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

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

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