NYMEX Light Sweet Crude Oil Future May 2011


Trading Metrics calculated at close of trading on 22-Nov-2010
Day Change Summary
Previous Current
19-Nov-2010 22-Nov-2010 Change Change % Previous Week
Open 85.00 83.90 -1.10 -1.3% 87.34
High 85.01 84.49 -0.52 -0.6% 87.62
Low 83.18 82.59 -0.59 -0.7% 82.78
Close 83.72 83.48 -0.24 -0.3% 83.72
Range 1.83 1.90 0.07 3.8% 4.84
ATR 1.57 1.59 0.02 1.5% 0.00
Volume 5,374 7,310 1,936 36.0% 41,957
Daily Pivots for day following 22-Nov-2010
Classic Woodie Camarilla DeMark
R4 89.22 88.25 84.53
R3 87.32 86.35 84.00
R2 85.42 85.42 83.83
R1 84.45 84.45 83.65 83.99
PP 83.52 83.52 83.52 83.29
S1 82.55 82.55 83.31 82.09
S2 81.62 81.62 83.13
S3 79.72 80.65 82.96
S4 77.82 78.75 82.44
Weekly Pivots for week ending 19-Nov-2010
Classic Woodie Camarilla DeMark
R4 99.23 96.31 86.38
R3 94.39 91.47 85.05
R2 89.55 89.55 84.61
R1 86.63 86.63 84.16 85.67
PP 84.71 84.71 84.71 84.23
S1 81.79 81.79 83.28 80.83
S2 79.87 79.87 82.83
S3 75.03 76.95 82.39
S4 70.19 72.11 81.06
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 86.45 82.59 3.86 4.6% 1.74 2.1% 23% False True 8,398
10 90.26 82.59 7.67 9.2% 1.54 1.8% 12% False True 9,575
20 90.26 82.59 7.67 9.2% 1.32 1.6% 12% False True 9,155
40 90.26 80.80 9.46 11.3% 1.34 1.6% 28% False False 7,714
60 90.26 78.63 11.63 13.9% 1.12 1.3% 42% False False 6,763
80 90.26 75.91 14.35 17.2% 1.04 1.2% 53% False False 5,718
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 3 trading days
Fibonacci Retracements and Extensions
4.250 92.57
2.618 89.46
1.618 87.56
1.000 86.39
0.618 85.66
HIGH 84.49
0.618 83.76
0.500 83.54
0.382 83.32
LOW 82.59
0.618 81.42
1.000 80.69
1.618 79.52
2.618 77.62
4.250 74.52
Fisher Pivots for day following 22-Nov-2010
Pivot 1 day 3 day
R1 83.54 83.80
PP 83.52 83.69
S1 83.50 83.59

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

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