NYMEX Light Sweet Crude Oil Future April 2011


Trading Metrics calculated at close of trading on 16-Nov-2010
Day Change Summary
Previous Current
15-Nov-2010 16-Nov-2010 Change Change % Previous Week
Open 86.54 86.45 -0.09 -0.1% 89.11
High 87.29 86.47 -0.82 -0.9% 90.00
Low 86.37 84.15 -2.22 -2.6% 86.28
Close 86.67 84.38 -2.29 -2.6% 86.56
Range 0.92 2.32 1.40 152.2% 3.72
ATR 1.59 1.65 0.07 4.2% 0.00
Volume 12,697 9,477 -3,220 -25.4% 80,486
Daily Pivots for day following 16-Nov-2010
Classic Woodie Camarilla DeMark
R4 91.96 90.49 85.66
R3 89.64 88.17 85.02
R2 87.32 87.32 84.81
R1 85.85 85.85 84.59 85.43
PP 85.00 85.00 85.00 84.79
S1 83.53 83.53 84.17 83.11
S2 82.68 82.68 83.95
S3 80.36 81.21 83.74
S4 78.04 78.89 83.10
Weekly Pivots for week ending 12-Nov-2010
Classic Woodie Camarilla DeMark
R4 98.77 96.39 88.61
R3 95.05 92.67 87.58
R2 91.33 91.33 87.24
R1 88.95 88.95 86.90 88.28
PP 87.61 87.61 87.61 87.28
S1 85.23 85.23 86.22 84.56
S2 83.89 83.89 85.88
S3 80.17 81.51 85.54
S4 76.45 77.79 84.51
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.00 84.15 5.85 6.9% 1.54 1.8% 4% False True 14,504
10 90.00 84.15 5.85 6.9% 1.45 1.7% 4% False True 14,564
20 90.00 82.70 7.30 8.7% 1.44 1.7% 23% False False 12,290
40 90.00 78.63 11.37 13.5% 1.52 1.8% 51% False False 11,053
60 90.00 74.98 15.02 17.8% 1.44 1.7% 63% False False 9,373
80 90.00 74.98 15.02 17.8% 1.24 1.5% 63% False False 7,687
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 20 trading days
Fibonacci Retracements and Extensions
4.250 96.33
2.618 92.54
1.618 90.22
1.000 88.79
0.618 87.90
HIGH 86.47
0.618 85.58
0.500 85.31
0.382 85.04
LOW 84.15
0.618 82.72
1.000 81.83
1.618 80.40
2.618 78.08
4.250 74.29
Fisher Pivots for day following 16-Nov-2010
Pivot 1 day 3 day
R1 85.31 86.27
PP 85.00 85.64
S1 84.69 85.01

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

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