NYMEX Light Sweet Crude Oil Future February 2011


Trading Metrics calculated at close of trading on 29-Nov-2010
Day Change Summary
Previous Current
26-Nov-2010 29-Nov-2010 Change Change % Previous Week
Open 84.68 84.61 -0.07 -0.1% 82.72
High 85.08 86.38 1.30 1.5% 85.08
Low 83.34 84.17 0.83 1.0% 80.89
Close 84.35 86.27 1.92 2.3% 84.35
Range 1.74 2.21 0.47 27.0% 4.19
ATR 2.01 2.02 0.01 0.7% 0.00
Volume 57,665 33,206 -24,459 -42.4% 248,873
Daily Pivots for day following 29-Nov-2010
Classic Woodie Camarilla DeMark
R4 92.24 91.46 87.49
R3 90.03 89.25 86.88
R2 87.82 87.82 86.68
R1 87.04 87.04 86.47 87.43
PP 85.61 85.61 85.61 85.80
S1 84.83 84.83 86.07 85.22
S2 83.40 83.40 85.86
S3 81.19 82.62 85.66
S4 78.98 80.41 85.05
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 86.38 80.89 5.49 6.4% 2.20 2.6% 98% True False 56,415
10 86.69 80.89 5.80 6.7% 2.11 2.4% 93% False False 58,882
20 89.44 80.89 8.55 9.9% 1.95 2.3% 63% False False 52,155
40 89.44 80.89 8.55 9.9% 1.96 2.3% 63% False False 40,867
60 89.44 77.34 12.10 14.0% 1.86 2.2% 74% False False 33,861
80 89.44 73.76 15.68 18.2% 1.78 2.1% 80% False False 27,506
100 89.44 73.76 15.68 18.2% 1.68 1.9% 80% False False 22,765
120 89.44 73.76 15.68 18.2% 1.58 1.8% 80% False False 19,381
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.33
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 95.77
2.618 92.17
1.618 89.96
1.000 88.59
0.618 87.75
HIGH 86.38
0.618 85.54
0.500 85.28
0.382 85.01
LOW 84.17
0.618 82.80
1.000 81.96
1.618 80.59
2.618 78.38
4.250 74.78
Fisher Pivots for day following 29-Nov-2010
Pivot 1 day 3 day
R1 85.94 85.51
PP 85.61 84.75
S1 85.28 83.99

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

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