NYMEX Light Sweet Crude Oil Future March 2011


Trading Metrics calculated at close of trading on 17-Nov-2010
Day Change Summary
Previous Current
16-Nov-2010 17-Nov-2010 Change Change % Previous Week
Open 85.90 84.23 -1.67 -1.9% 88.91
High 86.16 84.24 -1.92 -2.2% 89.76
Low 83.70 81.93 -1.77 -2.1% 85.90
Close 83.96 82.29 -1.67 -2.0% 86.22
Range 2.46 2.31 -0.15 -6.1% 3.86
ATR 1.82 1.86 0.03 1.9% 0.00
Volume 22,847 35,072 12,225 53.5% 156,944
Daily Pivots for day following 17-Nov-2010
Classic Woodie Camarilla DeMark
R4 89.75 88.33 83.56
R3 87.44 86.02 82.93
R2 85.13 85.13 82.71
R1 83.71 83.71 82.50 83.27
PP 82.82 82.82 82.82 82.60
S1 81.40 81.40 82.08 80.96
S2 80.51 80.51 81.87
S3 78.20 79.09 81.65
S4 75.89 76.78 81.02
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 81.93 7.83 9.5% 1.96 2.4% 5% False True 33,868
10 89.76 81.93 7.83 9.5% 1.82 2.2% 5% False True 31,799
20 89.76 81.93 7.83 9.5% 1.71 2.1% 5% False True 26,188
40 89.76 78.05 11.71 14.2% 1.81 2.2% 36% False False 23,341
60 89.76 74.29 15.47 18.8% 1.76 2.1% 52% False False 20,072
80 89.76 74.29 15.47 18.8% 1.65 2.0% 52% False False 16,332
100 89.76 74.29 15.47 18.8% 1.62 2.0% 52% False False 13,617
Crabel Price Patterns
NR True
NR4 False
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 0.31
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 94.06
2.618 90.29
1.618 87.98
1.000 86.55
0.618 85.67
HIGH 84.24
0.618 83.36
0.500 83.09
0.382 82.81
LOW 81.93
0.618 80.50
1.000 79.62
1.618 78.19
2.618 75.88
4.250 72.11
Fisher Pivots for day following 17-Nov-2010
Pivot 1 day 3 day
R1 83.09 84.52
PP 82.82 83.77
S1 82.56 83.03

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

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