NYMEX Light Sweet Crude Oil Future March 2011


Trading Metrics calculated at close of trading on 23-Nov-2010
Day Change Summary
Previous Current
22-Nov-2010 23-Nov-2010 Change Change % Previous Week
Open 83.08 82.88 -0.20 -0.2% 86.22
High 83.91 83.10 -0.81 -1.0% 87.10
Low 81.82 81.41 -0.41 -0.5% 81.93
Close 82.83 82.35 -0.48 -0.6% 83.07
Range 2.09 1.69 -0.40 -19.1% 5.17
ATR 1.90 1.88 -0.01 -0.8% 0.00
Volume 37,651 30,256 -7,395 -19.6% 162,321
Daily Pivots for day following 23-Nov-2010
Classic Woodie Camarilla DeMark
R4 87.36 86.54 83.28
R3 85.67 84.85 82.81
R2 83.98 83.98 82.66
R1 83.16 83.16 82.50 82.73
PP 82.29 82.29 82.29 82.07
S1 81.47 81.47 82.20 81.04
S2 80.60 80.60 82.04
S3 78.91 79.78 81.89
S4 77.22 78.09 81.42
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 84.50 81.41 3.09 3.8% 1.96 2.4% 30% False True 35,252
10 89.76 81.41 8.35 10.1% 1.91 2.3% 11% False True 33,444
20 89.76 81.41 8.35 10.1% 1.75 2.1% 11% False True 28,735
40 89.76 79.51 10.25 12.4% 1.84 2.2% 28% False False 25,187
60 89.76 77.26 12.50 15.2% 1.77 2.2% 41% False False 21,840
80 89.76 74.29 15.47 18.8% 1.67 2.0% 52% False False 17,910
100 89.76 74.29 15.47 18.8% 1.63 2.0% 52% False False 14,922
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 0.27
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 90.28
2.618 87.52
1.618 85.83
1.000 84.79
0.618 84.14
HIGH 83.10
0.618 82.45
0.500 82.26
0.382 82.06
LOW 81.41
0.618 80.37
1.000 79.72
1.618 78.68
2.618 76.99
4.250 74.23
Fisher Pivots for day following 23-Nov-2010
Pivot 1 day 3 day
R1 82.32 82.96
PP 82.29 82.75
S1 82.26 82.55

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

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