NYMEX Light Sweet Crude Oil Future January 2011


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 82.66 82.31 -0.35 -0.4% 82.76
High 82.86 84.58 1.72 2.1% 83.96
Low 81.33 82.14 0.81 1.0% 81.25
Close 82.15 83.67 1.52 1.9% 82.15
Range 1.53 2.44 0.91 59.5% 2.71
ATR 1.95 1.98 0.04 1.8% 0.00
Volume 70,225 78,767 8,542 12.2% 329,334
Daily Pivots for day following 01-Nov-2010
Classic Woodie Camarilla DeMark
R4 90.78 89.67 85.01
R3 88.34 87.23 84.34
R2 85.90 85.90 84.12
R1 84.79 84.79 83.89 85.35
PP 83.46 83.46 83.46 83.74
S1 82.35 82.35 83.45 82.91
S2 81.02 81.02 83.22
S3 78.58 79.91 83.00
S4 76.14 77.47 82.33
Weekly Pivots for week ending 29-Oct-2010
Classic Woodie Camarilla DeMark
R4 90.58 89.08 83.64
R3 87.87 86.37 82.90
R2 85.16 85.16 82.65
R1 83.66 83.66 82.40 83.06
PP 82.45 82.45 82.45 82.15
S1 80.95 80.95 81.90 80.35
S2 79.74 79.74 81.65
S3 77.03 78.24 81.40
S4 74.32 75.53 80.66
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 84.58 81.25 3.33 4.0% 1.63 2.0% 73% True False 71,857
10 84.58 80.63 3.95 4.7% 2.05 2.5% 77% True False 74,274
20 85.75 80.63 5.12 6.1% 2.10 2.5% 59% False False 74,927
40 85.75 76.41 9.34 11.2% 1.93 2.3% 78% False False 62,605
60 85.75 73.12 12.63 15.1% 1.88 2.2% 84% False False 48,299
80 85.75 73.12 12.63 15.1% 1.83 2.2% 84% False False 37,992
100 85.75 73.12 12.63 15.1% 1.78 2.1% 84% False False 31,373
120 86.81 72.06 14.75 17.6% 1.82 2.2% 79% False False 27,057
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 0.29
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 94.95
2.618 90.97
1.618 88.53
1.000 87.02
0.618 86.09
HIGH 84.58
0.618 83.65
0.500 83.36
0.382 83.07
LOW 82.14
0.618 80.63
1.000 79.70
1.618 78.19
2.618 75.75
4.250 71.77
Fisher Pivots for day following 01-Nov-2010
Pivot 1 day 3 day
R1 83.57 83.43
PP 83.46 83.19
S1 83.36 82.96

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

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