NYMEX Light Sweet Crude Oil Future May 2011


Trading Metrics calculated at close of trading on 11-Nov-2010
Day Change Summary
Previous Current
10-Nov-2010 11-Nov-2010 Change Change % Previous Week
Open 88.61 89.80 1.19 1.3% 84.32
High 89.89 90.26 0.37 0.4% 89.34
Low 88.44 89.52 1.08 1.2% 84.32
Close 89.67 89.69 0.02 0.0% 89.12
Range 1.45 0.74 -0.71 -49.0% 5.02
ATR 1.39 1.34 -0.05 -3.3% 0.00
Volume 9,381 14,961 5,580 59.5% 48,853
Daily Pivots for day following 11-Nov-2010
Classic Woodie Camarilla DeMark
R4 92.04 91.61 90.10
R3 91.30 90.87 89.89
R2 90.56 90.56 89.83
R1 90.13 90.13 89.76 89.98
PP 89.82 89.82 89.82 89.75
S1 89.39 89.39 89.62 89.24
S2 89.08 89.08 89.55
S3 88.34 88.65 89.49
S4 87.60 87.91 89.28
Weekly Pivots for week ending 05-Nov-2010
Classic Woodie Camarilla DeMark
R4 102.65 100.91 91.88
R3 97.63 95.89 90.50
R2 92.61 92.61 90.04
R1 90.87 90.87 89.58 91.74
PP 87.59 87.59 87.59 88.03
S1 85.85 85.85 88.66 86.72
S2 82.57 82.57 88.20
S3 77.55 80.83 87.74
S4 72.53 75.81 86.36
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.26 88.32 1.94 2.2% 1.16 1.3% 71% True False 12,947
10 90.26 83.37 6.89 7.7% 1.26 1.4% 92% True False 10,325
20 90.26 82.75 7.51 8.4% 1.35 1.5% 92% True False 8,019
40 90.26 79.39 10.87 12.1% 1.22 1.4% 95% True False 7,086
60 90.26 75.91 14.35 16.0% 1.04 1.2% 96% True False 6,024
80 90.26 75.91 14.35 16.0% 0.91 1.0% 96% True False 5,043
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 10 trading days
Fibonacci Retracements and Extensions
4.250 93.41
2.618 92.20
1.618 91.46
1.000 91.00
0.618 90.72
HIGH 90.26
0.618 89.98
0.500 89.89
0.382 89.80
LOW 89.52
0.618 89.06
1.000 88.78
1.618 88.32
2.618 87.58
4.250 86.38
Fisher Pivots for day following 11-Nov-2010
Pivot 1 day 3 day
R1 89.89 89.56
PP 89.82 89.42
S1 89.76 89.29

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

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