NYMEX Light Sweet Crude Oil Future December 2010

Trading Metrics calculated at close of trading on 18-Nov-2010

Day Change Summary
	Previous	Current
	17-Nov-2010	18-Nov-2010	Change	Change %	Previous Week
Open	82.44	80.45	-1.99	-2.4%	87.39
High	82.67	82.35	-0.32	-0.4%	88.63
Low	80.06	80.45	0.39	0.5%	84.52
Close	80.44	81.85	1.41	1.8%	84.88
Range	2.61	1.90	-0.71	-27.2%	4.11
ATR	2.06	2.05	-0.01	-0.5%	0.00
Volume	316,645	110,863	-205,782	-65.0%	1,792,197

Daily Pivots for day following 18-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	87.25	86.45	82.90
R3	85.35	84.55	82.37
R2	83.45	83.45	82.20
R1	82.65	82.65	82.02	83.05
PP	81.55	81.55	81.55	81.75
S1	80.75	80.75	81.68	81.15
S2	79.65	79.65	81.50
S3	77.75	78.85	81.33
S4	75.85	76.95	80.81

Weekly Pivots for week ending 12-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	98.34	95.72	87.14
R3	94.23	91.61	86.01
R2	90.12	90.12	85.63
R1	87.50	87.50	85.26	86.76
PP	86.01	86.01	86.01	85.64
S1	83.39	83.39	84.50	82.65
S2	81.90	81.90	84.13
S3	77.79	79.28	83.75
S4	73.68	75.17	82.62

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	87.85	80.06	7.79	9.5%	2.36	2.9%	23%	False	False	302,610
10	88.63	80.06	8.57	10.5%	2.02	2.5%	21%	False	False	315,523
20	88.63	80.06	8.57	10.5%	1.87	2.3%	21%	False	False	304,650
40	88.63	76.05	12.58	15.4%	2.05	2.5%	46%	False	False	264,584
60	88.63	74.14	14.49	17.7%	2.01	2.5%	53%	False	False	219,198
80	88.63	72.35	16.28	19.9%	1.98	2.4%	58%	False	False	180,668
100	88.63	72.35	16.28	19.9%	2.01	2.5%	58%	False	False	152,455
120	88.63	72.35	16.28	19.9%	2.04	2.5%	58%	False	False	134,443

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.32
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	90.43
2.618	87.32
1.618	85.42
1.000	84.25
0.618	83.52
HIGH	82.35
0.618	81.62
0.500	81.40
0.382	81.18
LOW	80.45
0.618	79.28
1.000	78.55
1.618	77.38
2.618	75.48
4.250	72.38

Fisher Pivots for day following 18-Nov-2010
Pivot	1 day	3 day
R1	81.70	82.40
PP	81.55	82.22
S1	81.40	82.03

Download as Excel Spreadsheet

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

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