NYMEX Light Sweet Crude Oil Future June 2011

Trading Metrics calculated at close of trading on 19-Nov-2010

Day Change Summary
	Previous	Current
	18-Nov-2010	19-Nov-2010	Change	Change %	Previous Week
Open	83.64	85.27	1.63	1.9%	87.35
High	85.22	85.52	0.30	0.4%	87.97
Low	83.64	83.33	-0.31	-0.4%	83.10
Close	84.74	84.00	-0.74	-0.9%	84.00
Range	1.58	2.19	0.61	38.6%	4.87
ATR	1.74	1.78	0.03	1.8%	0.00
Volume	34,627	20,496	-14,131	-40.8%	117,821

Daily Pivots for day following 19-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	90.85	89.62	85.20
R3	88.66	87.43	84.60
R2	86.47	86.47	84.40
R1	85.24	85.24	84.20	84.76
PP	84.28	84.28	84.28	84.05
S1	83.05	83.05	83.80	82.57
S2	82.09	82.09	83.60
S3	79.90	80.86	83.40
S4	77.71	78.67	82.80

Weekly Pivots for week ending 19-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	99.63	96.69	86.68
R3	94.76	91.82	85.34
R2	89.89	89.89	84.89
R1	86.95	86.95	84.45	85.99
PP	85.02	85.02	85.02	84.54
S1	82.08	82.08	83.55	81.12
S2	80.15	80.15	83.11
S3	75.28	77.21	82.66
S4	70.41	72.34	81.32

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	87.97	83.10	4.87	5.8%	1.84	2.2%	18%	False	False	23,564
10	90.47	83.10	7.37	8.8%	1.71	2.0%	12%	False	False	24,640
20	90.47	83.10	7.37	8.8%	1.55	1.8%	12%	False	False	19,880
40	90.47	80.00	10.47	12.5%	1.73	2.1%	38%	False	False	21,040
60	90.47	78.44	12.03	14.3%	1.67	2.0%	46%	False	False	19,295
80	90.47	75.70	14.77	17.6%	1.63	1.9%	56%	False	False	16,620

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.24
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	94.83
2.618	91.25
1.618	89.06
1.000	87.71
0.618	86.87
HIGH	85.52
0.618	84.68
0.500	84.43
0.382	84.17
LOW	83.33
0.618	81.98
1.000	81.14
1.618	79.79
2.618	77.60
4.250	74.02

Fisher Pivots for day following 19-Nov-2010
Pivot	1 day	3 day
R1	84.43	84.31
PP	84.28	84.21
S1	84.14	84.10

Download as Excel Spreadsheet

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

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