NYMEX Light Sweet Crude Oil Future May 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 87.34 86.45 -0.89 -1.0% 89.25
High 87.62 86.45 -1.17 -1.3% 90.26
Low 86.74 84.55 -2.19 -2.5% 86.76
Close 86.96 84.73 -2.23 -2.6% 86.87
Range 0.88 1.90 1.02 115.9% 3.50
ATR 1.41 1.49 0.07 5.0% 0.00
Volume 7,274 5,795 -1,479 -20.3% 61,709
Daily Pivots for day following 16-Nov-2010
Classic Woodie Camarilla DeMark
R4 90.94 89.74 85.78
R3 89.04 87.84 85.25
R2 87.14 87.14 85.08
R1 85.94 85.94 84.90 85.59
PP 85.24 85.24 85.24 85.07
S1 84.04 84.04 84.56 83.69
S2 83.34 83.34 84.38
S3 81.44 82.14 84.21
S4 79.54 80.24 83.69
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 84.55 5.71 6.7% 1.41 1.7% 3% False True 9,920
10 90.26 84.55 5.71 6.7% 1.34 1.6% 3% False True 10,737
20 90.26 83.04 7.22 8.5% 1.29 1.5% 23% False False 8,648
40 90.26 79.39 10.87 12.8% 1.25 1.5% 49% False False 7,373
60 90.26 75.91 14.35 16.9% 1.07 1.3% 61% False False 6,348
80 90.26 75.91 14.35 16.9% 0.96 1.1% 61% False False 5,312
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 0.20
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 94.53
2.618 91.42
1.618 89.52
1.000 88.35
0.618 87.62
HIGH 86.45
0.618 85.72
0.500 85.50
0.382 85.28
LOW 84.55
0.618 83.38
1.000 82.65
1.618 81.48
2.618 79.58
4.250 76.48
Fisher Pivots for day following 16-Nov-2010
Pivot 1 day 3 day
R1 85.50 86.70
PP 85.24 86.04
S1 84.99 85.39

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

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