NYMEX Light Sweet Crude Oil Future February 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 84.38 85.57 1.19 1.4% 83.47
High 85.58 86.50 0.92 1.1% 84.51
Low 84.33 84.86 0.53 0.6% 81.87
Close 85.09 85.89 0.80 0.9% 82.73
Range 1.25 1.64 0.39 31.2% 2.64
ATR 1.87 1.86 -0.02 -0.9% 0.00
Volume 30,298 32,684 2,386 7.9% 129,417
Daily Pivots for day following 03-Nov-2010
Classic Woodie Camarilla DeMark
R4 90.67 89.92 86.79
R3 89.03 88.28 86.34
R2 87.39 87.39 86.19
R1 86.64 86.64 86.04 87.02
PP 85.75 85.75 85.75 85.94
S1 85.00 85.00 85.74 85.38
S2 84.11 84.11 85.59
S3 82.47 83.36 85.44
S4 80.83 81.72 84.99
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 86.50 81.97 4.53 5.3% 1.54 1.8% 87% True False 31,439
10 86.50 81.53 4.97 5.8% 1.64 1.9% 88% True False 29,637
20 86.50 81.32 5.18 6.0% 1.99 2.3% 88% True False 29,278
40 86.50 77.34 9.16 10.7% 1.81 2.1% 93% True False 26,162
60 86.50 73.76 12.74 14.8% 1.75 2.0% 95% True False 20,476
80 86.50 73.76 12.74 14.8% 1.63 1.9% 95% True False 16,467
100 86.50 73.76 12.74 14.8% 1.51 1.8% 95% True False 13,604
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 0.32
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 93.47
2.618 90.79
1.618 89.15
1.000 88.14
0.618 87.51
HIGH 86.50
0.618 85.87
0.500 85.68
0.382 85.49
LOW 84.86
0.618 83.85
1.000 83.22
1.618 82.21
2.618 80.57
4.250 77.89
Fisher Pivots for day following 03-Nov-2010
Pivot 1 day 3 day
R1 85.82 85.50
PP 85.75 85.10
S1 85.68 84.71

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

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