NYMEX Light Sweet Crude Oil Future July 2011


Trading Metrics calculated at close of trading on 01-Dec-2010
Day Change Summary
Previous Current
30-Nov-2010 01-Dec-2010 Change Change % Previous Week
Open 87.41 86.78 -0.63 -0.7% 84.32
High 87.62 88.63 1.01 1.2% 86.38
Low 85.92 86.78 0.86 1.0% 83.16
Close 86.05 88.52 2.47 2.9% 86.03
Range 1.70 1.85 0.15 8.8% 3.22
ATR 1.53 1.60 0.08 4.9% 0.00
Volume 4,785 3,276 -1,509 -31.5% 14,432
Daily Pivots for day following 01-Dec-2010
Classic Woodie Camarilla DeMark
R4 93.53 92.87 89.54
R3 91.68 91.02 89.03
R2 89.83 89.83 88.86
R1 89.17 89.17 88.69 89.50
PP 87.98 87.98 87.98 88.14
S1 87.32 87.32 88.35 87.65
S2 86.13 86.13 88.18
S3 84.28 85.47 88.01
S4 82.43 83.62 87.50
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 88.63 83.95 4.68 5.3% 1.70 1.9% 98% True False 3,404
10 88.63 83.16 5.47 6.2% 1.41 1.6% 98% True False 4,044
20 90.53 83.16 7.37 8.3% 1.26 1.4% 73% False False 4,021
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.07
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 96.49
2.618 93.47
1.618 91.62
1.000 90.48
0.618 89.77
HIGH 88.63
0.618 87.92
0.500 87.71
0.382 87.49
LOW 86.78
0.618 85.64
1.000 84.93
1.618 83.79
2.618 81.94
4.250 78.92
Fisher Pivots for day following 01-Dec-2010
Pivot 1 day 3 day
R1 88.25 88.11
PP 87.98 87.69
S1 87.71 87.28

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

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