NYMEX Light Sweet Crude Oil Future May 2011


Trading Metrics calculated at close of trading on 23-Nov-2010
Day Change Summary
Previous Current
22-Nov-2010 23-Nov-2010 Change Change % Previous Week
Open 83.90 83.36 -0.54 -0.6% 87.34
High 84.49 83.50 -0.99 -1.2% 87.62
Low 82.59 82.22 -0.37 -0.4% 82.78
Close 83.48 83.07 -0.41 -0.5% 83.72
Range 1.90 1.28 -0.62 -32.6% 4.84
ATR 1.59 1.57 -0.02 -1.4% 0.00
Volume 7,310 7,621 311 4.3% 41,957
Daily Pivots for day following 23-Nov-2010
Classic Woodie Camarilla DeMark
R4 86.77 86.20 83.77
R3 85.49 84.92 83.42
R2 84.21 84.21 83.30
R1 83.64 83.64 83.19 83.29
PP 82.93 82.93 82.93 82.75
S1 82.36 82.36 82.95 82.01
S2 81.65 81.65 82.84
S3 80.37 81.08 82.72
S4 79.09 79.80 82.37
Weekly Pivots for week ending 19-Nov-2010
Classic Woodie Camarilla DeMark
R4 99.23 96.31 86.38
R3 94.39 91.47 85.05
R2 89.55 89.55 84.61
R1 86.63 86.63 84.16 85.67
PP 84.71 84.71 84.71 84.23
S1 81.79 81.79 83.28 80.83
S2 79.87 79.87 82.83
S3 75.03 76.95 82.39
S4 70.19 72.11 81.06
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 85.01 82.22 2.79 3.4% 1.61 1.9% 30% False True 8,763
10 90.26 82.22 8.04 9.7% 1.51 1.8% 11% False True 9,342
20 90.26 82.22 8.04 9.7% 1.35 1.6% 11% False True 9,181
40 90.26 81.06 9.20 11.1% 1.36 1.6% 22% False False 7,796
60 90.26 78.63 11.63 14.0% 1.14 1.4% 38% False False 6,811
80 90.26 75.91 14.35 17.3% 1.04 1.3% 50% False False 5,805
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 0.15
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 88.94
2.618 86.85
1.618 85.57
1.000 84.78
0.618 84.29
HIGH 83.50
0.618 83.01
0.500 82.86
0.382 82.71
LOW 82.22
0.618 81.43
1.000 80.94
1.618 80.15
2.618 78.87
4.250 76.78
Fisher Pivots for day following 23-Nov-2010
Pivot 1 day 3 day
R1 83.00 83.62
PP 82.93 83.43
S1 82.86 83.25

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

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