NYMEX Light Sweet Crude Oil Future February 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 83.37 83.05 -0.32 -0.4% 83.47
High 83.47 85.15 1.68 2.0% 84.51
Low 81.97 82.92 0.95 1.2% 81.87
Close 82.73 84.24 1.51 1.8% 82.73
Range 1.50 2.23 0.73 48.7% 2.64
ATR 1.88 1.92 0.04 2.1% 0.00
Volume 27,153 28,017 864 3.2% 129,417
Daily Pivots for day following 01-Nov-2010
Classic Woodie Camarilla DeMark
R4 90.79 89.75 85.47
R3 88.56 87.52 84.85
R2 86.33 86.33 84.65
R1 85.29 85.29 84.44 85.81
PP 84.10 84.10 84.10 84.37
S1 83.06 83.06 84.04 83.58
S2 81.87 81.87 83.83
S3 79.64 80.83 83.63
S4 77.41 78.60 83.01
Weekly Pivots for week ending 29-Oct-2010
Classic Woodie Camarilla DeMark
R4 90.96 89.48 84.18
R3 88.32 86.84 83.46
R2 85.68 85.68 83.21
R1 84.20 84.20 82.97 83.62
PP 83.04 83.04 83.04 82.75
S1 81.56 81.56 82.49 80.98
S2 80.40 80.40 82.25
S3 77.76 78.92 82.00
S4 75.12 76.28 81.28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 85.15 81.87 3.28 3.9% 1.56 1.9% 72% True False 27,993
10 85.15 81.32 3.83 4.5% 1.98 2.4% 76% True False 29,498
20 86.30 81.32 4.98 5.9% 2.03 2.4% 59% False False 29,567
40 86.30 77.34 8.96 10.6% 1.82 2.2% 77% False False 25,193
60 86.30 73.76 12.54 14.9% 1.73 2.1% 84% False False 19,665
80 86.30 73.76 12.54 14.9% 1.62 1.9% 84% False False 15,739
100 86.30 73.76 12.54 14.9% 1.51 1.8% 84% False False 13,072
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 0.26
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 94.63
2.618 90.99
1.618 88.76
1.000 87.38
0.618 86.53
HIGH 85.15
0.618 84.30
0.500 84.04
0.382 83.77
LOW 82.92
0.618 81.54
1.000 80.69
1.618 79.31
2.618 77.08
4.250 73.44
Fisher Pivots for day following 01-Nov-2010
Pivot 1 day 3 day
R1 84.17 84.01
PP 84.10 83.79
S1 84.04 83.56

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

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