NYMEX Light Sweet Crude Oil Future July 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 83.18 84.22 1.04 1.3% 88.02
High 84.23 86.38 2.15 2.6% 88.02
Low 83.16 83.95 0.79 0.9% 83.40
Close 83.62 86.14 2.52 3.0% 84.24
Range 1.07 2.43 1.36 127.1% 4.62
ATR 1.42 1.52 0.10 6.7% 0.00
Volume 3,365 4,420 1,055 31.4% 21,650
Daily Pivots for day following 24-Nov-2010
Classic Woodie Camarilla DeMark
R4 92.78 91.89 87.48
R3 90.35 89.46 86.81
R2 87.92 87.92 86.59
R1 87.03 87.03 86.36 87.48
PP 85.49 85.49 85.49 85.71
S1 84.60 84.60 85.92 85.05
S2 83.06 83.06 85.69
S3 80.63 82.17 85.47
S4 78.20 79.74 84.80
Weekly Pivots for week ending 19-Nov-2010
Classic Woodie Camarilla DeMark
R4 99.08 96.28 86.78
R3 94.46 91.66 85.51
R2 89.84 89.84 85.09
R1 87.04 87.04 84.66 86.13
PP 85.22 85.22 85.22 84.77
S1 82.42 82.42 83.82 81.51
S2 80.60 80.60 83.39
S3 75.98 77.80 82.97
S4 71.36 73.18 81.70
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 86.38 83.16 3.22 3.7% 1.26 1.5% 93% True False 3,767
10 90.53 83.16 7.37 8.6% 1.34 1.6% 40% False False 4,558
20 90.53 83.16 7.37 8.6% 1.07 1.2% 40% False False 3,839
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 0.05
Widest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 96.71
2.618 92.74
1.618 90.31
1.000 88.81
0.618 87.88
HIGH 86.38
0.618 85.45
0.500 85.17
0.382 84.88
LOW 83.95
0.618 82.45
1.000 81.52
1.618 80.02
2.618 77.59
4.250 73.62
Fisher Pivots for day following 24-Nov-2010
Pivot 1 day 3 day
R1 85.82 85.68
PP 85.49 85.23
S1 85.17 84.77

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

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