NYMEX Light Sweet Crude Oil Future July 2011

Trading Metrics calculated at close of trading on 22-Nov-2010

Day Change Summary
	Previous	Current
	19-Nov-2010	22-Nov-2010	Change	Change %	Previous Week
Open	84.34	84.32	-0.02	0.0%	88.02
High	84.34	84.32	-0.02	0.0%	88.02
Low	83.69	83.22	-0.47	-0.6%	83.40
Close	84.24	83.99	-0.25	-0.3%	84.24
Range	0.65	1.10	0.45	69.2%	4.62
ATR	1.48	1.45	-0.03	-1.8%	0.00
Volume	2,580	3,648	1,068	41.4%	21,650

Daily Pivots for day following 22-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	87.14	86.67	84.60
R3	86.04	85.57	84.29
R2	84.94	84.94	84.19
R1	84.47	84.47	84.09	84.16
PP	83.84	83.84	83.84	83.69
S1	83.37	83.37	83.89	83.06
S2	82.74	82.74	83.79
S3	81.64	82.27	83.69
S4	80.54	81.17	83.39

Weekly Pivots for week ending 19-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	99.08	96.28	86.78
R3	94.46	91.66	85.51
R2	89.84	89.84	85.09
R1	87.04	87.04	84.66	86.13
PP	85.22	85.22	85.22	84.77
S1	82.42	82.42	83.82	81.51
S2	80.60	80.60	83.39
S3	75.98	77.80	82.97
S4	71.36	73.18	81.70

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	87.00	83.22	3.78	4.5%	1.29	1.5%	20%	False	True	4,270
10	90.53	83.22	7.31	8.7%	1.21	1.4%	11%	False	True	4,701
20	90.53	83.22	7.31	8.7%	0.98	1.2%	11%	False	True	3,729

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	0.02
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	89.00
2.618	87.20
1.618	86.10
1.000	85.42
0.618	85.00
HIGH	84.32
0.618	83.90
0.500	83.77
0.382	83.64
LOW	83.22
0.618	82.54
1.000	82.12
1.618	81.44
2.618	80.34
4.250	78.55

Fisher Pivots for day following 22-Nov-2010
Pivot	1 day	3 day
R1	83.92	84.34
PP	83.84	84.22
S1	83.77	84.11

Download as Excel Spreadsheet

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

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