NYMEX Light Sweet Crude Oil Future April 2011


Trading Metrics calculated at close of trading on 17-Nov-2010
Day Change Summary
Previous Current
16-Nov-2010 17-Nov-2010 Change Change % Previous Week
Open 86.45 84.46 -1.99 -2.3% 89.11
High 86.47 84.46 -2.01 -2.3% 90.00
Low 84.15 82.38 -1.77 -2.1% 86.28
Close 84.38 82.74 -1.64 -1.9% 86.56
Range 2.32 2.08 -0.24 -10.3% 3.72
ATR 1.65 1.68 0.03 1.8% 0.00
Volume 9,477 15,063 5,586 58.9% 80,486
Daily Pivots for day following 17-Nov-2010
Classic Woodie Camarilla DeMark
R4 89.43 88.17 83.88
R3 87.35 86.09 83.31
R2 85.27 85.27 83.12
R1 84.01 84.01 82.93 83.60
PP 83.19 83.19 83.19 82.99
S1 81.93 81.93 82.55 81.52
S2 81.11 81.11 82.36
S3 79.03 79.85 82.17
S4 76.95 77.77 81.60
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 82.38 7.62 9.2% 1.67 2.0% 5% False True 14,701
10 90.00 82.38 7.62 9.2% 1.50 1.8% 5% False True 14,987
20 90.00 82.38 7.62 9.2% 1.45 1.8% 5% False True 12,557
40 90.00 78.63 11.37 13.7% 1.54 1.9% 36% False False 11,177
60 90.00 74.98 15.02 18.2% 1.47 1.8% 52% False False 9,595
80 90.00 74.98 15.02 18.2% 1.26 1.5% 52% False False 7,861
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 0.22
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 93.30
2.618 89.91
1.618 87.83
1.000 86.54
0.618 85.75
HIGH 84.46
0.618 83.67
0.500 83.42
0.382 83.17
LOW 82.38
0.618 81.09
1.000 80.30
1.618 79.01
2.618 76.93
4.250 73.54
Fisher Pivots for day following 17-Nov-2010
Pivot 1 day 3 day
R1 83.42 84.84
PP 83.19 84.14
S1 82.97 83.44

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

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