NYMEX Light Sweet Crude Oil Future March 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 83.75 83.59 -0.16 -0.2% 83.90
High 83.94 85.56 1.62 1.9% 84.96
Low 82.50 83.39 0.89 1.1% 82.39
Close 83.21 84.71 1.50 1.8% 83.21
Range 1.44 2.17 0.73 50.7% 2.57
ATR 1.80 1.84 0.04 2.2% 0.00
Volume 17,043 18,369 1,326 7.8% 89,398
Daily Pivots for day following 01-Nov-2010
Classic Woodie Camarilla DeMark
R4 91.06 90.06 85.90
R3 88.89 87.89 85.31
R2 86.72 86.72 85.11
R1 85.72 85.72 84.91 86.22
PP 84.55 84.55 84.55 84.81
S1 83.55 83.55 84.51 84.05
S2 82.38 82.38 84.31
S3 80.21 81.38 84.11
S4 78.04 79.21 83.52
Weekly Pivots for week ending 29-Oct-2010
Classic Woodie Camarilla DeMark
R4 91.23 89.79 84.62
R3 88.66 87.22 83.92
R2 86.09 86.09 83.68
R1 84.65 84.65 83.45 84.09
PP 83.52 83.52 83.52 83.24
S1 82.08 82.08 82.97 81.52
S2 80.95 80.95 82.74
S3 78.38 79.51 82.50
S4 75.81 76.94 81.80
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 85.56 82.39 3.17 3.7% 1.51 1.8% 73% True False 18,908
10 85.56 81.91 3.65 4.3% 1.91 2.2% 77% True False 20,923
20 86.75 81.91 4.84 5.7% 1.92 2.3% 58% False False 21,304
40 86.75 78.05 8.70 10.3% 1.76 2.1% 77% False False 19,049
60 86.75 74.29 12.46 14.7% 1.67 2.0% 84% False False 15,242
80 86.75 74.29 12.46 14.7% 1.60 1.9% 84% False False 12,273
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 94.78
2.618 91.24
1.618 89.07
1.000 87.73
0.618 86.90
HIGH 85.56
0.618 84.73
0.500 84.48
0.382 84.22
LOW 83.39
0.618 82.05
1.000 81.22
1.618 79.88
2.618 77.71
4.250 74.17
Fisher Pivots for day following 01-Nov-2010
Pivot 1 day 3 day
R1 84.63 84.48
PP 84.55 84.26
S1 84.48 84.03

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

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