NYMEX Light Sweet Crude Oil Future March 2011


Trading Metrics calculated at close of trading on 01-Dec-2010
Day Change Summary
Previous Current
30-Nov-2010 01-Dec-2010 Change Change % Previous Week
Open 86.80 84.91 -1.89 -2.2% 83.08
High 86.82 87.79 0.97 1.1% 85.57
Low 84.52 84.67 0.15 0.2% 81.41
Close 85.08 87.63 2.55 3.0% 84.87
Range 2.30 3.12 0.82 35.7% 4.16
ATR 1.99 2.07 0.08 4.0% 0.00
Volume 38,285 38,804 519 1.4% 135,676
Daily Pivots for day following 01-Dec-2010
Classic Woodie Camarilla DeMark
R4 96.06 94.96 89.35
R3 92.94 91.84 88.49
R2 89.82 89.82 88.20
R1 88.72 88.72 87.92 89.27
PP 86.70 86.70 86.70 86.97
S1 85.60 85.60 87.34 86.15
S2 83.58 83.58 87.06
S3 80.46 82.48 86.77
S4 77.34 79.36 85.91
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 87.79 82.11 5.68 6.5% 2.49 2.8% 97% True False 32,407
10 87.79 81.41 6.38 7.3% 2.23 2.5% 97% True False 33,829
20 89.76 81.41 8.35 9.5% 1.99 2.3% 74% False False 31,998
40 89.76 81.41 8.35 9.5% 1.95 2.2% 74% False False 26,535
60 89.76 78.05 11.71 13.4% 1.81 2.1% 82% False False 23,573
80 89.76 74.29 15.47 17.7% 1.75 2.0% 86% False False 19,641
100 89.76 74.29 15.47 17.7% 1.68 1.9% 86% False False 16,418
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.22
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 101.05
2.618 95.96
1.618 92.84
1.000 90.91
0.618 89.72
HIGH 87.79
0.618 86.60
0.500 86.23
0.382 85.86
LOW 84.67
0.618 82.74
1.000 81.55
1.618 79.62
2.618 76.50
4.250 71.41
Fisher Pivots for day following 01-Dec-2010
Pivot 1 day 3 day
R1 87.16 87.14
PP 86.70 86.65
S1 86.23 86.16

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

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