NYMEX Light Sweet Crude Oil Future March 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 84.98 86.00 1.02 1.2% 83.90
High 85.97 86.96 0.99 1.2% 84.96
Low 84.80 85.36 0.56 0.7% 82.39
Close 85.52 86.37 0.85 1.0% 83.21
Range 1.17 1.60 0.43 36.8% 2.57
ATR 1.80 1.79 -0.01 -0.8% 0.00
Volume 22,056 18,742 -3,314 -15.0% 89,398
Daily Pivots for day following 03-Nov-2010
Classic Woodie Camarilla DeMark
R4 91.03 90.30 87.25
R3 89.43 88.70 86.81
R2 87.83 87.83 86.66
R1 87.10 87.10 86.52 87.47
PP 86.23 86.23 86.23 86.41
S1 85.50 85.50 86.22 85.87
S2 84.63 84.63 86.08
S3 83.03 83.90 85.93
S4 81.43 82.30 85.49
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 86.96 82.50 4.46 5.2% 1.49 1.7% 87% True False 19,574
10 86.96 82.05 4.91 5.7% 1.60 1.8% 88% True False 20,576
20 86.96 81.91 5.05 5.8% 1.90 2.2% 88% True False 20,440
40 86.96 78.05 8.91 10.3% 1.72 2.0% 93% True False 19,520
60 86.96 74.29 12.67 14.7% 1.68 1.9% 95% True False 15,706
80 86.96 74.29 12.67 14.7% 1.62 1.9% 95% True False 12,688
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 0.33
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 93.76
2.618 91.15
1.618 89.55
1.000 88.56
0.618 87.95
HIGH 86.96
0.618 86.35
0.500 86.16
0.382 85.97
LOW 85.36
0.618 84.37
1.000 83.76
1.618 82.77
2.618 81.17
4.250 78.56
Fisher Pivots for day following 03-Nov-2010
Pivot 1 day 3 day
R1 86.30 85.97
PP 86.23 85.57
S1 86.16 85.18

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

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