NYMEX Light Sweet Crude Oil Future March 2011


Trading Metrics calculated at close of trading on 15-Nov-2010
Day Change Summary
Previous Current
12-Nov-2010 15-Nov-2010 Change Change % Previous Week
Open 88.80 86.22 -2.58 -2.9% 88.91
High 88.86 87.10 -1.76 -2.0% 89.76
Low 85.90 85.97 0.07 0.1% 85.90
Close 86.22 86.31 0.09 0.1% 86.22
Range 2.96 1.13 -1.83 -61.8% 3.86
ATR 1.81 1.76 -0.05 -2.7% 0.00
Volume 39,722 31,121 -8,601 -21.7% 156,944
Daily Pivots for day following 15-Nov-2010
Classic Woodie Camarilla DeMark
R4 89.85 89.21 86.93
R3 88.72 88.08 86.62
R2 87.59 87.59 86.52
R1 86.95 86.95 86.41 87.27
PP 86.46 86.46 86.46 86.62
S1 85.82 85.82 86.21 86.14
S2 85.33 85.33 86.10
S3 84.20 84.69 86.00
S4 83.07 83.56 85.69
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% 1.77 2.1% 11% False False 31,284
10 89.76 84.80 4.96 5.7% 1.62 1.9% 30% False False 30,087
20 89.76 81.91 7.85 9.1% 1.76 2.0% 56% False False 25,505
40 89.76 78.05 11.71 13.6% 1.77 2.1% 71% False False 22,602
60 89.76 74.29 15.47 17.9% 1.72 2.0% 78% False False 19,271
80 89.76 74.29 15.47 17.9% 1.63 1.9% 78% False False 15,687
100 89.76 74.29 15.47 17.9% 1.60 1.9% 78% False False 13,085
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.37
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 91.90
2.618 90.06
1.618 88.93
1.000 88.23
0.618 87.80
HIGH 87.10
0.618 86.67
0.500 86.54
0.382 86.40
LOW 85.97
0.618 85.27
1.000 84.84
1.618 84.14
2.618 83.01
4.250 81.17
Fisher Pivots for day following 15-Nov-2010
Pivot 1 day 3 day
R1 86.54 87.83
PP 86.46 87.32
S1 86.39 86.82

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

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