NYMEX Light Sweet Crude Oil Future December 2010


Trading Metrics calculated at close of trading on 08-Nov-2010
Day Change Summary
Previous Current
05-Nov-2010 08-Nov-2010 Change Change % Previous Week
Open 86.60 87.39 0.79 0.9% 81.45
High 87.43 87.49 0.06 0.1% 87.43
Low 85.96 85.96 0.00 0.0% 81.32
Close 86.85 87.06 0.21 0.2% 86.85
Range 1.47 1.53 0.06 4.1% 6.11
ATR 1.98 1.95 -0.03 -1.6% 0.00
Volume 284,525 276,668 -7,857 -2.8% 1,543,280
Daily Pivots for day following 08-Nov-2010
Classic Woodie Camarilla DeMark
R4 91.43 90.77 87.90
R3 89.90 89.24 87.48
R2 88.37 88.37 87.34
R1 87.71 87.71 87.20 87.28
PP 86.84 86.84 86.84 86.62
S1 86.18 86.18 86.92 85.75
S2 85.31 85.31 86.78
S3 83.78 84.65 86.64
S4 82.25 83.12 86.22
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 87.49 82.83 4.66 5.4% 1.67 1.9% 91% True False 296,873
10 87.49 80.52 6.97 8.0% 1.68 1.9% 94% True False 296,165
20 87.49 79.84 7.65 8.8% 2.01 2.3% 94% True False 285,656
40 87.49 75.10 12.39 14.2% 1.99 2.3% 97% True False 227,713
60 87.49 72.35 15.14 17.4% 1.95 2.2% 97% True False 184,972
80 87.49 72.35 15.14 17.4% 1.97 2.3% 97% True False 152,320
100 87.49 72.35 15.14 17.4% 2.01 2.3% 97% True False 129,636
120 87.49 71.50 15.99 18.4% 2.09 2.4% 97% True False 116,757
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.32
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 93.99
2.618 91.50
1.618 89.97
1.000 89.02
0.618 88.44
HIGH 87.49
0.618 86.91
0.500 86.73
0.382 86.54
LOW 85.96
0.618 85.01
1.000 84.43
1.618 83.48
2.618 81.95
4.250 79.46
Fisher Pivots for day following 08-Nov-2010
Pivot 1 day 3 day
R1 86.95 86.78
PP 86.84 86.49
S1 86.73 86.21

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

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