NYMEX Light Sweet Crude Oil Future June 2011


Trading Metrics calculated at close of trading on 17-Nov-2010
Day Change Summary
Previous Current
16-Nov-2010 17-Nov-2010 Change Change % Previous Week
Open 86.80 85.07 -1.73 -2.0% 89.84
High 87.08 85.08 -2.00 -2.3% 90.47
Low 84.75 83.10 -1.65 -1.9% 86.78
Close 85.02 83.44 -1.58 -1.9% 87.12
Range 2.33 1.98 -0.35 -15.0% 3.69
ATR 1.72 1.74 0.02 1.1% 0.00
Volume 13,229 28,944 15,715 118.8% 128,588
Daily Pivots for day following 17-Nov-2010
Classic Woodie Camarilla DeMark
R4 89.81 88.61 84.53
R3 87.83 86.63 83.98
R2 85.85 85.85 83.80
R1 84.65 84.65 83.62 84.26
PP 83.87 83.87 83.87 83.68
S1 82.67 82.67 83.26 82.28
S2 81.89 81.89 83.08
S3 79.91 80.69 82.90
S4 77.93 78.71 82.35
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 83.10 7.37 8.8% 1.76 2.1% 5% False True 23,935
10 90.47 83.10 7.37 8.8% 1.64 2.0% 5% False True 23,970
20 90.47 83.10 7.37 8.8% 1.55 1.9% 5% False True 19,189
40 90.47 79.39 11.08 13.3% 1.71 2.1% 37% False False 20,614
60 90.47 75.70 14.77 17.7% 1.67 2.0% 52% False False 18,733
80 90.47 75.70 14.77 17.7% 1.63 1.9% 52% False False 16,083
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 0.28
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 93.50
2.618 90.26
1.618 88.28
1.000 87.06
0.618 86.30
HIGH 85.08
0.618 84.32
0.500 84.09
0.382 83.86
LOW 83.10
0.618 81.88
1.000 81.12
1.618 79.90
2.618 77.92
4.250 74.69
Fisher Pivots for day following 17-Nov-2010
Pivot 1 day 3 day
R1 84.09 85.54
PP 83.87 84.84
S1 83.66 84.14

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

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