NYMEX Light Sweet Crude Oil Future July 2011

Trading Metrics calculated at close of trading on 12-Nov-2010

Day Change Summary
	Previous	Current
	11-Nov-2010	12-Nov-2010	Change	Change %	Previous Week
Open	90.53	88.96	-1.57	-1.7%	89.48
High	90.53	88.96	-1.57	-1.7%	90.53
Low	89.92	87.00	-2.92	-3.2%	87.00
Close	90.12	87.34	-2.78	-3.1%	87.34
Range	0.61	1.96	1.35	221.3%	3.53
ATR	1.28	1.41	0.13	10.3%	0.00
Volume	5,301	7,205	1,904	35.9%	25,499

Daily Pivots for day following 12-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	93.65	92.45	88.42
R3	91.69	90.49	87.88
R2	89.73	89.73	87.70
R1	88.53	88.53	87.52	88.15
PP	87.77	87.77	87.77	87.58
S1	86.57	86.57	87.16	86.19
S2	85.81	85.81	86.98
S3	83.85	84.61	86.80
S4	81.89	82.65	86.26

Weekly Pivots for week ending 12-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	98.88	96.64	89.28
R3	95.35	93.11	88.31
R2	91.82	91.82	87.99
R1	89.58	89.58	87.66	88.94
PP	88.29	88.29	88.29	87.97
S1	86.05	86.05	87.02	85.41
S2	84.76	84.76	86.69
S3	81.23	82.52	86.37
S4	77.70	78.99	85.40

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	90.53	87.00	3.53	4.0%	1.16	1.3%	10%	False	True	5,099
10	90.53	85.15	5.38	6.2%	1.02	1.2%	41%	False	False	3,858
20	90.53	83.39	7.14	8.2%	0.99	1.1%	55%	False	False	3,474

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	0.16
Widest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	97.29
2.618	94.09
1.618	92.13
1.000	90.92
0.618	90.17
HIGH	88.96
0.618	88.21
0.500	87.98
0.382	87.75
LOW	87.00
0.618	85.79
1.000	85.04
1.618	83.83
2.618	81.87
4.250	78.67

Fisher Pivots for day following 12-Nov-2010
Pivot	1 day	3 day
R1	87.98	88.77
PP	87.77	88.29
S1	87.55	87.82

Download as Excel Spreadsheet

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

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