NYMEX Light Sweet Crude Oil Future February 2011


Trading Metrics calculated at close of trading on 30-Nov-2010
Day Change Summary
Previous Current
29-Nov-2010 30-Nov-2010 Change Change % Previous Week
Open 84.61 86.42 1.81 2.1% 82.72
High 86.38 86.42 0.04 0.0% 85.08
Low 84.17 84.09 -0.08 -0.1% 80.89
Close 86.27 84.65 -1.62 -1.9% 84.35
Range 2.21 2.33 0.12 5.4% 4.19
ATR 2.02 2.04 0.02 1.1% 0.00
Volume 33,206 66,499 33,293 100.3% 248,873
Daily Pivots for day following 30-Nov-2010
Classic Woodie Camarilla DeMark
R4 92.04 90.68 85.93
R3 89.71 88.35 85.29
R2 87.38 87.38 85.08
R1 86.02 86.02 84.86 85.54
PP 85.05 85.05 85.05 84.81
S1 83.69 83.69 84.44 83.21
S2 82.72 82.72 84.22
S3 80.39 81.36 84.01
S4 78.06 79.03 83.37
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 86.42 80.89 5.53 6.5% 2.24 2.6% 68% True False 56,073
10 86.42 80.89 5.53 6.5% 2.22 2.6% 68% True False 59,792
20 89.44 80.89 8.55 10.1% 1.96 2.3% 44% False False 54,079
40 89.44 80.89 8.55 10.1% 1.99 2.4% 44% False False 41,823
60 89.44 77.34 12.10 14.3% 1.87 2.2% 60% False False 34,822
80 89.44 73.76 15.68 18.5% 1.79 2.1% 69% False False 28,269
100 89.44 73.76 15.68 18.5% 1.69 2.0% 69% False False 23,407
120 89.44 73.76 15.68 18.5% 1.59 1.9% 69% False False 19,906
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 3 trading days
Fibonacci Retracements and Extensions
4.250 96.32
2.618 92.52
1.618 90.19
1.000 88.75
0.618 87.86
HIGH 86.42
0.618 85.53
0.500 85.26
0.382 84.98
LOW 84.09
0.618 82.65
1.000 81.76
1.618 80.32
2.618 77.99
4.250 74.19
Fisher Pivots for day following 30-Nov-2010
Pivot 1 day 3 day
R1 85.26 84.88
PP 85.05 84.80
S1 84.85 84.73

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

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