NYMEX Light Sweet Crude Oil Future February 2011

Trading Metrics calculated at close of trading on 24-Nov-2010

Day Change Summary
	Previous	Current
	23-Nov-2010	24-Nov-2010	Change	Change %	Previous Week
Open	82.29	81.69	-0.60	-0.7%	85.80
High	82.66	84.75	2.09	2.5%	86.69
Low	80.89	81.60	0.71	0.9%	81.35
Close	81.83	84.43	2.60	3.2%	82.58
Range	1.77	3.15	1.38	78.0%	5.34
ATR	1.94	2.03	0.09	4.4%	0.00
Volume	56,471	66,527	10,056	17.8%	306,743

Daily Pivots for day following 24-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	93.04	91.89	86.16
R3	89.89	88.74	85.30
R2	86.74	86.74	85.01
R1	85.59	85.59	84.72	86.17
PP	83.59	83.59	83.59	83.88
S1	82.44	82.44	84.14	83.02
S2	80.44	80.44	83.85
S3	77.29	79.29	83.56
S4	74.14	76.14	82.70

Weekly Pivots for week ending 19-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	99.56	96.41	85.52
R3	94.22	91.07	84.05
R2	88.88	88.88	83.56
R1	85.73	85.73	83.07	84.64
PP	83.54	83.54	83.54	82.99
S1	80.39	80.39	82.09	79.30
S2	78.20	78.20	81.60
S3	72.86	75.05	81.11
S4	67.52	69.71	79.64

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	84.75	80.89	3.86	4.6%	2.20	2.6%	92%	True	False	69,221
10	89.44	80.89	8.55	10.1%	2.13	2.5%	41%	False	False	63,699
20	89.44	80.89	8.55	10.1%	1.88	2.2%	41%	False	False	50,922
40	89.44	80.71	8.73	10.3%	1.95	2.3%	43%	False	False	40,128
60	89.44	77.15	12.29	14.6%	1.85	2.2%	59%	False	False	32,863
80	89.44	73.76	15.68	18.6%	1.75	2.1%	68%	False	False	26,530
100	89.44	73.76	15.68	18.6%	1.66	2.0%	68%	False	False	21,906
120	89.44	73.76	15.68	18.6%	1.56	1.8%	68%	False	False	18,678

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	0.26
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	98.14
2.618	93.00
1.618	89.85
1.000	87.90
0.618	86.70
HIGH	84.75
0.618	83.55
0.500	83.18
0.382	82.80
LOW	81.60
0.618	79.65
1.000	78.45
1.618	76.50
2.618	73.35
4.250	68.21

Fisher Pivots for day following 24-Nov-2010
Pivot	1 day	3 day
R1	84.01	83.89
PP	83.59	83.36
S1	83.18	82.82

Download as Excel Spreadsheet

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

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