NYMEX Light Sweet Crude Oil Future July 2011

Trading Metrics calculated at close of trading on 17-Nov-2010

Day Change Summary
	Previous	Current
	16-Nov-2010	17-Nov-2010	Change	Change %	Previous Week
Open	87.00	85.10	-1.90	-2.2%	89.48
High	87.00	85.10	-1.90	-2.2%	90.53
Low	85.07	83.40	-1.67	-2.0%	87.00
Close	85.28	83.73	-1.55	-1.8%	87.34
Range	1.93	1.70	-0.23	-11.9%	3.53
ATR	1.44	1.47	0.03	2.2%	0.00
Volume	1,296	9,007	7,711	595.0%	25,499

Daily Pivots for day following 17-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	89.18	88.15	84.67
R3	87.48	86.45	84.20
R2	85.78	85.78	84.04
R1	84.75	84.75	83.89	84.42
PP	84.08	84.08	84.08	83.91
S1	83.05	83.05	83.57	82.72
S2	82.38	82.38	83.42
S3	80.68	81.35	83.26
S4	78.98	79.65	82.80

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	83.40	7.13	8.5%	1.41	1.7%	5%	False	True	5,350
10	90.53	83.40	7.13	8.5%	1.17	1.4%	5%	False	True	4,651
20	90.53	83.40	7.13	8.5%	0.99	1.2%	5%	False	True	3,539

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.10
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	92.33
2.618	89.55
1.618	87.85
1.000	86.80
0.618	86.15
HIGH	85.10
0.618	84.45
0.500	84.25
0.382	84.05
LOW	83.40
0.618	82.35
1.000	81.70
1.618	80.65
2.618	78.95
4.250	76.18

Fisher Pivots for day following 17-Nov-2010
Pivot	1 day	3 day
R1	84.25	85.71
PP	84.08	85.05
S1	83.90	84.39

Download as Excel Spreadsheet

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

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