NYMEX Light Sweet Crude Oil Future February 2011


Trading Metrics calculated at close of trading on 17-Nov-2010
Day Change Summary
Previous Current
16-Nov-2010 17-Nov-2010 Change Change % Previous Week
Open 85.50 83.48 -2.02 -2.4% 88.32
High 85.72 83.75 -1.97 -2.3% 89.44
Low 83.17 81.35 -1.82 -2.2% 85.47
Close 83.44 81.71 -1.73 -2.1% 85.80
Range 2.55 2.40 -0.15 -5.9% 3.97
ATR 1.89 1.93 0.04 1.9% 0.00
Volume 39,732 54,714 14,982 37.7% 254,532
Daily Pivots for day following 17-Nov-2010
Classic Woodie Camarilla DeMark
R4 89.47 87.99 83.03
R3 87.07 85.59 82.37
R2 84.67 84.67 82.15
R1 83.19 83.19 81.93 82.73
PP 82.27 82.27 82.27 82.04
S1 80.79 80.79 81.49 80.33
S2 79.87 79.87 81.27
S3 77.47 78.39 81.05
S4 75.07 75.99 80.39
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 81.35 8.09 9.9% 2.07 2.5% 4% False True 58,178
10 89.44 81.35 8.09 9.9% 1.90 2.3% 4% False True 51,513
20 89.44 81.35 8.09 9.9% 1.77 2.2% 4% False True 40,575
40 89.44 77.34 12.10 14.8% 1.90 2.3% 36% False False 34,386
60 89.44 73.76 15.68 19.2% 1.82 2.2% 51% False False 28,051
80 89.44 73.76 15.68 19.2% 1.71 2.1% 51% False False 22,505
100 89.44 73.76 15.68 19.2% 1.62 2.0% 51% False False 18,556
120 89.44 73.76 15.68 19.2% 1.51 1.8% 51% False False 15,898
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.32
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 93.95
2.618 90.03
1.618 87.63
1.000 86.15
0.618 85.23
HIGH 83.75
0.618 82.83
0.500 82.55
0.382 82.27
LOW 81.35
0.618 79.87
1.000 78.95
1.618 77.47
2.618 75.07
4.250 71.15
Fisher Pivots for day following 17-Nov-2010
Pivot 1 day 3 day
R1 82.55 84.02
PP 82.27 83.25
S1 81.99 82.48

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

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