NYMEX Light Sweet Crude Oil Future June 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 89.05 89.72 0.67 0.8% 84.55
High 90.15 90.47 0.32 0.4% 89.80
Low 88.65 89.60 0.95 1.1% 84.53
Close 89.89 89.92 0.03 0.0% 89.37
Range 1.50 0.87 -0.63 -42.0% 5.27
ATR 1.66 1.60 -0.06 -3.4% 0.00
Volume 23,593 29,710 6,117 25.9% 91,417
Daily Pivots for day following 11-Nov-2010
Classic Woodie Camarilla DeMark
R4 92.61 92.13 90.40
R3 91.74 91.26 90.16
R2 90.87 90.87 90.08
R1 90.39 90.39 90.00 90.63
PP 90.00 90.00 90.00 90.12
S1 89.52 89.52 89.84 89.76
S2 89.13 89.13 89.76
S3 88.26 88.65 89.68
S4 87.39 87.78 89.44
Weekly Pivots for week ending 05-Nov-2010
Classic Woodie Camarilla DeMark
R4 103.71 101.81 92.27
R3 98.44 96.54 90.82
R2 93.17 93.17 90.34
R1 91.27 91.27 89.85 92.22
PP 87.90 87.90 87.90 88.38
S1 86.00 86.00 88.89 86.95
S2 82.63 82.63 88.40
S3 77.36 80.73 87.92
S4 72.09 75.46 86.47
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.47 88.26 2.21 2.5% 1.35 1.5% 75% True False 26,007
10 90.47 83.67 6.80 7.6% 1.46 1.6% 92% True False 20,757
20 90.47 83.08 7.39 8.2% 1.68 1.9% 93% True False 18,767
40 90.47 79.39 11.08 12.3% 1.69 1.9% 95% True False 20,043
60 90.47 75.70 14.77 16.4% 1.62 1.8% 96% True False 17,699
80 90.47 75.70 14.77 16.4% 1.62 1.8% 96% True False 15,235
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 0.29
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 94.17
2.618 92.75
1.618 91.88
1.000 91.34
0.618 91.01
HIGH 90.47
0.618 90.14
0.500 90.04
0.382 89.93
LOW 89.60
0.618 89.06
1.000 88.73
1.618 88.19
2.618 87.32
4.250 85.90
Fisher Pivots for day following 11-Nov-2010
Pivot 1 day 3 day
R1 90.04 89.74
PP 90.00 89.55
S1 89.96 89.37

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

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