NYMEX Light Sweet Crude Oil Future July 2011

Trading Metrics calculated at close of trading on 11-Nov-2010

Day Change Summary
	Previous	Current
	10-Nov-2010	11-Nov-2010	Change	Change %	Previous Week
Open	89.46	90.53	1.07	1.2%	85.15
High	90.10	90.53	0.43	0.5%	89.78
Low	89.46	89.92	0.46	0.5%	85.15
Close	90.09	90.12	0.03	0.0%	89.60
Range	0.64	0.61	-0.03	-4.7%	4.63
ATR	1.33	1.28	-0.05	-3.9%	0.00
Volume	4,304	5,301	997	23.2%	13,087

Daily Pivots for day following 11-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	92.02	91.68	90.46
R3	91.41	91.07	90.29
R2	90.80	90.80	90.23
R1	90.46	90.46	90.18	90.33
PP	90.19	90.19	90.19	90.12
S1	89.85	89.85	90.06	89.72
S2	89.58	89.58	90.01
S3	88.97	89.24	89.95
S4	88.36	88.63	89.78

Weekly Pivots for week ending 05-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	102.07	100.46	92.15
R3	97.44	95.83	90.87
R2	92.81	92.81	90.45
R1	91.20	91.20	90.02	92.01
PP	88.18	88.18	88.18	88.58
S1	86.57	86.57	89.18	87.38
S2	83.55	83.55	88.75
S3	78.92	81.94	88.33
S4	74.29	77.31	87.05

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	90.53	88.59	1.94	2.2%	0.93	1.0%	79%	True	False	4,415
10	90.53	84.54	5.99	6.6%	0.84	0.9%	93%	True	False	3,484
20	90.53	83.39	7.14	7.9%	0.98	1.1%	94%	True	False	3,293

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.16
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	93.12
2.618	92.13
1.618	91.52
1.000	91.14
0.618	90.91
HIGH	90.53
0.618	90.30
0.500	90.23
0.382	90.15
LOW	89.92
0.618	89.54
1.000	89.31
1.618	88.93
2.618	88.32
4.250	87.33

Fisher Pivots for day following 11-Nov-2010
Pivot	1 day	3 day
R1	90.23	89.93
PP	90.19	89.75
S1	90.16	89.56

Download as Excel Spreadsheet

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

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