NYMEX Light Sweet Crude Oil Future January 2011


Trading Metrics calculated at close of trading on 02-Nov-2010
Day Change Summary
Previous Current
01-Nov-2010 02-Nov-2010 Change Change % Previous Week
Open 82.31 83.57 1.26 1.5% 82.76
High 84.58 85.11 0.53 0.6% 83.96
Low 82.14 83.54 1.40 1.7% 81.25
Close 83.67 84.56 0.89 1.1% 82.15
Range 2.44 1.57 -0.87 -35.7% 2.71
ATR 1.98 1.95 -0.03 -1.5% 0.00
Volume 78,767 95,265 16,498 20.9% 329,334
Daily Pivots for day following 02-Nov-2010
Classic Woodie Camarilla DeMark
R4 89.11 88.41 85.42
R3 87.54 86.84 84.99
R2 85.97 85.97 84.85
R1 85.27 85.27 84.70 85.62
PP 84.40 84.40 84.40 84.58
S1 83.70 83.70 84.42 84.05
S2 82.83 82.83 84.27
S3 81.26 82.13 84.13
S4 79.69 80.56 83.70
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 85.11 81.25 3.86 4.6% 1.74 2.1% 86% True False 77,943
10 85.11 80.63 4.48 5.3% 1.83 2.2% 88% True False 77,854
20 85.75 80.63 5.12 6.1% 2.08 2.5% 77% False False 76,313
40 85.75 76.41 9.34 11.0% 1.91 2.3% 87% False False 64,418
60 85.75 73.12 12.63 14.9% 1.89 2.2% 91% False False 49,709
80 85.75 73.12 12.63 14.9% 1.83 2.2% 91% False False 39,113
100 85.75 73.12 12.63 14.9% 1.78 2.1% 91% False False 32,272
120 85.75 72.06 13.69 16.2% 1.82 2.2% 91% False False 27,808
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.27
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 91.78
2.618 89.22
1.618 87.65
1.000 86.68
0.618 86.08
HIGH 85.11
0.618 84.51
0.500 84.33
0.382 84.14
LOW 83.54
0.618 82.57
1.000 81.97
1.618 81.00
2.618 79.43
4.250 76.87
Fisher Pivots for day following 02-Nov-2010
Pivot 1 day 3 day
R1 84.48 84.11
PP 84.40 83.67
S1 84.33 83.22

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

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