 2.7% 43% False False 246,762
20 89.10 80.28 8.82 10.5% 2.02 2.4% 39% False False 177,835
40 89.10 80.28 8.82 10.5% 2.04 2.4% 39% False False 125,991
60 89.10 76.41 12.69 15.2% 1.96 2.3% 58% False False 99,580
80 89.10 73.12 15.98 19.1% 1.90 2.3% 67% False False 79,038
100 89.10 73.12 15.98 19.1% 1.85 2.2% 67% False False 64,607
120 89.10 73.12 15.98 19.1% 1.82 2.2% 67% False False 54,640
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.37
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 91.97
2.618 89.11
1.618 87.36
1.000 86.28
0.618 85.61
HIGH 84.53
0.618 83.86
0.500 83.66
0.382 83.45
LOW 82.78
0.618 81.70
1.000 81.03
1.618 79.95
2.618 78.20
4.250 75.34
Fisher Pivots for day following 26-Nov-2010
Pivot 1 day 3 day
R1 83.73 83.31
PP 83.69 82.86
S1 83.66 82.41

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

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