NYMEX Light Sweet Crude Oil Future February 2011


Trading Metrics calculated at close of trading on 11-Nov-2010
Day Change Summary
Previous Current
10-Nov-2010 11-Nov-2010 Change Change % Previous Week
Open 87.60 88.56 0.96 1.1% 83.05
High 89.02 89.44 0.42 0.5% 88.50
Low 87.18 88.44 1.26 1.4% 82.92
Close 88.68 88.69 0.01 0.0% 87.97
Range 1.84 1.00 -0.84 -45.7% 5.58
ATR 1.83 1.77 -0.06 -3.2% 0.00
Volume 37,495 71,683 34,188 91.2% 199,757
Daily Pivots for day following 11-Nov-2010
Classic Woodie Camarilla DeMark
R4 91.86 91.27 89.24
R3 90.86 90.27 88.97
R2 89.86 89.86 88.87
R1 89.27 89.27 88.78 89.57
PP 88.86 88.86 88.86 89.00
S1 88.27 88.27 88.60 88.57
S2 87.86 87.86 88.51
S3 86.86 87.27 88.42
S4 85.86 86.27 88.14
Weekly Pivots for week ending 05-Nov-2010
Classic Woodie Camarilla DeMark
R4 103.20 101.17 91.04
R3 97.62 95.59 89.50
R2 92.04 92.04 88.99
R1 90.01 90.01 88.48 91.03
PP 86.46 86.46 86.46 86.97
S1 84.43 84.43 87.46 85.45
S2 80.88 80.88 86.95
S3 75.30 78.85 86.44
S4 69.72 73.27 84.90
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.44 86.60 2.84 3.2% 1.56 1.8% 74% True False 46,795
10 89.44 81.97 7.47 8.4% 1.62 1.8% 90% True False 41,407
20 89.44 81.32 8.12 9.2% 1.89 2.1% 91% True False 35,640
40 89.44 77.34 12.10 13.6% 1.85 2.1% 94% True False 30,723
60 89.44 73.76 15.68 17.7% 1.75 2.0% 95% True False 24,848
80 89.44 73.76 15.68 17.7% 1.66 1.9% 95% True False 19,995
100 89.44 73.76 15.68 17.7% 1.56 1.8% 95% True False 16,436
120 89.44 72.76 16.68 18.8% 1.48 1.7% 96% True False 14,165
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 0.34
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 93.69
2.618 92.06
1.618 91.06
1.000 90.44
0.618 90.06
HIGH 89.44
0.618 89.06
0.500 88.94
0.382 88.82
LOW 88.44
0.618 87.82
1.000 87.44
1.618 86.82
2.618 85.82
4.250 84.19
Fisher Pivots for day following 11-Nov-2010
Pivot 1 day 3 day
R1 88.94 88.47
PP 88.86 88.24
S1 88.77 88.02

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

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