NYMEX Light Sweet Crude Oil Future May 2011


Trading Metrics calculated at close of trading on 29-Nov-2010
Day Change Summary
Previous Current
26-Nov-2010 29-Nov-2010 Change Change % Previous Week
Open 85.55 86.13 0.58 0.7% 83.90
High 86.22 87.35 1.13 1.3% 86.22
Low 84.57 85.43 0.86 1.0% 82.22
Close 85.52 87.35 1.83 2.1% 85.52
Range 1.65 1.92 0.27 16.4% 4.00
ATR 1.65 1.67 0.02 1.2% 0.00
Volume 10,639 5,102 -5,537 -52.0% 37,353
Daily Pivots for day following 29-Nov-2010
Classic Woodie Camarilla DeMark
R4 92.47 91.83 88.41
R3 90.55 89.91 87.88
R2 88.63 88.63 87.70
R1 87.99 87.99 87.53 88.31
PP 86.71 86.71 86.71 86.87
S1 86.07 86.07 87.17 86.39
S2 84.79 84.79 87.00
S3 82.87 84.15 86.82
S4 80.95 82.23 86.29
Weekly Pivots for week ending 26-Nov-2010
Classic Woodie Camarilla DeMark
R4 96.65 95.09 87.72
R3 92.65 91.09 86.62
R2 88.65 88.65 86.25
R1 87.09 87.09 85.89 87.87
PP 84.65 84.65 84.65 85.05
S1 83.09 83.09 85.15 83.87
S2 80.65 80.65 84.79
S3 76.65 79.09 84.42
S4 72.65 75.09 83.32
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 87.35 82.22 5.13 5.9% 1.87 2.1% 100% True False 8,491
10 87.62 82.22 5.40 6.2% 1.70 1.9% 95% False False 8,441
20 90.26 82.22 8.04 9.2% 1.53 1.8% 64% False False 9,748
40 90.26 82.22 8.04 9.2% 1.43 1.6% 64% False False 8,016
60 90.26 79.35 10.91 12.5% 1.21 1.4% 73% False False 7,096
80 90.26 75.91 14.35 16.4% 1.11 1.3% 80% False False 6,079
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 0.27
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 95.51
2.618 92.38
1.618 90.46
1.000 89.27
0.618 88.54
HIGH 87.35
0.618 86.62
0.500 86.39
0.382 86.16
LOW 85.43
0.618 84.24
1.000 83.51
1.618 82.32
2.618 80.40
4.250 77.27
Fisher Pivots for day following 29-Nov-2010
Pivot 1 day 3 day
R1 87.03 86.66
PP 86.71 85.97
S1 86.39 85.28

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

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