NYMEX Light Sweet Crude Oil Future July 2011


Trading Metrics calculated at close of trading on 26-Nov-2010
Day Change Summary
Previous Current
24-Nov-2010 26-Nov-2010 Change Change % Previous Week
Open 84.22 85.21 0.99 1.2% 84.32
High 86.38 85.98 -0.40 -0.5% 86.38
Low 83.95 85.21 1.26 1.5% 83.16
Close 86.14 86.03 -0.11 -0.1% 86.03
Range 2.43 0.77 -1.66 -68.3% 3.22
ATR 1.52 1.48 -0.04 -2.8% 0.00
Volume 4,420 2,999 -1,421 -32.1% 14,432
Daily Pivots for day following 26-Nov-2010
Classic Woodie Camarilla DeMark
R4 88.05 87.81 86.45
R3 87.28 87.04 86.24
R2 86.51 86.51 86.17
R1 86.27 86.27 86.10 86.39
PP 85.74 85.74 85.74 85.80
S1 85.50 85.50 85.96 85.62
S2 84.97 84.97 85.89
S3 84.20 84.73 85.82
S4 83.43 83.96 85.61
Weekly Pivots for week ending 26-Nov-2010
Classic Woodie Camarilla DeMark
R4 94.85 93.66 87.80
R3 91.63 90.44 86.92
R2 88.41 88.41 86.62
R1 87.22 87.22 86.33 87.82
PP 85.19 85.19 85.19 85.49
S1 84.00 84.00 85.73 84.60
S2 81.97 81.97 85.44
S3 78.75 80.78 85.14
S4 75.53 77.56 84.26
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% 1.20 1.4% 89% False False 3,402
10 88.96 83.16 5.80 6.7% 1.35 1.6% 49% False False 4,328
20 90.53 83.16 7.37 8.6% 1.10 1.3% 39% False False 3,906
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.05
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 89.25
2.618 88.00
1.618 87.23
1.000 86.75
0.618 86.46
HIGH 85.98
0.618 85.69
0.500 85.60
0.382 85.50
LOW 85.21
0.618 84.73
1.000 84.44
1.618 83.96
2.618 83.19
4.250 81.94
Fisher Pivots for day following 26-Nov-2010
Pivot 1 day 3 day
R1 85.89 85.61
PP 85.74 85.19
S1 85.60 84.77

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

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