NYMEX Light Sweet Crude Oil Future May 2011

Trading Metrics calculated at close of trading on 30-Nov-2010

Day Change Summary
	Previous	Current
	29-Nov-2010	30-Nov-2010	Change	Change %	Previous Week
Open	86.13	86.86	0.73	0.8%	83.90
High	87.35	87.28	-0.07	-0.1%	86.22
Low	85.43	85.11	-0.32	-0.4%	82.22
Close	87.35	85.63	-1.72	-2.0%	85.52
Range	1.92	2.17	0.25	13.0%	4.00
ATR	1.67	1.71	0.04	2.4%	0.00
Volume	5,102	9,622	4,520	88.6%	37,353

Daily Pivots for day following 30-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	92.52	91.24	86.82
R3	90.35	89.07	86.23
R2	88.18	88.18	86.03
R1	86.90	86.90	85.83	86.46
PP	86.01	86.01	86.01	85.78
S1	84.73	84.73	85.43	84.29
S2	83.84	83.84	85.23
S3	81.67	82.56	85.03
S4	79.50	80.39	84.44

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	6.0%	1.92	2.2%	66%	False	False	8,953
10	87.35	82.22	5.13	6.0%	1.83	2.1%	66%	False	False	8,676
20	90.26	82.22	8.04	9.4%	1.54	1.8%	42%	False	False	9,961
40	90.26	82.22	8.04	9.4%	1.46	1.7%	42%	False	False	8,056
60	90.26	79.39	10.87	12.7%	1.24	1.4%	57%	False	False	7,200
80	90.26	75.91	14.35	16.8%	1.12	1.3%	68%	False	False	6,188

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	0.29
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	96.50
2.618	92.96
1.618	90.79
1.000	89.45
0.618	88.62
HIGH	87.28
0.618	86.45
0.500	86.20
0.382	85.94
LOW	85.11
0.618	83.77
1.000	82.94
1.618	81.60
2.618	79.43
4.250	75.89

Fisher Pivots for day following 30-Nov-2010
Pivot	1 day	3 day
R1	86.20	85.96
PP	86.01	85.85
S1	85.82	85.74

Download as Excel Spreadsheet

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

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