NYMEX Light Sweet Crude Oil Future March 2011


Trading Metrics calculated at close of trading on 26-Nov-2010
Day Change Summary
Previous Current
24-Nov-2010 26-Nov-2010 Change Change % Previous Week
Open 82.22 85.45 3.23 3.9% 83.08
High 85.23 85.57 0.34 0.4% 85.57
Low 82.11 83.84 1.73 2.1% 81.41
Close 84.94 84.87 -0.07 -0.1% 84.87
Range 3.12 1.73 -1.39 -44.6% 4.16
ATR 1.97 1.95 -0.02 -0.9% 0.00
Volume 35,070 32,699 -2,371 -6.8% 135,676
Daily Pivots for day following 26-Nov-2010
Classic Woodie Camarilla DeMark
R4 89.95 89.14 85.82
R3 88.22 87.41 85.35
R2 86.49 86.49 85.19
R1 85.68 85.68 85.03 85.22
PP 84.76 84.76 84.76 84.53
S1 83.95 83.95 84.71 83.49
S2 83.03 83.03 84.55
S3 81.30 82.22 84.39
S4 79.57 80.49 83.92
Weekly Pivots for week ending 26-Nov-2010
Classic Woodie Camarilla DeMark
R4 96.43 94.81 87.16
R3 92.27 90.65 86.01
R2 88.11 88.11 85.63
R1 86.49 86.49 85.25 87.30
PP 83.95 83.95 83.95 84.36
S1 82.33 82.33 84.49 83.14
S2 79.79 79.79 84.11
S3 75.63 78.17 83.73
S4 71.47 74.01 82.58
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 85.57 81.41 4.16 4.9% 2.17 2.6% 83% True False 33,851
10 88.86 81.41 7.45 8.8% 2.12 2.5% 46% False False 33,771
20 89.76 81.41 8.35 9.8% 1.85 2.2% 41% False False 30,158
40 89.76 81.41 8.35 9.8% 1.86 2.2% 41% False False 25,881
60 89.76 78.05 11.71 13.8% 1.79 2.1% 58% False False 22,592
80 89.76 74.29 15.47 18.2% 1.70 2.0% 68% False False 18,634
100 89.76 74.29 15.47 18.2% 1.64 1.9% 68% False False 15,542
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 True
Stretch 0.21
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 92.92
2.618 90.10
1.618 88.37
1.000 87.30
0.618 86.64
HIGH 85.57
0.618 84.91
0.500 84.71
0.382 84.50
LOW 83.84
0.618 82.77
1.000 82.11
1.618 81.04
2.618 79.31
4.250 76.49
Fisher Pivots for day following 26-Nov-2010
Pivot 1 day 3 day
R1 84.82 84.41
PP 84.76 83.95
S1 84.71 83.49

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

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