NYMEX Light Sweet Crude Oil Future February 2011


Trading Metrics calculated at close of trading on 05-Nov-2010
Day Change Summary
Previous Current
04-Nov-2010 05-Nov-2010 Change Change % Previous Week
Open 86.23 87.85 1.62 1.9% 83.05
High 87.96 88.50 0.54 0.6% 88.50
Low 86.16 87.11 0.95 1.1% 82.92
Close 87.66 87.97 0.31 0.4% 87.97
Range 1.80 1.39 -0.41 -22.8% 5.58
ATR 1.87 1.84 -0.03 -1.8% 0.00
Volume 61,950 46,808 -15,142 -24.4% 199,757
Daily Pivots for day following 05-Nov-2010
Classic Woodie Camarilla DeMark
R4 92.03 91.39 88.73
R3 90.64 90.00 88.35
R2 89.25 89.25 88.22
R1 88.61 88.61 88.10 88.93
PP 87.86 87.86 87.86 88.02
S1 87.22 87.22 87.84 87.54
S2 86.47 86.47 87.72
S3 85.08 85.83 87.59
S4 83.69 84.44 87.21
Weekly Pivots for week ending 05-Nov-2010
Classic Woodie Camarilla DeMark
R4 103.20 101.17 91.04
R3 97.62 95.59 89.50
R2 92.04 92.04 88.99
R1 90.01 90.01 88.48 91.03
PP 86.46 86.46 86.46 86.97
S1 84.43 84.43 87.46 85.45
S2 80.88 80.88 86.95
S3 75.30 78.85 86.44
S4 69.72 73.27 84.90
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 88.50 82.92 5.58 6.3% 1.66 1.9% 91% True False 39,951
10 88.50 81.87 6.63 7.5% 1.56 1.8% 92% True False 32,917
20 88.50 81.32 7.18 8.2% 1.86 2.1% 93% True False 31,642
40 88.50 77.34 11.16 12.7% 1.81 2.1% 95% True False 28,186
60 88.50 73.76 14.74 16.8% 1.73 2.0% 96% True False 22,112
80 88.50 73.76 14.74 16.8% 1.64 1.9% 96% True False 17,779
100 88.50 73.76 14.74 16.8% 1.52 1.7% 96% True False 14,653
120 88.50 72.76 15.74 17.9% 1.46 1.7% 97% True False 12,710
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 0.35
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 94.41
2.618 92.14
1.618 90.75
1.000 89.89
0.618 89.36
HIGH 88.50
0.618 87.97
0.500 87.81
0.382 87.64
LOW 87.11
0.618 86.25
1.000 85.72
1.618 84.86
2.618 83.47
4.250 81.20
Fisher Pivots for day following 05-Nov-2010
Pivot 1 day 3 day
R1 87.92 87.54
PP 87.86 87.11
S1 87.81 86.68

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

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