NYMEX Light Sweet Crude Oil Future May 2011


Trading Metrics calculated at close of trading on 15-Nov-2010
Day Change Summary
Previous Current
12-Nov-2010 15-Nov-2010 Change Change % Previous Week
Open 88.85 87.34 -1.51 -1.7% 89.25
High 88.85 87.62 -1.23 -1.4% 90.26
Low 86.76 86.74 -0.02 0.0% 86.76
Close 86.87 86.96 0.09 0.1% 86.87
Range 2.09 0.88 -1.21 -57.9% 3.50
ATR 1.46 1.41 -0.04 -2.8% 0.00
Volume 12,191 7,274 -4,917 -40.3% 61,709
Daily Pivots for day following 15-Nov-2010
Classic Woodie Camarilla DeMark
R4 89.75 89.23 87.44
R3 88.87 88.35 87.20
R2 87.99 87.99 87.12
R1 87.47 87.47 87.04 87.29
PP 87.11 87.11 87.11 87.02
S1 86.59 86.59 86.88 86.41
S2 86.23 86.23 86.80
S3 85.35 85.71 86.72
S4 84.47 84.83 86.48
Weekly Pivots for week ending 12-Nov-2010
Classic Woodie Camarilla DeMark
R4 98.46 96.17 88.80
R3 94.96 92.67 87.83
R2 91.46 91.46 87.51
R1 89.17 89.17 87.19 88.57
PP 87.96 87.96 87.96 87.66
S1 85.67 85.67 86.55 85.07
S2 84.46 84.46 86.23
S3 80.96 82.17 85.91
S4 77.46 78.67 84.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.26 86.74 3.52 4.0% 1.33 1.5% 6% False True 10,752
10 90.26 85.54 4.72 5.4% 1.26 1.4% 30% False False 11,247
20 90.26 82.75 7.51 8.6% 1.35 1.6% 56% False False 8,518
40 90.26 79.39 10.87 12.5% 1.23 1.4% 70% False False 7,350
60 90.26 75.91 14.35 16.5% 1.04 1.2% 77% False False 6,282
80 90.26 75.91 14.35 16.5% 0.95 1.1% 77% False False 5,254
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 2 trading days
Fibonacci Retracements and Extensions
4.250 91.36
2.618 89.92
1.618 89.04
1.000 88.50
0.618 88.16
HIGH 87.62
0.618 87.28
0.500 87.18
0.382 87.08
LOW 86.74
0.618 86.20
1.000 85.86
1.618 85.32
2.618 84.44
4.250 83.00
Fisher Pivots for day following 15-Nov-2010
Pivot 1 day 3 day
R1 87.18 88.50
PP 87.11 87.99
S1 87.03 87.47

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

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