NYMEX Light Sweet Crude Oil Future February 2011


Trading Metrics calculated at close of trading on 04-Nov-2010
Day Change Summary
Previous Current
03-Nov-2010 04-Nov-2010 Change Change % Previous Week
Open 85.57 86.23 0.66 0.8% 83.47
High 86.50 87.96 1.46 1.7% 84.51
Low 84.86 86.16 1.30 1.5% 81.87
Close 85.89 87.66 1.77 2.1% 82.73
Range 1.64 1.80 0.16 9.8% 2.64
ATR 1.86 1.87 0.02 0.8% 0.00
Volume 32,684 61,950 29,266 89.5% 129,417
Daily Pivots for day following 04-Nov-2010
Classic Woodie Camarilla DeMark
R4 92.66 91.96 88.65
R3 90.86 90.16 88.16
R2 89.06 89.06 87.99
R1 88.36 88.36 87.83 88.71
PP 87.26 87.26 87.26 87.44
S1 86.56 86.56 87.50 86.91
S2 85.46 85.46 87.33
S3 83.66 84.76 87.17
S4 81.86 82.96 86.67
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 87.96 81.97 5.99 6.8% 1.68 1.9% 95% True False 36,020
10 87.96 81.86 6.10 7.0% 1.58 1.8% 95% True False 31,510
20 87.96 81.32 6.64 7.6% 1.92 2.2% 95% True False 30,880
40 87.96 77.34 10.62 12.1% 1.81 2.1% 97% True False 27,274
60 87.96 73.76 14.20 16.2% 1.75 2.0% 98% True False 21,423
80 87.96 73.76 14.20 16.2% 1.64 1.9% 98% True False 17,220
100 87.96 73.76 14.20 16.2% 1.52 1.7% 98% True False 14,208
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 0.31
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 95.61
2.618 92.67
1.618 90.87
1.000 89.76
0.618 89.07
HIGH 87.96
0.618 87.27
0.500 87.06
0.382 86.85
LOW 86.16
0.618 85.05
1.000 84.36
1.618 83.25
2.618 81.45
4.250 78.51
Fisher Pivots for day following 04-Nov-2010
Pivot 1 day 3 day
R1 87.46 87.16
PP 87.26 86.65
S1 87.06 86.15

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

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