NYMEX Light Sweet Crude Oil Future June 2011


Trading Metrics calculated at close of trading on 02-Dec-2010
Day Change Summary
Previous Current
01-Dec-2010 02-Dec-2010 Change Change % Previous Week
Open 85.73 88.15 2.42 2.8% 84.10
High 88.47 89.38 0.91 1.0% 86.51
Low 85.73 87.93 2.20 2.6% 82.46
Close 88.35 89.26 0.91 1.0% 85.80
Range 2.74 1.45 -1.29 -47.1% 4.05
ATR 1.95 1.92 -0.04 -1.8% 0.00
Volume 25,989 28,562 2,573 9.9% 82,703
Daily Pivots for day following 02-Dec-2010
Classic Woodie Camarilla DeMark
R4 93.21 92.68 90.06
R3 91.76 91.23 89.66
R2 90.31 90.31 89.53
R1 89.78 89.78 89.39 90.05
PP 88.86 88.86 88.86 88.99
S1 88.33 88.33 89.13 88.60
S2 87.41 87.41 88.99
S3 85.96 86.88 88.86
S4 84.51 85.43 88.46
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 89.38 84.81 4.57 5.1% 2.03 2.3% 97% True False 22,376
10 89.38 82.46 6.92 7.8% 2.04 2.3% 98% True False 22,991
20 90.47 82.46 8.01 9.0% 1.84 2.1% 85% False False 23,480
40 90.47 82.46 8.01 9.0% 1.82 2.0% 85% False False 20,459
60 90.47 79.39 11.08 12.4% 1.71 1.9% 89% False False 20,531
80 90.47 75.70 14.77 16.5% 1.70 1.9% 92% False False 17,943
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.27
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 95.54
2.618 93.18
1.618 91.73
1.000 90.83
0.618 90.28
HIGH 89.38
0.618 88.83
0.500 88.66
0.382 88.48
LOW 87.93
0.618 87.03
1.000 86.48
1.618 85.58
2.618 84.13
4.250 81.77
Fisher Pivots for day following 02-Dec-2010
Pivot 1 day 3 day
R1 89.06 88.62
PP 88.86 87.98
S1 88.66 87.35

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

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