NYMEX Light Sweet Crude Oil Future March 2011

Trading Metrics calculated at close of trading on 30-Nov-2010

Day Change Summary
	Previous	Current
	29-Nov-2010	30-Nov-2010	Change	Change %	Previous Week
Open	85.00	86.80	1.80	2.1%	83.08
High	86.83	86.82	-0.01	0.0%	85.57
Low	84.66	84.52	-0.14	-0.2%	81.41
Close	86.73	85.08	-1.65	-1.9%	84.87
Range	2.17	2.30	0.13	6.0%	4.16
ATR	1.97	1.99	0.02	1.2%	0.00
Volume	17,180	38,285	21,105	122.8%	135,676

Daily Pivots for day following 30-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	92.37	91.03	86.35
R3	90.07	88.73	85.71
R2	87.77	87.77	85.50
R1	86.43	86.43	85.29	85.95
PP	85.47	85.47	85.47	85.24
S1	84.13	84.13	84.87	83.65
S2	83.17	83.17	84.66
S3	80.87	81.83	84.45
S4	78.57	79.53	83.82

Weekly Pivots for week ending 26-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	96.43	94.81	87.16
R3	92.27	90.65	86.01
R2	88.11	88.11	85.63
R1	86.49	86.49	85.25	87.30
PP	83.95	83.95	83.95	84.36
S1	82.33	82.33	84.49	83.14
S2	79.79	79.79	84.11
S3	75.63	78.17	83.73
S4	71.47	74.01	82.58

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	86.83	81.41	5.42	6.4%	2.20	2.6%	68%	False	False	30,698
10	86.83	81.41	5.42	6.4%	2.16	2.5%	68%	False	False	32,234
20	89.76	81.41	8.35	9.8%	1.89	2.2%	44%	False	False	31,160
40	89.76	81.41	8.35	9.8%	1.91	2.2%	44%	False	False	26,232
60	89.76	78.05	11.71	13.8%	1.80	2.1%	60%	False	False	23,086
80	89.76	74.29	15.47	18.2%	1.72	2.0%	70%	False	False	19,222
100	89.76	74.29	15.47	18.2%	1.66	2.0%	70%	False	False	16,051

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.22
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	96.60
2.618	92.84
1.618	90.54
1.000	89.12
0.618	88.24
HIGH	86.82
0.618	85.94
0.500	85.67
0.382	85.40
LOW	84.52
0.618	83.10
1.000	82.22
1.618	80.80
2.618	78.50
4.250	74.75

Fisher Pivots for day following 30-Nov-2010
Pivot	1 day	3 day
R1	85.67	85.34
PP	85.47	85.25
S1	85.28	85.17

Download as Excel Spreadsheet

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

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