NYMEX Light Sweet Crude Oil Future January 2011


Trading Metrics calculated at close of trading on 12-Nov-2010
Day Change Summary
Previous Current
11-Nov-2010 12-Nov-2010 Change Change % Previous Week
Open 88.27 88.25 -0.02 0.0% 88.04
High 89.10 88.32 -0.78 -0.9% 89.10
Low 88.01 85.00 -3.01 -3.4% 85.00
Close 88.28 85.34 -2.94 -3.3% 85.34
Range 1.09 3.32 2.23 204.6% 4.10
ATR 1.85 1.96 0.10 5.7% 0.00
Volume 202,436 178,046 -24,390 -12.0% 738,526
Daily Pivots for day following 12-Nov-2010
Classic Woodie Camarilla DeMark
R4 96.18 94.08 87.17
R3 92.86 90.76 86.25
R2 89.54 89.54 85.95
R1 87.44 87.44 85.64 86.83
PP 86.22 86.22 86.22 85.92
S1 84.12 84.12 85.04 83.51
S2 82.90 82.90 84.73
S3 79.58 80.80 84.43
S4 76.26 77.48 83.51
Weekly Pivots for week ending 12-Nov-2010
Classic Woodie Camarilla DeMark
R4 98.78 96.16 87.60
R3 94.68 92.06 86.47
R2 90.58 90.58 86.09
R1 87.96 87.96 85.72 87.22
PP 86.48 86.48 86.48 86.11
S1 83.86 83.86 84.96 83.12
S2 82.38 82.38 84.59
S3 78.28 79.76 84.21
S4 74.18 75.66 83.09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.10 85.00 4.10 4.8% 2.01 2.4% 8% False True 147,705
10 89.10 82.14 6.96 8.2% 1.92 2.2% 46% False False 119,690
20 89.10 80.63 8.47 9.9% 2.01 2.4% 56% False False 96,186
40 89.10 76.41 12.69 14.9% 1.97 2.3% 70% False False 81,115
60 89.10 73.12 15.98 18.7% 1.91 2.2% 76% False False 64,917
80 89.10 73.12 15.98 18.7% 1.84 2.2% 76% False False 51,302
100 89.10 73.12 15.98 18.7% 1.82 2.1% 76% False False 42,162
120 89.10 73.12 15.98 18.7% 1.80 2.1% 76% False False 35,934
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.32
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 102.43
2.618 97.01
1.618 93.69
1.000 91.64
0.618 90.37
HIGH 88.32
0.618 87.05
0.500 86.66
0.382 86.27
LOW 85.00
0.618 82.95
1.000 81.68
1.618 79.63
2.618 76.31
4.250 70.89
Fisher Pivots for day following 12-Nov-2010
Pivot 1 day 3 day
R1 86.66 87.05
PP 86.22 86.48
S1 85.78 85.91

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

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