NYMEX Light Sweet Crude Oil Future June 2011


Trading Metrics calculated at close of trading on 24-Nov-2010
Day Change Summary
Previous Current
23-Nov-2010 24-Nov-2010 Change Change % Previous Week
Open 83.57 83.20 -0.37 -0.4% 87.35
High 84.01 86.20 2.19 2.6% 87.97
Low 82.46 83.20 0.74 0.9% 83.10
Close 83.37 85.91 2.54 3.0% 84.00
Range 1.55 3.00 1.45 93.5% 4.87
ATR 1.77 1.86 0.09 5.0% 0.00
Volume 18,021 24,670 6,649 36.9% 117,821
Daily Pivots for day following 24-Nov-2010
Classic Woodie Camarilla DeMark
R4 94.10 93.01 87.56
R3 91.10 90.01 86.74
R2 88.10 88.10 86.46
R1 87.01 87.01 86.19 87.56
PP 85.10 85.10 85.10 85.38
S1 84.01 84.01 85.64 84.56
S2 82.10 82.10 85.36
S3 79.10 81.01 85.09
S4 76.10 78.01 84.26
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 86.20 82.46 3.74 4.4% 2.05 2.4% 92% True False 23,605
10 90.47 82.46 8.01 9.3% 1.90 2.2% 43% False False 23,770
20 90.47 82.46 8.01 9.3% 1.68 2.0% 43% False False 21,443
40 90.47 82.46 8.01 9.3% 1.76 2.0% 43% False False 21,220
60 90.47 79.10 11.37 13.2% 1.69 2.0% 60% False False 19,626
80 90.47 75.70 14.77 17.2% 1.65 1.9% 69% False False 17,132
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 0.23
Widest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 98.95
2.618 94.05
1.618 91.05
1.000 89.20
0.618 88.05
HIGH 86.20
0.618 85.05
0.500 84.70
0.382 84.35
LOW 83.20
0.618 81.35
1.000 80.20
1.618 78.35
2.618 75.35
4.250 70.45
Fisher Pivots for day following 24-Nov-2010
Pivot 1 day 3 day
R1 85.51 85.38
PP 85.10 84.86
S1 84.70 84.33

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

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