NYMEX Light Sweet Crude Oil Future July 2011


Trading Metrics calculated at close of trading on 16-Nov-2010
Day Change Summary
Previous Current
15-Nov-2010 16-Nov-2010 Change Change % Previous Week
Open 88.02 87.00 -1.02 -1.2% 89.48
High 88.02 87.00 -1.02 -1.2% 90.53
Low 87.17 85.07 -2.10 -2.4% 87.00
Close 87.40 85.28 -2.12 -2.4% 87.34
Range 0.85 1.93 1.08 127.1% 3.53
ATR 1.37 1.44 0.07 5.0% 0.00
Volume 3,944 1,296 -2,648 -67.1% 25,499
Daily Pivots for day following 16-Nov-2010
Classic Woodie Camarilla DeMark
R4 91.57 90.36 86.34
R3 89.64 88.43 85.81
R2 87.71 87.71 85.63
R1 86.50 86.50 85.46 86.14
PP 85.78 85.78 85.78 85.61
S1 84.57 84.57 85.10 84.21
S2 83.85 83.85 84.93
S3 81.92 82.64 84.75
S4 79.99 80.71 84.22
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 85.07 5.46 6.4% 1.20 1.4% 4% False True 4,410
10 90.53 85.07 5.46 6.4% 1.11 1.3% 4% False True 3,998
20 90.53 83.60 6.93 8.1% 0.96 1.1% 24% False False 3,325
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 95.20
2.618 92.05
1.618 90.12
1.000 88.93
0.618 88.19
HIGH 87.00
0.618 86.26
0.500 86.04
0.382 85.81
LOW 85.07
0.618 83.88
1.000 83.14
1.618 81.95
2.618 80.02
4.250 76.87
Fisher Pivots for day following 16-Nov-2010
Pivot 1 day 3 day
R1 86.04 87.02
PP 85.78 86.44
S1 85.53 85.86

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

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