NYMEX Light Sweet Crude Oil Future June 2011


Trading Metrics calculated at close of trading on 26-Nov-2010
Day Change Summary
Previous Current
24-Nov-2010 26-Nov-2010 Change Change % Previous Week
Open 83.20 85.84 2.64 3.2% 84.10
High 86.20 86.51 0.31 0.4% 86.51
Low 83.20 84.81 1.61 1.9% 82.46
Close 85.91 85.80 -0.11 -0.1% 85.80
Range 3.00 1.70 -1.30 -43.3% 4.05
ATR 1.86 1.85 -0.01 -0.6% 0.00
Volume 24,670 19,797 -4,873 -19.8% 82,703
Daily Pivots for day following 26-Nov-2010
Classic Woodie Camarilla DeMark
R4 90.81 90.00 86.74
R3 89.11 88.30 86.27
R2 87.41 87.41 86.11
R1 86.60 86.60 85.96 86.16
PP 85.71 85.71 85.71 85.48
S1 84.90 84.90 85.64 84.46
S2 84.01 84.01 85.49
S3 82.31 83.20 85.33
S4 80.61 81.50 84.87
Weekly Pivots for week ending 26-Nov-2010
Classic Woodie Camarilla DeMark
R4 97.07 95.49 88.03
R3 93.02 91.44 86.91
R2 88.97 88.97 86.54
R1 87.39 87.39 86.17 88.18
PP 84.92 84.92 84.92 85.32
S1 83.34 83.34 85.43 84.13
S2 80.87 80.87 85.06
S3 76.82 79.29 84.69
S4 72.77 75.24 83.57
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 86.51 82.46 4.05 4.7% 2.07 2.4% 82% True False 20,639
10 89.27 82.46 6.81 7.9% 1.99 2.3% 49% False False 22,779
20 90.47 82.46 8.01 9.3% 1.72 2.0% 42% False False 21,768
40 90.47 82.46 8.01 9.3% 1.76 2.0% 42% False False 21,078
60 90.47 79.39 11.08 12.9% 1.69 2.0% 58% False False 19,762
80 90.47 75.70 14.77 17.2% 1.66 1.9% 68% False False 17,237
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.28
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 93.74
2.618 90.96
1.618 89.26
1.000 88.21
0.618 87.56
HIGH 86.51
0.618 85.86
0.500 85.66
0.382 85.46
LOW 84.81
0.618 83.76
1.000 83.11
1.618 82.06
2.618 80.36
4.250 77.59
Fisher Pivots for day following 26-Nov-2010
Pivot 1 day 3 day
R1 85.75 85.36
PP 85.71 84.92
S1 85.66 84.49

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

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