NYMEX Light Sweet Crude Oil Future February 2011


Trading Metrics calculated at close of trading on 19-Nov-2010
Day Change Summary
Previous Current
18-Nov-2010 19-Nov-2010 Change Change % Previous Week
Open 81.84 83.51 1.67 2.0% 85.80
High 83.57 83.95 0.38 0.5% 86.69
Low 81.84 81.74 -0.10 -0.1% 81.35
Close 83.08 82.58 -0.50 -0.6% 82.58
Range 1.73 2.21 0.48 27.7% 5.34
ATR 1.92 1.94 0.02 1.1% 0.00
Volume 78,107 76,792 -1,315 -1.7% 306,743
Daily Pivots for day following 19-Nov-2010
Classic Woodie Camarilla DeMark
R4 89.39 88.19 83.80
R3 87.18 85.98 83.19
R2 84.97 84.97 82.99
R1 83.77 83.77 82.78 83.27
PP 82.76 82.76 82.76 82.50
S1 81.56 81.56 82.38 81.06
S2 80.55 80.55 82.17
S3 78.34 79.35 81.97
S4 76.13 77.14 81.36
Weekly Pivots for week ending 19-Nov-2010
Classic Woodie Camarilla DeMark
R4 99.56 96.41 85.52
R3 94.22 91.07 84.05
R2 88.88 88.88 83.56
R1 85.73 85.73 83.07 84.64
PP 83.54 83.54 83.54 82.99
S1 80.39 80.39 82.09 79.30
S2 78.20 78.20 81.60
S3 72.86 75.05 81.11
S4 67.52 69.71 79.64
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 86.69 81.35 5.34 6.5% 2.02 2.4% 23% False False 61,348
10 89.44 81.35 8.09 9.8% 1.97 2.4% 15% False False 56,127
20 89.44 81.35 8.09 9.8% 1.77 2.1% 15% False False 44,522
40 89.44 78.14 11.30 13.7% 1.92 2.3% 39% False False 37,046
60 89.44 76.29 13.15 15.9% 1.84 2.2% 48% False False 30,407
80 89.44 73.76 15.68 19.0% 1.72 2.1% 56% False False 24,276
100 89.44 73.76 15.68 19.0% 1.64 2.0% 56% False False 20,067
120 89.44 73.76 15.68 19.0% 1.54 1.9% 56% False False 17,155
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 93.34
2.618 89.74
1.618 87.53
1.000 86.16
0.618 85.32
HIGH 83.95
0.618 83.11
0.500 82.85
0.382 82.58
LOW 81.74
0.618 80.37
1.000 79.53
1.618 78.16
2.618 75.95
4.250 72.35
Fisher Pivots for day following 19-Nov-2010
Pivot 1 day 3 day
R1 82.85 82.65
PP 82.76 82.63
S1 82.67 82.60

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

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