NYMEX Light Sweet Crude Oil Future December 2010


Trading Metrics calculated at close of trading on 01-Nov-2010
Day Change Summary
Previous Current
29-Oct-2010 01-Nov-2010 Change Change % Previous Week
Open 81.92 81.45 -0.47 -0.6% 82.01
High 82.12 83.86 1.74 2.1% 83.28
Low 80.56 81.32 0.76 0.9% 80.52
Close 81.43 82.95 1.52 1.9% 81.43
Range 1.56 2.54 0.98 62.8% 2.76
ATR 2.02 2.05 0.04 1.8% 0.00
Volume 290,248 335,579 45,331 15.6% 1,452,507
Daily Pivots for day following 01-Nov-2010
Classic Woodie Camarilla DeMark
R4 90.33 89.18 84.35
R3 87.79 86.64 83.65
R2 85.25 85.25 83.42
R1 84.10 84.10 83.18 84.68
PP 82.71 82.71 82.71 83.00
S1 81.56 81.56 82.72 82.14
S2 80.17 80.17 82.48
S3 77.63 79.02 82.25
S4 75.09 76.48 81.55
Weekly Pivots for week ending 29-Oct-2010
Classic Woodie Camarilla DeMark
R4 90.02 88.49 82.95
R3 87.26 85.73 82.19
R2 84.50 84.50 81.94
R1 82.97 82.97 81.68 82.36
PP 81.74 81.74 81.74 81.44
S1 80.21 80.21 81.18 79.60
S2 78.98 78.98 80.92
S3 76.22 77.45 80.67
S4 73.46 74.69 79.91
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.86 80.52 3.34 4.0% 1.70 2.0% 73% True False 295,457
10 83.89 79.84 4.05 4.9% 2.13 2.6% 77% False False 321,288
20 85.08 79.84 5.24 6.3% 2.16 2.6% 59% False False 264,946
40 85.08 75.10 9.98 12.0% 2.01 2.4% 79% False False 206,141
60 85.08 72.35 12.73 15.3% 1.99 2.4% 83% False False 166,362
80 85.08 72.35 12.73 15.3% 2.00 2.4% 83% False False 135,949
100 85.08 72.35 12.73 15.3% 2.02 2.4% 83% False False 116,770
120 86.52 71.50 15.02 18.1% 2.14 2.6% 76% False False 106,698
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.27
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 94.66
2.618 90.51
1.618 87.97
1.000 86.40
0.618 85.43
HIGH 83.86
0.618 82.89
0.500 82.59
0.382 82.29
LOW 81.32
0.618 79.75
1.000 78.78
1.618 77.21
2.618 74.67
4.250 70.53
Fisher Pivots for day following 01-Nov-2010
Pivot 1 day 3 day
R1 82.83 82.70
PP 82.71 82.46
S1 82.59 82.21

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

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