NYMEX Light Sweet Crude Oil Future July 2011

Trading Metrics calculated at close of trading on 15-Nov-2010

Day Change Summary
	Previous	Current
	12-Nov-2010	15-Nov-2010	Change	Change %	Previous Week
Open	88.96	88.02	-0.94	-1.1%	89.48
High	88.96	88.02	-0.94	-1.1%	90.53
Low	87.00	87.17	0.17	0.2%	87.00
Close	87.34	87.40	0.06	0.1%	87.34
Range	1.96	0.85	-1.11	-56.6%	3.53
ATR	1.41	1.37	-0.04	-2.8%	0.00
Volume	7,205	3,944	-3,261	-45.3%	25,499

Daily Pivots for day following 15-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	90.08	89.59	87.87
R3	89.23	88.74	87.63
R2	88.38	88.38	87.56
R1	87.89	87.89	87.48	87.71
PP	87.53	87.53	87.53	87.44
S1	87.04	87.04	87.32	86.86
S2	86.68	86.68	87.24
S3	85.83	86.19	87.17
S4	84.98	85.34	86.93

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%	1.14	1.3%	11%	False	False	5,131
10	90.53	86.70	3.83	4.4%	0.94	1.1%	18%	False	False	4,104
20	90.53	83.39	7.14	8.2%	0.96	1.1%	56%	False	False	3,535

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.16
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	91.63
2.618	90.25
1.618	89.40
1.000	88.87
0.618	88.55
HIGH	88.02
0.618	87.70
0.500	87.60
0.382	87.49
LOW	87.17
0.618	86.64
1.000	86.32
1.618	85.79
2.618	84.94
4.250	83.56

Fisher Pivots for day following 15-Nov-2010
Pivot	1 day	3 day
R1	87.60	88.77
PP	87.53	88.31
S1	87.47	87.86

Download as Excel Spreadsheet

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

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