NYMEX Light Sweet Crude Oil Future February 2011


Trading Metrics calculated at close of trading on 10-Nov-2010
Day Change Summary
Previous Current
09-Nov-2010 10-Nov-2010 Change Change % Previous Week
Open 87.87 87.60 -0.27 -0.3% 83.05
High 88.75 89.02 0.27 0.3% 88.50
Low 86.60 87.18 0.58 0.7% 82.92
Close 87.85 88.68 0.83 0.9% 87.97
Range 2.15 1.84 -0.31 -14.4% 5.58
ATR 1.83 1.83 0.00 0.0% 0.00
Volume 31,181 37,495 6,314 20.2% 199,757
Daily Pivots for day following 10-Nov-2010
Classic Woodie Camarilla DeMark
R4 93.81 93.09 89.69
R3 91.97 91.25 89.19
R2 90.13 90.13 89.02
R1 89.41 89.41 88.85 89.77
PP 88.29 88.29 88.29 88.48
S1 87.57 87.57 88.51 87.93
S2 86.45 86.45 88.34
S3 84.61 85.73 88.17
S4 82.77 83.89 87.67
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 89.02 86.16 2.86 3.2% 1.72 1.9% 88% True False 44,848
10 89.02 81.97 7.05 7.9% 1.63 1.8% 95% True False 38,144
20 89.02 81.32 7.70 8.7% 1.93 2.2% 96% True False 33,269
40 89.02 77.34 11.68 13.2% 1.86 2.1% 97% True False 29,390
60 89.02 73.76 15.26 17.2% 1.76 2.0% 98% True False 23,816
80 89.02 73.76 15.26 17.2% 1.66 1.9% 98% True False 19,153
100 89.02 73.76 15.26 17.2% 1.56 1.8% 98% True False 15,732
120 89.02 72.76 16.26 18.3% 1.47 1.7% 98% True False 13,594
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 0.37
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 96.84
2.618 93.84
1.618 92.00
1.000 90.86
0.618 90.16
HIGH 89.02
0.618 88.32
0.500 88.10
0.382 87.88
LOW 87.18
0.618 86.04
1.000 85.34
1.618 84.20
2.618 82.36
4.250 79.36
Fisher Pivots for day following 10-Nov-2010
Pivot 1 day 3 day
R1 88.49 88.39
PP 88.29 88.10
S1 88.10 87.81

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

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