NYMEX Light Sweet Crude Oil Future May 2011

Trading Metrics calculated at close of trading on 12-Nov-2010

Day Change Summary
	Previous	Current
	11-Nov-2010	12-Nov-2010	Change	Change %	Previous Week
Open	89.80	88.85	-0.95	-1.1%	89.25
High	90.26	88.85	-1.41	-1.6%	90.26
Low	89.52	86.76	-2.76	-3.1%	86.76
Close	89.69	86.87	-2.82	-3.1%	86.87
Range	0.74	2.09	1.35	182.4%	3.50
ATR	1.34	1.46	0.11	8.4%	0.00
Volume	14,961	12,191	-2,770	-18.5%	61,709

Daily Pivots for day following 12-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	93.76	92.41	88.02
R3	91.67	90.32	87.44
R2	89.58	89.58	87.25
R1	88.23	88.23	87.06	87.86
PP	87.49	87.49	87.49	87.31
S1	86.14	86.14	86.68	85.77
S2	85.40	85.40	86.49
S3	83.31	84.05	86.30
S4	81.22	81.96	85.72

Weekly Pivots for week ending 12-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	98.46	96.17	88.80
R3	94.96	92.67	87.83
R2	91.46	91.46	87.51
R1	89.17	89.17	87.19	88.57
PP	87.96	87.96	87.96	87.66
S1	85.67	85.67	86.55	85.07
S2	84.46	84.46	86.23
S3	80.96	82.17	85.91
S4	77.46	78.67	84.95

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	90.26	86.76	3.50	4.0%	1.38	1.6%	3%	False	True	12,341
10	90.26	84.32	5.94	6.8%	1.36	1.6%	43%	False	False	11,056
20	90.26	82.75	7.51	8.6%	1.38	1.6%	55%	False	False	8,435
40	90.26	79.39	10.87	12.5%	1.23	1.4%	69%	False	False	7,282
60	90.26	75.91	14.35	16.5%	1.03	1.2%	76%	False	False	6,197
80	90.26	75.91	14.35	16.5%	0.94	1.1%	76%	False	False	5,176

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	0.17
Widest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	97.73
2.618	94.32
1.618	92.23
1.000	90.94
0.618	90.14
HIGH	88.85
0.618	88.05
0.500	87.81
0.382	87.56
LOW	86.76
0.618	85.47
1.000	84.67
1.618	83.38
2.618	81.29
4.250	77.88

Fisher Pivots for day following 12-Nov-2010
Pivot	1 day	3 day
R1	87.81	88.51
PP	87.49	87.96
S1	87.18	87.42

Download as Excel Spreadsheet

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

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