NYMEX Light Sweet Crude Oil Future July 2011


Trading Metrics calculated at close of trading on 30-Nov-2010
Day Change Summary
Previous Current
29-Nov-2010 30-Nov-2010 Change Change % Previous Week
Open 86.07 87.41 1.34 1.6% 84.32
High 87.82 87.62 -0.20 -0.2% 86.38
Low 86.07 85.92 -0.15 -0.2% 83.16
Close 87.79 86.05 -1.74 -2.0% 86.03
Range 1.75 1.70 -0.05 -2.9% 3.22
ATR 1.50 1.53 0.03 1.8% 0.00
Volume 1,541 4,785 3,244 210.5% 14,432
Daily Pivots for day following 30-Nov-2010
Classic Woodie Camarilla DeMark
R4 91.63 90.54 86.99
R3 89.93 88.84 86.52
R2 88.23 88.23 86.36
R1 87.14 87.14 86.21 86.84
PP 86.53 86.53 86.53 86.38
S1 85.44 85.44 85.89 85.14
S2 84.83 84.83 85.74
S3 83.13 83.74 85.58
S4 81.43 82.04 85.12
Weekly Pivots for week ending 26-Nov-2010
Classic Woodie Camarilla DeMark
R4 94.85 93.66 87.80
R3 91.63 90.44 86.92
R2 88.41 88.41 86.62
R1 87.22 87.22 86.33 87.82
PP 85.19 85.19 85.19 85.49
S1 84.00 84.00 85.73 84.60
S2 81.97 81.97 85.44
S3 78.75 80.78 85.14
S4 75.53 77.56 84.26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 87.82 83.16 4.66 5.4% 1.54 1.8% 62% False False 3,422
10 87.82 83.16 4.66 5.4% 1.42 1.6% 62% False False 3,846
20 90.53 83.16 7.37 8.6% 1.18 1.4% 39% False False 3,975
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 0.07
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 94.85
2.618 92.07
1.618 90.37
1.000 89.32
0.618 88.67
HIGH 87.62
0.618 86.97
0.500 86.77
0.382 86.57
LOW 85.92
0.618 84.87
1.000 84.22
1.618 83.17
2.618 81.47
4.250 78.70
Fisher Pivots for day following 30-Nov-2010
Pivot 1 day 3 day
R1 86.77 86.52
PP 86.53 86.36
S1 86.29 86.21

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

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