NYMEX Light Sweet Crude Oil Future March 2011


Trading Metrics calculated at close of trading on 24-Nov-2010
Day Change Summary
Previous Current
23-Nov-2010 24-Nov-2010 Change Change % Previous Week
Open 82.88 82.22 -0.66 -0.8% 86.22
High 83.10 85.23 2.13 2.6% 87.10
Low 81.41 82.11 0.70 0.9% 81.93
Close 82.35 84.94 2.59 3.1% 83.07
Range 1.69 3.12 1.43 84.6% 5.17
ATR 1.88 1.97 0.09 4.7% 0.00
Volume 30,256 35,070 4,814 15.9% 162,321
Daily Pivots for day following 24-Nov-2010
Classic Woodie Camarilla DeMark
R4 93.45 92.32 86.66
R3 90.33 89.20 85.80
R2 87.21 87.21 85.51
R1 86.08 86.08 85.23 86.65
PP 84.09 84.09 84.09 84.38
S1 82.96 82.96 84.65 83.53
S2 80.97 80.97 84.37
S3 77.85 79.84 84.08
S4 74.73 76.72 83.22
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 85.23 81.41 3.82 4.5% 2.13 2.5% 92% True False 35,251
10 89.76 81.41 8.35 9.8% 2.04 2.4% 42% False False 34,560
20 89.76 81.41 8.35 9.8% 1.81 2.1% 42% False False 29,606
40 89.76 81.40 8.36 9.8% 1.86 2.2% 42% False False 25,643
60 89.76 77.98 11.78 13.9% 1.79 2.1% 59% False False 22,279
80 89.76 74.29 15.47 18.2% 1.69 2.0% 69% False False 18,308
100 89.76 74.29 15.47 18.2% 1.64 1.9% 69% False False 15,240
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.24
Widest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 98.49
2.618 93.40
1.618 90.28
1.000 88.35
0.618 87.16
HIGH 85.23
0.618 84.04
0.500 83.67
0.382 83.30
LOW 82.11
0.618 80.18
1.000 78.99
1.618 77.06
2.618 73.94
4.250 68.85
Fisher Pivots for day following 24-Nov-2010
Pivot 1 day 3 day
R1 84.52 84.40
PP 84.09 83.86
S1 83.67 83.32

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

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