NYMEX Light Sweet Crude Oil Future June 2011


Trading Metrics calculated at close of trading on 16-Nov-2010
Day Change Summary
Previous Current
15-Nov-2010 16-Nov-2010 Change Change % Previous Week
Open 87.35 86.80 -0.55 -0.6% 89.84
High 87.97 87.08 -0.89 -1.0% 90.47
Low 86.86 84.75 -2.11 -2.4% 86.78
Close 87.19 85.02 -2.17 -2.5% 87.12
Range 1.11 2.33 1.22 109.9% 3.69
ATR 1.67 1.72 0.06 3.3% 0.00
Volume 20,525 13,229 -7,296 -35.5% 128,588
Daily Pivots for day following 16-Nov-2010
Classic Woodie Camarilla DeMark
R4 92.61 91.14 86.30
R3 90.28 88.81 85.66
R2 87.95 87.95 85.45
R1 86.48 86.48 85.23 86.05
PP 85.62 85.62 85.62 85.40
S1 84.15 84.15 84.81 83.72
S2 83.29 83.29 84.59
S3 80.96 81.82 84.38
S4 78.63 79.49 83.74
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 84.75 5.72 6.7% 1.66 2.0% 5% False True 22,864
10 90.47 84.75 5.72 6.7% 1.59 1.9% 5% False True 22,509
20 90.47 83.16 7.31 8.6% 1.55 1.8% 25% False False 18,949
40 90.47 79.39 11.08 13.0% 1.70 2.0% 51% False False 20,423
60 90.47 75.70 14.77 17.4% 1.65 1.9% 63% False False 18,331
80 90.47 75.70 14.77 17.4% 1.63 1.9% 63% False False 15,771
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 0.34
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 96.98
2.618 93.18
1.618 90.85
1.000 89.41
0.618 88.52
HIGH 87.08
0.618 86.19
0.500 85.92
0.382 85.64
LOW 84.75
0.618 83.31
1.000 82.42
1.618 80.98
2.618 78.65
4.250 74.85
Fisher Pivots for day following 16-Nov-2010
Pivot 1 day 3 day
R1 85.92 87.01
PP 85.62 86.35
S1 85.32 85.68

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

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