NYMEX Light Sweet Crude Oil Future April 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 83.00 85.75 2.75 3.3% 83.67
High 85.63 85.93 0.30 0.4% 85.93
Low 82.75 84.25 1.50 1.8% 81.81
Close 85.32 85.22 -0.10 -0.1% 85.22
Range 2.88 1.68 -1.20 -41.7% 4.12
ATR 1.82 1.81 -0.01 -0.5% 0.00
Volume 18,839 16,009 -2,830 -15.0% 56,759
Daily Pivots for day following 26-Nov-2010
Classic Woodie Camarilla DeMark
R4 90.17 89.38 86.14
R3 88.49 87.70 85.68
R2 86.81 86.81 85.53
R1 86.02 86.02 85.37 85.58
PP 85.13 85.13 85.13 84.91
S1 84.34 84.34 85.07 83.90
S2 83.45 83.45 84.91
S3 81.77 82.66 84.76
S4 80.09 80.98 84.30
Weekly Pivots for week ending 26-Nov-2010
Classic Woodie Camarilla DeMark
R4 96.68 95.07 87.49
R3 92.56 90.95 86.35
R2 88.44 88.44 85.98
R1 86.83 86.83 85.60 87.64
PP 84.32 84.32 84.32 84.72
S1 82.71 82.71 84.84 83.52
S2 80.20 80.20 84.46
S3 76.08 78.59 84.09
S4 71.96 74.47 82.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 85.93 81.81 4.12 4.8% 2.06 2.4% 83% True False 13,498
10 88.39 81.81 6.58 7.7% 1.92 2.2% 52% False False 13,883
20 90.00 81.81 8.19 9.6% 1.63 1.9% 42% False False 13,775
40 90.00 81.81 8.19 9.6% 1.61 1.9% 42% False False 11,988
60 90.00 78.63 11.37 13.3% 1.55 1.8% 58% False False 10,528
80 90.00 74.98 15.02 17.6% 1.38 1.6% 68% False False 8,800
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 0.17
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 93.07
2.618 90.33
1.618 88.65
1.000 87.61
0.618 86.97
HIGH 85.93
0.618 85.29
0.500 85.09
0.382 84.89
LOW 84.25
0.618 83.21
1.000 82.57
1.618 81.53
2.618 79.85
4.250 77.11
Fisher Pivots for day following 26-Nov-2010
Pivot 1 day 3 day
R1 85.18 84.77
PP 85.13 84.32
S1 85.09 83.87

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

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