NYMEX Light Sweet Crude Oil Future July 2011


Trading Metrics calculated at close of trading on 29-Nov-2010
Day Change Summary
Previous Current
26-Nov-2010 29-Nov-2010 Change Change % Previous Week
Open 85.21 86.07 0.86 1.0% 84.32
High 85.98 87.82 1.84 2.1% 86.38
Low 85.21 86.07 0.86 1.0% 83.16
Close 86.03 87.79 1.76 2.0% 86.03
Range 0.77 1.75 0.98 127.3% 3.22
ATR 1.48 1.50 0.02 1.5% 0.00
Volume 2,999 1,541 -1,458 -48.6% 14,432
Daily Pivots for day following 29-Nov-2010
Classic Woodie Camarilla DeMark
R4 92.48 91.88 88.75
R3 90.73 90.13 88.27
R2 88.98 88.98 88.11
R1 88.38 88.38 87.95 88.68
PP 87.23 87.23 87.23 87.38
S1 86.63 86.63 87.63 86.93
S2 85.48 85.48 87.47
S3 83.73 84.88 87.31
S4 81.98 83.13 86.83
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 87.82 83.16 4.66 5.3% 1.42 1.6% 99% True False 3,194
10 88.02 83.16 4.86 5.5% 1.33 1.5% 95% False False 3,762
20 90.53 83.16 7.37 8.4% 1.18 1.3% 63% False False 3,810
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.05
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 95.26
2.618 92.40
1.618 90.65
1.000 89.57
0.618 88.90
HIGH 87.82
0.618 87.15
0.500 86.95
0.382 86.74
LOW 86.07
0.618 84.99
1.000 84.32
1.618 83.24
2.618 81.49
4.250 78.63
Fisher Pivots for day following 29-Nov-2010
Pivot 1 day 3 day
R1 87.51 87.16
PP 87.23 86.52
S1 86.95 85.89

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

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