NYMEX Light Sweet Crude Oil Future May 2011


Trading Metrics calculated at close of trading on 24-Nov-2010
Day Change Summary
Previous Current
23-Nov-2010 24-Nov-2010 Change Change % Previous Week
Open 83.36 83.50 0.14 0.2% 87.34
High 83.50 85.80 2.30 2.8% 87.62
Low 82.22 83.21 0.99 1.2% 82.78
Close 83.07 85.63 2.56 3.1% 83.72
Range 1.28 2.59 1.31 102.3% 4.84
ATR 1.57 1.65 0.08 5.3% 0.00
Volume 7,621 11,783 4,162 54.6% 41,957
Daily Pivots for day following 24-Nov-2010
Classic Woodie Camarilla DeMark
R4 92.65 91.73 87.05
R3 90.06 89.14 86.34
R2 87.47 87.47 86.10
R1 86.55 86.55 85.87 87.01
PP 84.88 84.88 84.88 85.11
S1 83.96 83.96 85.39 84.42
S2 82.29 82.29 85.16
S3 79.70 81.37 84.92
S4 77.11 78.78 84.21
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 85.80 82.22 3.58 4.2% 1.71 2.0% 95% True False 8,566
10 90.26 82.22 8.04 9.4% 1.63 1.9% 42% False False 9,582
20 90.26 82.22 8.04 9.4% 1.42 1.7% 42% False False 9,498
40 90.26 82.22 8.04 9.4% 1.38 1.6% 42% False False 7,988
60 90.26 79.15 11.11 13.0% 1.17 1.4% 58% False False 6,949
80 90.26 75.91 14.35 16.8% 1.07 1.3% 68% False False 5,933
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.17
Widest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 96.81
2.618 92.58
1.618 89.99
1.000 88.39
0.618 87.40
HIGH 85.80
0.618 84.81
0.500 84.51
0.382 84.20
LOW 83.21
0.618 81.61
1.000 80.62
1.618 79.02
2.618 76.43
4.250 72.20
Fisher Pivots for day following 24-Nov-2010
Pivot 1 day 3 day
R1 85.26 85.09
PP 84.88 84.55
S1 84.51 84.01

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

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