NYMEX Light Sweet Crude Oil Future January 2011


Trading Metrics calculated at close of trading on 29-Nov-2010
Day Change Summary
Previous Current
26-Nov-2010 29-Nov-2010 Change Change % Previous Week
Open 83.70 83.90 0.20 0.2% 82.15
High 84.53 85.90 1.37 1.6% 84.53
Low 82.78 83.59 0.81 1.0% 80.28
Close 83.76 85.73 1.97 2.4% 83.76
Range 1.75 2.31 0.56 32.0% 4.25
ATR 2.08 2.10 0.02 0.8% 0.00
Volume 159,650 315,606 155,956 97.7% 1,072,525
Daily Pivots for day following 29-Nov-2010
Classic Woodie Camarilla DeMark
R4 92.00 91.18 87.00
R3 89.69 88.87 86.37
R2 87.38 87.38 86.15
R1 86.56 86.56 85.94 86.97
PP 85.07 85.07 85.07 85.28
S1 84.25 84.25 85.52 84.66
S2 82.76 82.76 85.31
S3 80.45 81.94 85.09
S4 78.14 79.63 84.46
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 85.90 80.28 5.62 6.6% 2.26 2.6% 97% True False 277,626
10 86.22 80.28 5.94 6.9% 2.20 2.6% 92% False False 260,518
20 89.10 80.28 8.82 10.3% 2.06 2.4% 62% False False 190,104
40 89.10 80.28 8.82 10.3% 2.05 2.4% 62% False False 132,123
60 89.10 76.41 12.69 14.8% 1.97 2.3% 73% False False 104,259
80 89.10 73.12 15.98 18.6% 1.92 2.2% 79% False False 82,877
100 89.10 73.12 15.98 18.6% 1.86 2.2% 79% False False 67,696
120 89.10 73.12 15.98 18.6% 1.82 2.1% 79% False False 57,233
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 0.39
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 95.72
2.618 91.95
1.618 89.64
1.000 88.21
0.618 87.33
HIGH 85.90
0.618 85.02
0.500 84.75
0.382 84.47
LOW 83.59
0.618 82.16
1.000 81.28
1.618 79.85
2.618 77.54
4.250 73.77
Fisher Pivots for day following 29-Nov-2010
Pivot 1 day 3 day
R1 85.40 84.97
PP 85.07 84.20
S1 84.75 83.44

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

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