NYMEX Light Sweet Crude Oil Future April 2011


Trading Metrics calculated at close of trading on 02-Dec-2010
Day Change Summary
Previous Current
01-Dec-2010 02-Dec-2010 Change Change % Previous Week
Open 85.12 87.90 2.78 3.3% 83.67
High 88.04 89.07 1.03 1.2% 85.93
Low 85.12 87.57 2.45 2.9% 81.81
Close 87.91 88.96 1.05 1.2% 85.22
Range 2.92 1.50 -1.42 -48.6% 4.12
ATR 1.93 1.90 -0.03 -1.6% 0.00
Volume 13,778 27,216 13,438 97.5% 56,759
Daily Pivots for day following 02-Dec-2010
Classic Woodie Camarilla DeMark
R4 93.03 92.50 89.79
R3 91.53 91.00 89.37
R2 90.03 90.03 89.24
R1 89.50 89.50 89.10 89.77
PP 88.53 88.53 88.53 88.67
S1 88.00 88.00 88.82 88.27
S2 87.03 87.03 88.69
S3 85.53 86.50 88.55
S4 84.03 85.00 88.14
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 89.07 84.25 4.82 5.4% 2.08 2.3% 98% True False 15,697
10 89.07 81.81 7.26 8.2% 2.05 2.3% 98% True False 14,623
20 90.00 81.81 8.19 9.2% 1.77 2.0% 87% False False 14,805
40 90.00 81.81 8.19 9.2% 1.69 1.9% 87% False False 12,230
60 90.00 78.63 11.37 12.8% 1.58 1.8% 91% False False 11,242
80 90.00 74.98 15.02 16.9% 1.47 1.7% 93% False False 9,441
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 95.45
2.618 93.00
1.618 91.50
1.000 90.57
0.618 90.00
HIGH 89.07
0.618 88.50
0.500 88.32
0.382 88.14
LOW 87.57
0.618 86.64
1.000 86.07
1.618 85.14
2.618 83.64
4.250 81.20
Fisher Pivots for day following 02-Dec-2010
Pivot 1 day 3 day
R1 88.75 88.30
PP 88.53 87.63
S1 88.32 86.97

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

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