NYMEX Light Sweet Crude Oil Future March 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 86.00 86.63 0.63 0.7% 83.90
High 86.96 88.38 1.42 1.6% 84.96
Low 85.36 86.60 1.24 1.5% 82.39
Close 86.37 88.10 1.73 2.0% 83.21
Range 1.60 1.78 0.18 11.3% 2.57
ATR 1.79 1.80 0.02 0.9% 0.00
Volume 18,742 40,368 21,626 115.4% 89,398
Daily Pivots for day following 04-Nov-2010
Classic Woodie Camarilla DeMark
R4 93.03 92.35 89.08
R3 91.25 90.57 88.59
R2 89.47 89.47 88.43
R1 88.79 88.79 88.26 89.13
PP 87.69 87.69 87.69 87.87
S1 87.01 87.01 87.94 87.35
S2 85.91 85.91 87.77
S3 84.13 85.23 87.61
S4 82.35 83.45 87.12
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 88.38 82.50 5.88 6.7% 1.63 1.9% 95% True False 23,315
10 88.38 82.38 6.00 6.8% 1.53 1.7% 95% True False 21,414
20 88.38 81.91 6.47 7.3% 1.84 2.1% 96% True False 21,094
40 88.38 78.05 10.33 11.7% 1.73 2.0% 97% True False 20,180
60 88.38 74.29 14.09 16.0% 1.69 1.9% 98% True False 16,290
80 88.38 74.29 14.09 16.0% 1.62 1.8% 98% True False 13,158
100 88.38 74.29 14.09 16.0% 1.56 1.8% 98% True False 11,040
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 0.32
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 95.95
2.618 93.04
1.618 91.26
1.000 90.16
0.618 89.48
HIGH 88.38
0.618 87.70
0.500 87.49
0.382 87.28
LOW 86.60
0.618 85.50
1.000 84.82
1.618 83.72
2.618 81.94
4.250 79.04
Fisher Pivots for day following 04-Nov-2010
Pivot 1 day 3 day
R1 87.90 87.60
PP 87.69 87.09
S1 87.49 86.59

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

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