NYMEX Light Sweet Crude Oil Future June 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 89.27 87.35 -1.92 -2.2% 89.84
High 89.27 87.97 -1.30 -1.5% 90.47
Low 86.78 86.86 0.08 0.1% 86.78
Close 87.12 87.19 0.07 0.1% 87.12
Range 2.49 1.11 -1.38 -55.4% 3.69
ATR 1.71 1.67 -0.04 -2.5% 0.00
Volume 27,267 20,525 -6,742 -24.7% 128,588
Daily Pivots for day following 15-Nov-2010
Classic Woodie Camarilla DeMark
R4 90.67 90.04 87.80
R3 89.56 88.93 87.50
R2 88.45 88.45 87.39
R1 87.82 87.82 87.29 87.58
PP 87.34 87.34 87.34 87.22
S1 86.71 86.71 87.09 86.47
S2 86.23 86.23 86.99
S3 85.12 85.60 86.88
S4 84.01 84.49 86.58
Weekly Pivots for week ending 12-Nov-2010
Classic Woodie Camarilla DeMark
R4 99.19 96.85 89.15
R3 95.50 93.16 88.13
R2 91.81 91.81 87.80
R1 89.47 89.47 87.46 88.80
PP 88.12 88.12 88.12 87.79
S1 85.78 85.78 86.78 85.11
S2 84.43 84.43 86.44
S3 80.74 82.09 86.11
S4 77.05 78.40 85.09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.47 86.78 3.69 4.2% 1.57 1.8% 11% False False 24,079
10 90.47 85.75 4.72 5.4% 1.48 1.7% 31% False False 22,998
20 90.47 83.08 7.39 8.5% 1.61 1.8% 56% False False 19,141
40 90.47 79.39 11.08 12.7% 1.69 1.9% 70% False False 20,439
60 90.47 75.70 14.77 16.9% 1.64 1.9% 78% False False 18,206
80 90.47 75.70 14.77 16.9% 1.62 1.9% 78% False False 15,681
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.33
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 92.69
2.618 90.88
1.618 89.77
1.000 89.08
0.618 88.66
HIGH 87.97
0.618 87.55
0.500 87.42
0.382 87.28
LOW 86.86
0.618 86.17
1.000 85.75
1.618 85.06
2.618 83.95
4.250 82.14
Fisher Pivots for day following 15-Nov-2010
Pivot 1 day 3 day
R1 87.42 88.63
PP 87.34 88.15
S1 87.27 87.67

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

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