NYMEX Light Sweet Crude Oil Future January 2011

Trading Metrics calculated at close of trading on 26-Nov-2010

Day Change Summary
	Previous	Current
	24-Nov-2010	26-Nov-2010	Change	Change %	Previous Week
Open	80.99	83.70	2.71	3.3%	82.15
High	84.20	84.53	0.33	0.4%	84.53
Low	80.97	82.78	1.81	2.2%	80.28
Close	83.86	83.76	-0.10	-0.1%	83.76
Range	3.23	1.75	-1.48	-45.8%	4.25
ATR	2.11	2.08	-0.03	-1.2%	0.00
Volume	305,985	159,650	-146,335	-47.8%	1,072,525

Daily Pivots for day following 26-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	88.94	88.10	84.72
R3	87.19	86.35	84.24
R2	85.44	85.44	84.08
R1	84.60	84.60	83.92	85.02
PP	83.69	83.69	83.69	83.90
S1	82.85	82.85	83.60	83.27
S2	81.94	81.94	83.44
S3	80.19	81.10	83.28
S4	78.44	79.35	82.80

Weekly Pivots for week ending 26-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	95.61	93.93	86.10
R3	91.36	89.68	84.93
R2	87.11	87.11	84.54
R1	85.43	85.43	84.15	86.27
PP	82.86	82.86	82.86	83.28
S1	81.18	81.18	83.37	82.02
S2	78.61	78.61	82.98
S3	74.36	76.93	82.59
S4	70.11	72.68	81.42

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	84.53	80.28	4.25	5.1%	2.25	2.7%	82%	True	False	276,831
10	88.32	80.28	8.04	9.6%	2.30	2.7%	43%	False	False	246,762
20	89.10	80.28	8.82	10.5%	2.02	2.4%	39%	False	False	177,835
40	89.10	80.28	8.82	10.5%	2.04	2.4%	39%	False	False	125,991
60	89.10	76.41	12.69	15.2%	1.96	2.3%	58%	False	False	99,580
80	89.10	73.12	15.98	19.1%	1.90	2.3%	67%	False	False	79,038
100	89.10	73.12	15.98	19.1%	1.85	2.2%	67%	False	False	64,607
120	89.10	73.12	15.98	19.1%	1.82	2.2%	67%	False	False	54,640

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.37
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	91.97
2.618	89.11
1.618	87.36
1.000	86.28
0.618	85.61
HIGH	84.53
0.618	83.86
0.500	83.66
0.382	83.45
LOW	82.78
0.618	81.70
1.000	81.03
1.618	79.95
2.618	78.20
4.250	75.34

Fisher Pivots for day following 26-Nov-2010
Pivot	1 day	3 day
R1	83.73	83.31
PP	83.69	82.86
S1	83.66	82.41

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols