NYMEX Light Sweet Crude Oil Future February 2011


Trading Metrics calculated at close of trading on 02-Dec-2010
Day Change Summary
Previous Current
01-Dec-2010 02-Dec-2010 Change Change % Previous Week
Open 84.32 87.21 2.89 3.4% 82.72
High 87.42 88.55 1.13 1.3% 85.08
Low 84.20 86.80 2.60 3.1% 80.89
Close 87.25 88.42 1.17 1.3% 84.35
Range 3.22 1.75 -1.47 -45.7% 4.19
ATR 2.13 2.10 -0.03 -1.3% 0.00
Volume 70,920 90,418 19,498 27.5% 248,873
Daily Pivots for day following 02-Dec-2010
Classic Woodie Camarilla DeMark
R4 93.17 92.55 89.38
R3 91.42 90.80 88.90
R2 89.67 89.67 88.74
R1 89.05 89.05 88.58 89.36
PP 87.92 87.92 87.92 88.08
S1 87.30 87.30 88.26 87.61
S2 86.17 86.17 88.10
S3 84.42 85.55 87.94
S4 82.67 83.80 87.46
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 88.55 83.34 5.21 5.9% 2.25 2.5% 98% True False 63,741
10 88.55 80.89 7.66 8.7% 2.22 2.5% 98% True False 66,481
20 89.44 80.89 8.55 9.7% 2.06 2.3% 88% False False 58,997
40 89.44 80.89 8.55 9.7% 2.02 2.3% 88% False False 44,137
60 89.44 77.34 12.10 13.7% 1.89 2.1% 92% False False 37,107
80 89.44 73.76 15.68 17.7% 1.83 2.1% 93% False False 30,106
100 89.44 73.76 15.68 17.7% 1.72 1.9% 93% False False 24,973
120 89.44 73.76 15.68 17.7% 1.60 1.8% 93% False False 21,169
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 0.30
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 95.99
2.618 93.13
1.618 91.38
1.000 90.30
0.618 89.63
HIGH 88.55
0.618 87.88
0.500 87.68
0.382 87.47
LOW 86.80
0.618 85.72
1.000 85.05
1.618 83.97
2.618 82.22
4.250 79.36
Fisher Pivots for day following 02-Dec-2010
Pivot 1 day 3 day
R1 88.17 87.72
PP 87.92 87.02
S1 87.68 86.32

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

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