NYMEX Light Sweet Crude Oil Future March 2011


Trading Metrics calculated at close of trading on 19-Nov-2010
Day Change Summary
Previous Current
18-Nov-2010 19-Nov-2010 Change Change % Previous Week
Open 82.60 84.22 1.62 2.0% 86.22
High 84.12 84.50 0.38 0.5% 87.10
Low 82.60 82.29 -0.31 -0.4% 81.93
Close 83.64 83.07 -0.57 -0.7% 83.07
Range 1.52 2.21 0.69 45.4% 5.17
ATR 1.86 1.88 0.03 1.4% 0.00
Volume 39,701 33,580 -6,121 -15.4% 162,321
Daily Pivots for day following 19-Nov-2010
Classic Woodie Camarilla DeMark
R4 89.92 88.70 84.29
R3 87.71 86.49 83.68
R2 85.50 85.50 83.48
R1 84.28 84.28 83.27 83.79
PP 83.29 83.29 83.29 83.04
S1 82.07 82.07 82.87 81.58
S2 81.08 81.08 82.66
S3 78.87 79.86 82.46
S4 76.66 77.65 81.85
Weekly Pivots for week ending 19-Nov-2010
Classic Woodie Camarilla DeMark
R4 99.54 96.48 85.91
R3 94.37 91.31 84.49
R2 89.20 89.20 84.02
R1 86.14 86.14 83.54 85.09
PP 84.03 84.03 84.03 83.51
S1 80.97 80.97 82.60 79.92
S2 78.86 78.86 82.12
S3 73.69 75.80 81.65
S4 68.52 70.63 80.23
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 87.10 81.93 5.17 6.2% 1.93 2.3% 22% False False 32,464
10 89.76 81.93 7.83 9.4% 1.88 2.3% 15% False False 31,926
20 89.76 81.93 7.83 9.4% 1.70 2.0% 15% False False 26,992
40 89.76 78.76 11.00 13.2% 1.82 2.2% 39% False False 24,366
60 89.76 76.92 12.84 15.5% 1.77 2.1% 48% False False 21,140
80 89.76 74.29 15.47 18.6% 1.67 2.0% 57% False False 17,140
100 89.76 74.29 15.47 18.6% 1.63 2.0% 57% False False 14,302
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 0.28
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 93.89
2.618 90.29
1.618 88.08
1.000 86.71
0.618 85.87
HIGH 84.50
0.618 83.66
0.500 83.40
0.382 83.13
LOW 82.29
0.618 80.92
1.000 80.08
1.618 78.71
2.618 76.50
4.250 72.90
Fisher Pivots for day following 19-Nov-2010
Pivot 1 day 3 day
R1 83.40 83.22
PP 83.29 83.17
S1 83.18 83.12

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

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