NYMEX Light Sweet Crude Oil Future March 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 86.63 88.32 1.69 2.0% 83.59
High 88.38 88.92 0.54 0.6% 88.92
Low 86.60 87.55 0.95 1.1% 83.39
Close 88.10 88.42 0.32 0.4% 88.42
Range 1.78 1.37 -0.41 -23.0% 5.53
ATR 1.80 1.77 -0.03 -1.7% 0.00
Volume 40,368 31,644 -8,724 -21.6% 131,179
Daily Pivots for day following 05-Nov-2010
Classic Woodie Camarilla DeMark
R4 92.41 91.78 89.17
R3 91.04 90.41 88.80
R2 89.67 89.67 88.67
R1 89.04 89.04 88.55 89.36
PP 88.30 88.30 88.30 88.45
S1 87.67 87.67 88.29 87.99
S2 86.93 86.93 88.17
S3 85.56 86.30 88.04
S4 84.19 84.93 87.67
Weekly Pivots for week ending 05-Nov-2010
Classic Woodie Camarilla DeMark
R4 103.50 101.49 91.46
R3 97.97 95.96 89.94
R2 92.44 92.44 89.43
R1 90.43 90.43 88.93 91.44
PP 86.91 86.91 86.91 87.41
S1 84.90 84.90 87.91 85.91
S2 81.38 81.38 87.41
S3 75.85 79.37 86.90
S4 70.32 73.84 85.38
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 88.92 83.39 5.53 6.3% 1.62 1.8% 91% True False 26,235
10 88.92 82.39 6.53 7.4% 1.52 1.7% 92% True False 22,057
20 88.92 81.91 7.01 7.9% 1.78 2.0% 93% True False 21,555
40 88.92 78.05 10.87 12.3% 1.73 2.0% 95% True False 20,739
60 88.92 74.29 14.63 16.5% 1.67 1.9% 97% True False 16,707
80 88.92 74.29 14.63 16.5% 1.62 1.8% 97% True False 13,538
100 88.92 74.29 14.63 16.5% 1.57 1.8% 97% True False 11,335
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 94.74
2.618 92.51
1.618 91.14
1.000 90.29
0.618 89.77
HIGH 88.92
0.618 88.40
0.500 88.24
0.382 88.07
LOW 87.55
0.618 86.70
1.000 86.18
1.618 85.33
2.618 83.96
4.250 81.73
Fisher Pivots for day following 05-Nov-2010
Pivot 1 day 3 day
R1 88.36 87.99
PP 88.30 87.57
S1 88.24 87.14

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

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