NYMEX Light Sweet Crude Oil Future April 2011


Trading Metrics calculated at close of trading on 18-Nov-2010
Day Change Summary
Previous Current
17-Nov-2010 18-Nov-2010 Change Change % Previous Week
Open 84.46 83.09 -1.37 -1.6% 89.11
High 84.46 84.53 0.07 0.1% 90.00
Low 82.38 83.09 0.71 0.9% 86.28
Close 82.74 84.06 1.32 1.6% 86.56
Range 2.08 1.44 -0.64 -30.8% 3.72
ATR 1.68 1.69 0.01 0.4% 0.00
Volume 15,063 16,261 1,198 8.0% 80,486
Daily Pivots for day following 18-Nov-2010
Classic Woodie Camarilla DeMark
R4 88.21 87.58 84.85
R3 86.77 86.14 84.46
R2 85.33 85.33 84.32
R1 84.70 84.70 84.19 85.02
PP 83.89 83.89 83.89 84.05
S1 83.26 83.26 83.93 83.58
S2 82.45 82.45 83.80
S3 81.01 81.82 83.66
S4 79.57 80.38 83.27
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 88.39 82.38 6.01 7.1% 1.77 2.1% 28% False False 14,268
10 90.00 82.38 7.62 9.1% 1.55 1.8% 22% False False 15,186
20 90.00 82.38 7.62 9.1% 1.42 1.7% 22% False False 12,822
40 90.00 79.25 10.75 12.8% 1.53 1.8% 45% False False 11,440
60 90.00 77.70 12.30 14.6% 1.48 1.8% 52% False False 9,795
80 90.00 74.98 15.02 17.9% 1.27 1.5% 60% False False 8,054
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 0.20
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 90.65
2.618 88.30
1.618 86.86
1.000 85.97
0.618 85.42
HIGH 84.53
0.618 83.98
0.500 83.81
0.382 83.64
LOW 83.09
0.618 82.20
1.000 81.65
1.618 80.76
2.618 79.32
4.250 76.97
Fisher Pivots for day following 18-Nov-2010
Pivot 1 day 3 day
R1 83.98 84.43
PP 83.89 84.30
S1 83.81 84.18

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

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