NYMEX Light Sweet Crude Oil Future February 2011


Trading Metrics calculated at close of trading on 12-Nov-2010
Day Change Summary
Previous Current
11-Nov-2010 12-Nov-2010 Change Change % Previous Week
Open 88.56 88.62 0.06 0.1% 88.32
High 89.44 88.65 -0.79 -0.9% 89.44
Low 88.44 85.47 -2.97 -3.4% 85.47
Close 88.69 85.80 -2.89 -3.3% 85.80
Range 1.00 3.18 2.18 218.0% 3.97
ATR 1.77 1.88 0.10 5.8% 0.00
Volume 71,683 67,365 -4,318 -6.0% 254,532
Daily Pivots for day following 12-Nov-2010
Classic Woodie Camarilla DeMark
R4 96.18 94.17 87.55
R3 93.00 90.99 86.67
R2 89.82 89.82 86.38
R1 87.81 87.81 86.09 87.23
PP 86.64 86.64 86.64 86.35
S1 84.63 84.63 85.51 84.05
S2 83.46 83.46 85.22
S3 80.28 81.45 84.93
S4 77.10 78.27 84.05
Weekly Pivots for week ending 12-Nov-2010
Classic Woodie Camarilla DeMark
R4 98.81 96.28 87.98
R3 94.84 92.31 86.89
R2 90.87 90.87 86.53
R1 88.34 88.34 86.16 87.62
PP 86.90 86.90 86.90 86.55
S1 84.37 84.37 85.44 83.65
S2 82.93 82.93 85.07
S3 78.96 80.40 84.71
S4 74.99 76.43 83.62
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.44 85.47 3.97 4.6% 1.92 2.2% 8% False True 50,906
10 89.44 82.92 6.52 7.6% 1.79 2.1% 44% False False 45,428
20 89.44 81.32 8.12 9.5% 1.92 2.2% 55% False False 37,559
40 89.44 77.34 12.10 14.1% 1.88 2.2% 70% False False 32,006
60 89.44 73.76 15.68 18.3% 1.78 2.1% 77% False False 25,820
80 89.44 73.76 15.68 18.3% 1.68 2.0% 77% False False 20,748
100 89.44 73.76 15.68 18.3% 1.58 1.8% 77% False False 17,102
120 89.44 73.76 15.68 18.3% 1.50 1.7% 77% False False 14,706
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.33
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 102.17
2.618 96.98
1.618 93.80
1.000 91.83
0.618 90.62
HIGH 88.65
0.618 87.44
0.500 87.06
0.382 86.68
LOW 85.47
0.618 83.50
1.000 82.29
1.618 80.32
2.618 77.14
4.250 71.96
Fisher Pivots for day following 12-Nov-2010
Pivot 1 day 3 day
R1 87.06 87.46
PP 86.64 86.90
S1 86.22 86.35

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

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