NYMEX Light Sweet Crude Oil Future August 2011


Trading Metrics calculated at close of trading on 30-Nov-2010
Day Change Summary
Previous Current
29-Nov-2010 30-Nov-2010 Change Change % Previous Week
Open 86.45 87.28 0.83 1.0% 83.45
High 87.78 87.28 -0.50 -0.6% 86.78
Low 86.41 86.20 -0.21 -0.2% 83.43
Close 87.96 86.23 -1.73 -2.0% 86.21
Range 1.37 1.08 -0.29 -21.2% 3.35
ATR
Volume 934 2,230 1,296 138.8% 8,866
Daily Pivots for day following 30-Nov-2010
Classic Woodie Camarilla DeMark
R4 89.81 89.10 86.82
R3 88.73 88.02 86.53
R2 87.65 87.65 86.43
R1 86.94 86.94 86.33 86.76
PP 86.57 86.57 86.57 86.48
S1 85.86 85.86 86.13 85.68
S2 85.49 85.49 86.03
S3 84.41 84.78 85.93
S4 83.33 83.70 85.64
Weekly Pivots for week ending 26-Nov-2010
Classic Woodie Camarilla DeMark
R4 95.52 94.22 88.05
R3 92.17 90.87 87.13
R2 88.82 88.82 86.82
R1 87.52 87.52 86.52 88.17
PP 85.47 85.47 85.47 85.80
S1 84.17 84.17 85.90 84.82
S2 82.12 82.12 85.60
S3 78.77 80.82 85.29
S4 75.42 77.47 84.37
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 87.78 83.43 4.35 5.0% 1.36 1.6% 64% False False 1,733
10 87.78 83.43 4.35 5.0% 1.02 1.2% 64% False False 2,770
Crabel Price Patterns
NR True
NR4 True
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 0.04
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 91.87
2.618 90.11
1.618 89.03
1.000 88.36
0.618 87.95
HIGH 87.28
0.618 86.87
0.500 86.74
0.382 86.61
LOW 86.20
0.618 85.53
1.000 85.12
1.618 84.45
2.618 83.37
4.250 81.61
Fisher Pivots for day following 30-Nov-2010
Pivot 1 day 3 day
R1 86.74 86.72
PP 86.57 86.55
S1 86.40 86.39

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

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