NYMEX Light Sweet Crude Oil Future April 2011


Trading Metrics calculated at close of trading on 29-Nov-2010
Day Change Summary
Previous Current
26-Nov-2010 29-Nov-2010 Change Change % Previous Week
Open 85.75 85.43 -0.32 -0.4% 83.67
High 85.93 87.10 1.17 1.4% 85.93
Low 84.25 85.01 0.76 0.9% 81.81
Close 85.22 87.07 1.85 2.2% 85.22
Range 1.68 2.09 0.41 24.4% 4.12
ATR 1.81 1.83 0.02 1.1% 0.00
Volume 16,009 7,711 -8,298 -51.8% 56,759
Daily Pivots for day following 29-Nov-2010
Classic Woodie Camarilla DeMark
R4 92.66 91.96 88.22
R3 90.57 89.87 87.64
R2 88.48 88.48 87.45
R1 87.78 87.78 87.26 88.13
PP 86.39 86.39 86.39 86.57
S1 85.69 85.69 86.88 86.04
S2 84.30 84.30 86.69
S3 82.21 83.60 86.50
S4 80.12 81.51 85.92
Weekly Pivots for week ending 26-Nov-2010
Classic Woodie Camarilla DeMark
R4 96.68 95.07 87.49
R3 92.56 90.95 86.35
R2 88.44 88.44 85.98
R1 86.83 86.83 85.60 87.64
PP 84.32 84.32 84.32 84.72
S1 82.71 82.71 84.84 83.52
S2 80.20 80.20 84.46
S3 76.08 78.59 84.09
S4 71.96 74.47 82.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 87.10 81.81 5.29 6.1% 2.04 2.3% 99% True False 12,894
10 87.29 81.81 5.48 6.3% 1.92 2.2% 96% False False 12,870
20 90.00 81.81 8.19 9.4% 1.67 1.9% 64% False False 13,697
40 90.00 81.81 8.19 9.4% 1.63 1.9% 64% False False 11,922
60 90.00 78.63 11.37 13.1% 1.56 1.8% 74% False False 10,562
80 90.00 74.98 15.02 17.3% 1.40 1.6% 80% False False 8,861
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 0.21
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 95.98
2.618 92.57
1.618 90.48
1.000 89.19
0.618 88.39
HIGH 87.10
0.618 86.30
0.500 86.06
0.382 85.81
LOW 85.01
0.618 83.72
1.000 82.92
1.618 81.63
2.618 79.54
4.250 76.13
Fisher Pivots for day following 29-Nov-2010
Pivot 1 day 3 day
R1 86.73 86.36
PP 86.39 85.64
S1 86.06 84.93

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

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