NYMEX Light Sweet Crude Oil Future March 2011

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	84.23	82.60	-1.63	-1.9%	88.91
High	84.24	84.12	-0.12	-0.1%	89.76
Low	81.93	82.60	0.67	0.8%	85.90
Close	82.29	83.64	1.35	1.6%	86.22
Range	2.31	1.52	-0.79	-34.2%	3.86
ATR	1.86	1.86	0.00	-0.1%	0.00
Volume	35,072	39,701	4,629	13.2%	156,944

Daily Pivots for day following 18-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	88.01	87.35	84.48
R3	86.49	85.83	84.06
R2	84.97	84.97	83.92
R1	84.31	84.31	83.78	84.64
PP	83.45	83.45	83.45	83.62
S1	82.79	82.79	83.50	83.12
S2	81.93	81.93	83.36
S3	80.41	81.27	83.22
S4	78.89	79.75	82.80

Weekly Pivots for week ending 12-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	98.87	96.41	88.34
R3	95.01	92.55	87.28
R2	91.15	91.15	86.93
R1	88.69	88.69	86.57	87.99
PP	87.29	87.29	87.29	86.95
S1	84.83	84.83	85.87	84.13
S2	83.43	83.43	85.51
S3	79.57	80.97	85.16
S4	75.71	77.11	84.10

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	88.86	81.93	6.93	8.3%	2.08	2.5%	25%	False	False	33,692
10	89.76	81.93	7.83	9.4%	1.79	2.1%	22%	False	False	31,732
20	89.76	81.93	7.83	9.4%	1.66	2.0%	22%	False	False	26,573
40	89.76	78.76	11.00	13.2%	1.81	2.2%	44%	False	False	23,994
60	89.76	76.76	13.00	15.5%	1.75	2.1%	53%	False	False	20,657
80	89.76	74.29	15.47	18.5%	1.66	2.0%	60%	False	False	16,797
100	89.76	74.29	15.47	18.5%	1.62	1.9%	60%	False	False	13,993

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	0.31
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	90.58
2.618	88.10
1.618	86.58
1.000	85.64
0.618	85.06
HIGH	84.12
0.618	83.54
0.500	83.36
0.382	83.18
LOW	82.60
0.618	81.66
1.000	81.08
1.618	80.14
2.618	78.62
4.250	76.14

Fisher Pivots for day following 18-Nov-2010
Pivot	1 day	3 day
R1	83.55	84.05
PP	83.45	83.91
S1	83.36	83.78

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