NYMEX Light Sweet Crude Oil Future May 2011


Trading Metrics calculated at close of trading on 17-Nov-2010
Day Change Summary
Previous Current
16-Nov-2010 17-Nov-2010 Change Change % Previous Week
Open 86.45 84.90 -1.55 -1.8% 89.25
High 86.45 84.90 -1.55 -1.8% 90.26
Low 84.55 82.78 -1.77 -2.1% 86.76
Close 84.73 83.11 -1.62 -1.9% 86.87
Range 1.90 2.12 0.22 11.6% 3.50
ATR 1.49 1.53 0.05 3.0% 0.00
Volume 5,795 12,771 6,976 120.4% 61,709
Daily Pivots for day following 17-Nov-2010
Classic Woodie Camarilla DeMark
R4 89.96 88.65 84.28
R3 87.84 86.53 83.69
R2 85.72 85.72 83.50
R1 84.41 84.41 83.30 84.01
PP 83.60 83.60 83.60 83.39
S1 82.29 82.29 82.92 81.89
S2 81.48 81.48 82.72
S3 79.36 80.17 82.53
S4 77.24 78.05 81.94
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 82.78 7.48 9.0% 1.55 1.9% 4% False True 10,598
10 90.26 82.78 7.48 9.0% 1.43 1.7% 4% False True 11,271
20 90.26 82.78 7.48 9.0% 1.30 1.6% 4% False True 8,959
40 90.26 79.39 10.87 13.1% 1.28 1.5% 34% False False 7,495
60 90.26 75.91 14.35 17.3% 1.10 1.3% 50% False False 6,534
80 90.26 75.91 14.35 17.3% 0.98 1.2% 50% False False 5,462
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 21 trading days
Fibonacci Retracements and Extensions
4.250 93.91
2.618 90.45
1.618 88.33
1.000 87.02
0.618 86.21
HIGH 84.90
0.618 84.09
0.500 83.84
0.382 83.59
LOW 82.78
0.618 81.47
1.000 80.66
1.618 79.35
2.618 77.23
4.250 73.77
Fisher Pivots for day following 17-Nov-2010
Pivot 1 day 3 day
R1 83.84 85.20
PP 83.60 84.50
S1 83.35 83.81

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

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