NYMEX Light Sweet Crude Oil Future February 2011


Trading Metrics calculated at close of trading on 26-Nov-2010
Day Change Summary
Previous Current
24-Nov-2010 26-Nov-2010 Change Change % Previous Week
Open 81.69 84.68 2.99 3.7% 82.72
High 84.75 85.08 0.33 0.4% 85.08
Low 81.60 83.34 1.74 2.1% 80.89
Close 84.43 84.35 -0.08 -0.1% 84.35
Range 3.15 1.74 -1.41 -44.8% 4.19
ATR 2.03 2.01 -0.02 -1.0% 0.00
Volume 66,527 57,665 -8,862 -13.3% 248,873
Daily Pivots for day following 26-Nov-2010
Classic Woodie Camarilla DeMark
R4 89.48 88.65 85.31
R3 87.74 86.91 84.83
R2 86.00 86.00 84.67
R1 85.17 85.17 84.51 84.72
PP 84.26 84.26 84.26 84.03
S1 83.43 83.43 84.19 82.98
S2 82.52 82.52 84.03
S3 80.78 81.69 83.87
S4 79.04 79.95 83.39
Weekly Pivots for week ending 26-Nov-2010
Classic Woodie Camarilla DeMark
R4 96.01 94.37 86.65
R3 91.82 90.18 85.50
R2 87.63 87.63 85.12
R1 85.99 85.99 84.73 86.81
PP 83.44 83.44 83.44 83.85
S1 81.80 81.80 83.97 82.62
S2 79.25 79.25 83.58
S3 75.06 77.61 83.20
S4 70.87 73.42 82.05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 85.08 80.89 4.19 5.0% 2.20 2.6% 83% True False 65,133
10 88.65 80.89 7.76 9.2% 2.21 2.6% 45% False False 62,298
20 89.44 80.89 8.55 10.1% 1.92 2.3% 40% False False 51,852
40 89.44 80.89 8.55 10.1% 1.95 2.3% 40% False False 40,733
60 89.44 77.34 12.10 14.3% 1.85 2.2% 58% False False 33,530
80 89.44 73.76 15.68 18.6% 1.76 2.1% 68% False False 27,178
100 89.44 73.76 15.68 18.6% 1.66 2.0% 68% False False 22,465
120 89.44 73.76 15.68 18.6% 1.57 1.9% 68% False False 19,130
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.28
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 92.48
2.618 89.64
1.618 87.90
1.000 86.82
0.618 86.16
HIGH 85.08
0.618 84.42
0.500 84.21
0.382 84.00
LOW 83.34
0.618 82.26
1.000 81.60
1.618 80.52
2.618 78.78
4.250 75.95
Fisher Pivots for day following 26-Nov-2010
Pivot 1 day 3 day
R1 84.30 83.90
PP 84.26 83.44
S1 84.21 82.99

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

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