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

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

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