NYMEX Light Sweet Crude Oil Future December 2010


Trading Metrics calculated at close of trading on 03-Nov-2010
Day Change Summary
Previous Current
02-Nov-2010 03-Nov-2010 Change Change % Previous Week
Open 82.88 84.37 1.49 1.8% 82.01
High 84.47 85.36 0.89 1.1% 83.28
Low 82.83 83.57 0.74 0.9% 80.52
Close 83.90 84.69 0.79 0.9% 81.43
Range 1.64 1.79 0.15 9.1% 2.76
ATR 2.03 2.01 -0.02 -0.8% 0.00
Volume 261,192 374,085 112,893 43.2% 1,452,507
Daily Pivots for day following 03-Nov-2010
Classic Woodie Camarilla DeMark
R4 89.91 89.09 85.67
R3 88.12 87.30 85.18
R2 86.33 86.33 85.02
R1 85.51 85.51 84.85 85.92
PP 84.54 84.54 84.54 84.75
S1 83.72 83.72 84.53 84.13
S2 82.75 82.75 84.36
S3 80.96 81.93 84.20
S4 79.17 80.14 83.71
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 85.36 80.56 4.80 5.7% 1.73 2.0% 86% True False 307,617
10 85.36 80.09 5.27 6.2% 1.80 2.1% 87% True False 299,442
20 85.36 79.84 5.52 6.5% 2.15 2.5% 88% True False 276,824
40 85.36 75.10 10.26 12.1% 1.99 2.3% 93% True False 216,414
60 85.36 72.35 13.01 15.4% 1.99 2.4% 95% True False 174,767
80 85.36 72.35 13.01 15.4% 1.98 2.3% 95% True False 143,176
100 85.36 72.35 13.01 15.4% 2.01 2.4% 95% True False 122,307
120 85.36 71.50 13.86 16.4% 2.12 2.5% 95% True False 111,174
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 0.33
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 92.97
2.618 90.05
1.618 88.26
1.000 87.15
0.618 86.47
HIGH 85.36
0.618 84.68
0.500 84.47
0.382 84.25
LOW 83.57
0.618 82.46
1.000 81.78
1.618 80.67
2.618 78.88
4.250 75.96
Fisher Pivots for day following 03-Nov-2010
Pivot 1 day 3 day
R1 84.62 84.24
PP 84.54 83.79
S1 84.47 83.34

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

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