NYMEX Light Sweet Crude Oil Future February 2011


Trading Metrics calculated at close of trading on 18-Nov-2010
Day Change Summary
Previous Current
17-Nov-2010 18-Nov-2010 Change Change % Previous Week
Open 83.48 81.84 -1.64 -2.0% 88.32
High 83.75 83.57 -0.18 -0.2% 89.44
Low 81.35 81.84 0.49 0.6% 85.47
Close 81.71 83.08 1.37 1.7% 85.80
Range 2.40 1.73 -0.67 -27.9% 3.97
ATR 1.93 1.92 0.00 -0.2% 0.00
Volume 54,714 78,107 23,393 42.8% 254,532
Daily Pivots for day following 18-Nov-2010
Classic Woodie Camarilla DeMark
R4 88.02 87.28 84.03
R3 86.29 85.55 83.56
R2 84.56 84.56 83.40
R1 83.82 83.82 83.24 84.19
PP 82.83 82.83 82.83 83.02
S1 82.09 82.09 82.92 82.46
S2 81.10 81.10 82.76
S3 79.37 80.36 82.60
S4 77.64 78.63 82.13
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 88.65 81.35 7.30 8.8% 2.21 2.7% 24% False False 59,463
10 89.44 81.35 8.09 9.7% 1.89 2.3% 21% False False 53,129
20 89.44 81.35 8.09 9.7% 1.73 2.1% 21% False False 42,319
40 89.44 78.11 11.33 13.6% 1.90 2.3% 44% False False 35,779
60 89.44 76.24 13.20 15.9% 1.82 2.2% 52% False False 29,238
80 89.44 73.76 15.68 18.9% 1.72 2.1% 59% False False 23,421
100 89.44 73.76 15.68 18.9% 1.63 2.0% 59% False False 19,317
120 89.44 73.76 15.68 18.9% 1.52 1.8% 59% False False 16,530
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.32
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 90.92
2.618 88.10
1.618 86.37
1.000 85.30
0.618 84.64
HIGH 83.57
0.618 82.91
0.500 82.71
0.382 82.50
LOW 81.84
0.618 80.77
1.000 80.11
1.618 79.04
2.618 77.31
4.250 74.49
Fisher Pivots for day following 18-Nov-2010
Pivot 1 day 3 day
R1 82.96 83.54
PP 82.83 83.38
S1 82.71 83.23

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

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