NYMEX Light Sweet Crude Oil Future February 2011


Trading Metrics calculated at close of trading on 16-Nov-2010
Day Change Summary
Previous Current
15-Nov-2010 16-Nov-2010 Change Change % Previous Week
Open 85.80 85.50 -0.30 -0.3% 88.32
High 86.69 85.72 -0.97 -1.1% 89.44
Low 85.49 83.17 -2.32 -2.7% 85.47
Close 85.84 83.44 -2.40 -2.8% 85.80
Range 1.20 2.55 1.35 112.5% 3.97
ATR 1.83 1.89 0.06 3.3% 0.00
Volume 57,398 39,732 -17,666 -30.8% 254,532
Daily Pivots for day following 16-Nov-2010
Classic Woodie Camarilla DeMark
R4 91.76 90.15 84.84
R3 89.21 87.60 84.14
R2 86.66 86.66 83.91
R1 85.05 85.05 83.67 84.58
PP 84.11 84.11 84.11 83.88
S1 82.50 82.50 83.21 82.03
S2 81.56 81.56 82.97
S3 79.01 79.95 82.74
S4 76.46 77.40 82.04
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 83.17 6.27 7.5% 1.95 2.3% 4% False True 54,734
10 89.44 83.17 6.27 7.5% 1.82 2.2% 4% False True 49,310
20 89.44 81.32 8.12 9.7% 1.77 2.1% 26% False False 39,820
40 89.44 77.34 12.10 14.5% 1.88 2.3% 50% False False 33,631
60 89.44 73.76 15.68 18.8% 1.80 2.2% 62% False False 27,239
80 89.44 73.76 15.68 18.8% 1.71 2.0% 62% False False 21,863
100 89.44 73.76 15.68 18.8% 1.60 1.9% 62% False False 18,036
120 89.44 73.76 15.68 18.8% 1.50 1.8% 62% False False 15,452
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 0.37
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 96.56
2.618 92.40
1.618 89.85
1.000 88.27
0.618 87.30
HIGH 85.72
0.618 84.75
0.500 84.45
0.382 84.14
LOW 83.17
0.618 81.59
1.000 80.62
1.618 79.04
2.618 76.49
4.250 72.33
Fisher Pivots for day following 16-Nov-2010
Pivot 1 day 3 day
R1 84.45 85.91
PP 84.11 85.09
S1 83.78 84.26

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

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