NYMEX Light Sweet Crude Oil Future December 2010


Trading Metrics calculated at close of trading on 05-Nov-2010
Day Change Summary
Previous Current
04-Nov-2010 05-Nov-2010 Change Change % Previous Week
Open 85.09 86.60 1.51 1.8% 81.45
High 86.83 87.43 0.60 0.7% 87.43
Low 84.92 85.96 1.04 1.2% 81.32
Close 86.49 86.85 0.36 0.4% 86.85
Range 1.91 1.47 -0.44 -23.0% 6.11
ATR 2.02 1.98 -0.04 -1.9% 0.00
Volume 287,899 284,525 -3,374 -1.2% 1,543,280
Daily Pivots for day following 05-Nov-2010
Classic Woodie Camarilla DeMark
R4 91.16 90.47 87.66
R3 89.69 89.00 87.25
R2 88.22 88.22 87.12
R1 87.53 87.53 86.98 87.88
PP 86.75 86.75 86.75 86.92
S1 86.06 86.06 86.72 86.41
S2 85.28 85.28 86.58
S3 83.81 84.59 86.45
S4 82.34 83.12 86.04
Weekly Pivots for week ending 05-Nov-2010
Classic Woodie Camarilla DeMark
R4 103.53 101.30 90.21
R3 97.42 95.19 88.53
R2 91.31 91.31 87.97
R1 89.08 89.08 87.41 90.20
PP 85.20 85.20 85.20 85.76
S1 82.97 82.97 86.29 84.09
S2 79.09 79.09 85.73
S3 72.98 76.86 85.17
S4 66.87 70.75 83.49
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 87.43 81.32 6.11 7.0% 1.87 2.2% 91% True False 308,656
10 87.43 80.52 6.91 8.0% 1.71 2.0% 92% True False 299,578
20 87.43 79.84 7.59 8.7% 2.01 2.3% 92% True False 283,031
40 87.43 75.10 12.33 14.2% 1.98 2.3% 95% True False 225,441
60 87.43 72.35 15.08 17.4% 1.96 2.3% 96% True False 182,146
80 87.43 72.35 15.08 17.4% 1.97 2.3% 96% True False 149,256
100 87.43 72.35 15.08 17.4% 2.01 2.3% 96% True False 127,362
120 87.43 71.50 15.93 18.3% 2.09 2.4% 96% True False 114,934
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.37
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 93.68
2.618 91.28
1.618 89.81
1.000 88.90
0.618 88.34
HIGH 87.43
0.618 86.87
0.500 86.70
0.382 86.52
LOW 85.96
0.618 85.05
1.000 84.49
1.618 83.58
2.618 82.11
4.250 79.71
Fisher Pivots for day following 05-Nov-2010
Pivot 1 day 3 day
R1 86.80 86.40
PP 86.75 85.95
S1 86.70 85.50

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

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