NYMEX Light Sweet Crude Oil Future April 2011


Trading Metrics calculated at close of trading on 12-Nov-2010
Day Change Summary
Previous Current
11-Nov-2010 12-Nov-2010 Change Change % Previous Week
Open 89.30 88.36 -0.94 -1.1% 89.11
High 90.00 88.39 -1.61 -1.8% 90.00
Low 89.10 86.28 -2.82 -3.2% 86.28
Close 89.39 86.56 -2.83 -3.2% 86.56
Range 0.90 2.11 1.21 134.4% 3.72
ATR 1.53 1.64 0.11 7.4% 0.00
Volume 18,428 17,842 -586 -3.2% 80,486
Daily Pivots for day following 12-Nov-2010
Classic Woodie Camarilla DeMark
R4 93.41 92.09 87.72
R3 91.30 89.98 87.14
R2 89.19 89.19 86.95
R1 87.87 87.87 86.75 87.48
PP 87.08 87.08 87.08 86.88
S1 85.76 85.76 86.37 85.37
S2 84.97 84.97 86.17
S3 82.86 83.65 85.98
S4 80.75 81.54 85.40
Weekly Pivots for week ending 12-Nov-2010
Classic Woodie Camarilla DeMark
R4 98.77 96.39 88.61
R3 95.05 92.67 87.58
R2 91.33 91.33 87.24
R1 88.95 88.95 86.90 88.28
PP 87.61 87.61 87.61 87.28
S1 85.23 85.23 86.22 84.56
S2 83.89 83.89 85.88
S3 80.17 81.51 85.54
S4 76.45 77.79 84.51
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.00 86.28 3.72 4.3% 1.51 1.7% 8% False True 16,097
10 90.00 83.91 6.09 7.0% 1.43 1.7% 44% False False 14,525
20 90.00 82.35 7.65 8.8% 1.52 1.8% 55% False False 11,973
40 90.00 78.63 11.37 13.1% 1.52 1.8% 70% False False 10,896
60 90.00 74.98 15.02 17.4% 1.40 1.6% 77% False False 9,074
80 90.00 74.98 15.02 17.4% 1.20 1.4% 77% False False 7,461
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 0.25
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 97.36
2.618 93.91
1.618 91.80
1.000 90.50
0.618 89.69
HIGH 88.39
0.618 87.58
0.500 87.34
0.382 87.09
LOW 86.28
0.618 84.98
1.000 84.17
1.618 82.87
2.618 80.76
4.250 77.31
Fisher Pivots for day following 12-Nov-2010
Pivot 1 day 3 day
R1 87.34 88.14
PP 87.08 87.61
S1 86.82 87.09

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

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