NYMEX Light Sweet Crude Oil Future June 2011

Trading Metrics calculated at close of trading on 12-Nov-2010

Day Change Summary
	Previous	Current
	11-Nov-2010	12-Nov-2010	Change	Change %	Previous Week
Open	89.72	89.27	-0.45	-0.5%	89.84
High	90.47	89.27	-1.20	-1.3%	90.47
Low	89.60	86.78	-2.82	-3.1%	86.78
Close	89.92	87.12	-2.80	-3.1%	87.12
Range	0.87	2.49	1.62	186.2%	3.69
ATR	1.60	1.71	0.11	6.9%	0.00
Volume	29,710	27,267	-2,443	-8.2%	128,588

Daily Pivots for day following 12-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	95.19	93.65	88.49
R3	92.70	91.16	87.80
R2	90.21	90.21	87.58
R1	88.67	88.67	87.35	88.20
PP	87.72	87.72	87.72	87.49
S1	86.18	86.18	86.89	85.71
S2	85.23	85.23	86.66
S3	82.74	83.69	86.44
S4	80.25	81.20	85.75

Weekly Pivots for week ending 12-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	99.19	96.85	89.15
R3	95.50	93.16	88.13
R2	91.81	91.81	87.80
R1	89.47	89.47	87.46	88.80
PP	88.12	88.12	88.12	87.79
S1	85.78	85.78	86.78	85.11
S2	84.43	84.43	86.44
S3	80.74	82.09	86.11
S4	77.05	78.40	85.09

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	90.47	86.78	3.69	4.2%	1.59	1.8%	9%	False	True	25,717
10	90.47	84.53	5.94	6.8%	1.57	1.8%	44%	False	False	22,000
20	90.47	83.08	7.39	8.5%	1.69	1.9%	55%	False	False	19,095
40	90.47	79.39	11.08	12.7%	1.71	2.0%	70%	False	False	20,371
60	90.47	75.70	14.77	17.0%	1.64	1.9%	77%	False	False	18,003
80	90.47	75.70	14.77	17.0%	1.62	1.9%	77%	False	False	15,495

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	0.28
Widest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	99.85
2.618	95.79
1.618	93.30
1.000	91.76
0.618	90.81
HIGH	89.27
0.618	88.32
0.500	88.03
0.382	87.73
LOW	86.78
0.618	85.24
1.000	84.29
1.618	82.75
2.618	80.26
4.250	76.20

Fisher Pivots for day following 12-Nov-2010
Pivot	1 day	3 day
R1	88.03	88.63
PP	87.72	88.12
S1	87.42	87.62

Download as Excel Spreadsheet

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

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