NYMEX Light Sweet Crude Oil Future March 2011


Trading Metrics calculated at close of trading on 12-Nov-2010
Day Change Summary
Previous Current
11-Nov-2010 12-Nov-2010 Change Change % Previous Week
Open 89.19 88.80 -0.39 -0.4% 88.91
High 89.76 88.86 -0.90 -1.0% 89.76
Low 88.81 85.90 -2.91 -3.3% 85.90
Close 89.07 86.22 -2.85 -3.2% 86.22
Range 0.95 2.96 2.01 211.6% 3.86
ATR 1.71 1.81 0.10 6.1% 0.00
Volume 40,581 39,722 -859 -2.1% 156,944
Daily Pivots for day following 12-Nov-2010
Classic Woodie Camarilla DeMark
R4 95.87 94.01 87.85
R3 92.91 91.05 87.03
R2 89.95 89.95 86.76
R1 88.09 88.09 86.49 87.54
PP 86.99 86.99 86.99 86.72
S1 85.13 85.13 85.95 84.58
S2 84.03 84.03 85.68
S3 81.07 82.17 85.41
S4 78.11 79.21 84.59
Weekly Pivots for week ending 12-Nov-2010
Classic Woodie Camarilla DeMark
R4 98.87 96.41 88.34
R3 95.01 92.55 87.28
R2 91.15 91.15 86.93
R1 88.69 88.69 86.57 87.99
PP 87.29 87.29 87.29 86.95
S1 84.83 84.83 85.87 84.13
S2 83.43 83.43 85.51
S3 79.57 80.97 85.16
S4 75.71 77.11 84.10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.76 85.90 3.86 4.5% 1.83 2.1% 8% False True 31,388
10 89.76 83.39 6.37 7.4% 1.72 2.0% 44% False False 28,812
20 89.76 81.91 7.85 9.1% 1.85 2.1% 55% False False 24,877
40 89.76 78.05 11.71 13.6% 1.79 2.1% 70% False False 22,185
60 89.76 74.29 15.47 17.9% 1.71 2.0% 77% False False 18,847
80 89.76 74.29 15.47 17.9% 1.63 1.9% 77% False False 15,349
100 89.76 74.29 15.47 17.9% 1.60 1.9% 77% False False 12,798
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 0.36
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 101.44
2.618 96.61
1.618 93.65
1.000 91.82
0.618 90.69
HIGH 88.86
0.618 87.73
0.500 87.38
0.382 87.03
LOW 85.90
0.618 84.07
1.000 82.94
1.618 81.11
2.618 78.15
4.250 73.32
Fisher Pivots for day following 12-Nov-2010
Pivot 1 day 3 day
R1 87.38 87.83
PP 86.99 87.29
S1 86.61 86.76

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

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