NYMEX Light Sweet Crude Oil Future March 2011


Trading Metrics calculated at close of trading on 22-Nov-2010
Day Change Summary
Previous Current
19-Nov-2010 22-Nov-2010 Change Change % Previous Week
Open 84.22 83.08 -1.14 -1.4% 86.22
High 84.50 83.91 -0.59 -0.7% 87.10
Low 82.29 81.82 -0.47 -0.6% 81.93
Close 83.07 82.83 -0.24 -0.3% 83.07
Range 2.21 2.09 -0.12 -5.4% 5.17
ATR 1.88 1.90 0.01 0.8% 0.00
Volume 33,580 37,651 4,071 12.1% 162,321
Daily Pivots for day following 22-Nov-2010
Classic Woodie Camarilla DeMark
R4 89.12 88.07 83.98
R3 87.03 85.98 83.40
R2 84.94 84.94 83.21
R1 83.89 83.89 83.02 83.37
PP 82.85 82.85 82.85 82.60
S1 81.80 81.80 82.64 81.28
S2 80.76 80.76 82.45
S3 78.67 79.71 82.26
S4 76.58 77.62 81.68
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 86.16 81.82 4.34 5.2% 2.12 2.6% 23% False True 33,770
10 89.76 81.82 7.94 9.6% 1.95 2.3% 13% False True 32,527
20 89.76 81.82 7.94 9.6% 1.72 2.1% 13% False True 28,213
40 89.76 78.97 10.79 13.0% 1.83 2.2% 36% False False 24,772
60 89.76 77.26 12.50 15.1% 1.76 2.1% 45% False False 21,525
80 89.76 74.29 15.47 18.7% 1.67 2.0% 55% False False 17,572
100 89.76 74.29 15.47 18.7% 1.62 2.0% 55% False False 14,655
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 0.35
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 92.79
2.618 89.38
1.618 87.29
1.000 86.00
0.618 85.20
HIGH 83.91
0.618 83.11
0.500 82.87
0.382 82.62
LOW 81.82
0.618 80.53
1.000 79.73
1.618 78.44
2.618 76.35
4.250 72.94
Fisher Pivots for day following 22-Nov-2010
Pivot 1 day 3 day
R1 82.87 83.16
PP 82.85 83.05
S1 82.84 82.94

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

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