NYMEX Light Sweet Crude Oil Future February 2011


Trading Metrics calculated at close of trading on 24-Nov-2010
Day Change Summary
Previous Current
23-Nov-2010 24-Nov-2010 Change Change % Previous Week
Open 82.29 81.69 -0.60 -0.7% 85.80
High 82.66 84.75 2.09 2.5% 86.69
Low 80.89 81.60 0.71 0.9% 81.35
Close 81.83 84.43 2.60 3.2% 82.58
Range 1.77 3.15 1.38 78.0% 5.34
ATR 1.94 2.03 0.09 4.4% 0.00
Volume 56,471 66,527 10,056 17.8% 306,743
Daily Pivots for day following 24-Nov-2010
Classic Woodie Camarilla DeMark
R4 93.04 91.89 86.16
R3 89.89 88.74 85.30
R2 86.74 86.74 85.01
R1 85.59 85.59 84.72 86.17
PP 83.59 83.59 83.59 83.88
S1 82.44 82.44 84.14 83.02
S2 80.44 80.44 83.85
S3 77.29 79.29 83.56
S4 74.14 76.14 82.70
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 84.75 80.89 3.86 4.6% 2.20 2.6% 92% True False 69,221
10 89.44 80.89 8.55 10.1% 2.13 2.5% 41% False False 63,699
20 89.44 80.89 8.55 10.1% 1.88 2.2% 41% False False 50,922
40 89.44 80.71 8.73 10.3% 1.95 2.3% 43% False False 40,128
60 89.44 77.15 12.29 14.6% 1.85 2.2% 59% False False 32,863
80 89.44 73.76 15.68 18.6% 1.75 2.1% 68% False False 26,530
100 89.44 73.76 15.68 18.6% 1.66 2.0% 68% False False 21,906
120 89.44 73.76 15.68 18.6% 1.56 1.8% 68% False False 18,678
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 0.26
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 98.14
2.618 93.00
1.618 89.85
1.000 87.90
0.618 86.70
HIGH 84.75
0.618 83.55
0.500 83.18
0.382 82.80
LOW 81.60
0.618 79.65
1.000 78.45
1.618 76.50
2.618 73.35
4.250 68.21
Fisher Pivots for day following 24-Nov-2010
Pivot 1 day 3 day
R1 84.01 83.89
PP 83.59 83.36
S1 83.18 82.82

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

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