NYMEX Light Sweet Crude Oil Future May 2011


Trading Metrics calculated at close of trading on 02-Dec-2010
Day Change Summary
Previous Current
01-Dec-2010 02-Dec-2010 Change Change % Previous Week
Open 86.45 88.05 1.60 1.9% 83.90
High 88.18 89.23 1.05 1.2% 86.22
Low 86.45 87.81 1.36 1.6% 82.22
Close 88.14 89.12 0.98 1.1% 85.52
Range 1.73 1.42 -0.31 -17.9% 4.00
ATR 1.77 1.75 -0.03 -1.4% 0.00
Volume 9,546 13,232 3,686 38.6% 37,353
Daily Pivots for day following 02-Dec-2010
Classic Woodie Camarilla DeMark
R4 92.98 92.47 89.90
R3 91.56 91.05 89.51
R2 90.14 90.14 89.38
R1 89.63 89.63 89.25 89.89
PP 88.72 88.72 88.72 88.85
S1 88.21 88.21 88.99 88.47
S2 87.30 87.30 88.86
S3 85.88 86.79 88.73
S4 84.46 85.37 88.34
Weekly Pivots for week ending 26-Nov-2010
Classic Woodie Camarilla DeMark
R4 96.65 95.09 87.72
R3 92.65 91.09 86.62
R2 88.65 88.65 86.25
R1 87.09 87.09 85.89 87.87
PP 84.65 84.65 84.65 85.05
S1 83.09 83.09 85.15 83.87
S2 80.65 80.65 84.79
S3 76.65 79.09 84.42
S4 72.65 75.09 83.32
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.23 84.57 4.66 5.2% 1.78 2.0% 98% True False 9,628
10 89.23 82.22 7.01 7.9% 1.74 2.0% 98% True False 9,097
20 90.26 82.22 8.04 9.0% 1.59 1.8% 86% False False 10,184
40 90.26 82.22 8.04 9.0% 1.48 1.7% 86% False False 8,139
60 90.26 79.39 10.87 12.2% 1.26 1.4% 90% False False 7,491
80 90.26 75.91 14.35 16.1% 1.16 1.3% 92% False False 6,405
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.31
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 95.27
2.618 92.95
1.618 91.53
1.000 90.65
0.618 90.11
HIGH 89.23
0.618 88.69
0.500 88.52
0.382 88.35
LOW 87.81
0.618 86.93
1.000 86.39
1.618 85.51
2.618 84.09
4.250 81.78
Fisher Pivots for day following 02-Dec-2010
Pivot 1 day 3 day
R1 88.92 88.47
PP 88.72 87.82
S1 88.52 87.17

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

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