NYMEX Light Sweet Crude Oil Future January 2011


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 83.57 85.04 1.47 1.8% 82.76
High 85.11 86.00 0.89 1.0% 83.96
Low 83.54 84.27 0.73 0.9% 81.25
Close 84.56 85.35 0.79 0.9% 82.15
Range 1.57 1.73 0.16 10.2% 2.71
ATR 1.95 1.94 -0.02 -0.8% 0.00
Volume 95,265 73,142 -22,123 -23.2% 329,334
Daily Pivots for day following 03-Nov-2010
Classic Woodie Camarilla DeMark
R4 90.40 89.60 86.30
R3 88.67 87.87 85.83
R2 86.94 86.94 85.67
R1 86.14 86.14 85.51 86.54
PP 85.21 85.21 85.21 85.41
S1 84.41 84.41 85.19 84.81
S2 83.48 83.48 85.03
S3 81.75 82.68 84.87
S4 80.02 80.95 84.40
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 86.00 81.33 4.67 5.5% 1.68 2.0% 86% True False 82,797
10 86.00 80.89 5.11 6.0% 1.73 2.0% 87% True False 76,090
20 86.00 80.63 5.37 6.3% 2.08 2.4% 88% True False 75,197
40 86.00 76.41 9.59 11.2% 1.91 2.2% 93% True False 65,140
60 86.00 73.12 12.88 15.1% 1.88 2.2% 95% True False 50,783
80 86.00 73.12 12.88 15.1% 1.82 2.1% 95% True False 39,963
100 86.00 73.12 12.88 15.1% 1.78 2.1% 95% True False 32,959
120 86.00 72.06 13.94 16.3% 1.81 2.1% 95% True False 28,379
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 93.35
2.618 90.53
1.618 88.80
1.000 87.73
0.618 87.07
HIGH 86.00
0.618 85.34
0.500 85.14
0.382 84.93
LOW 84.27
0.618 83.20
1.000 82.54
1.618 81.47
2.618 79.74
4.250 76.92
Fisher Pivots for day following 03-Nov-2010
Pivot 1 day 3 day
R1 85.28 84.92
PP 85.21 84.50
S1 85.14 84.07

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

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