NYMEX Light Sweet Crude Oil Future March 2011


Trading Metrics calculated at close of trading on 09-Nov-2010
Day Change Summary
Previous Current
08-Nov-2010 09-Nov-2010 Change Change % Previous Week
Open 88.91 88.16 -0.75 -0.8% 83.59
High 89.02 89.18 0.16 0.2% 88.92
Low 87.62 87.09 -0.53 -0.6% 83.39
Close 88.69 88.32 -0.37 -0.4% 88.42
Range 1.40 2.09 0.69 49.3% 5.53
ATR 1.74 1.77 0.02 1.4% 0.00
Volume 31,644 21,080 -10,564 -33.4% 131,179
Daily Pivots for day following 09-Nov-2010
Classic Woodie Camarilla DeMark
R4 94.47 93.48 89.47
R3 92.38 91.39 88.89
R2 90.29 90.29 88.70
R1 89.30 89.30 88.51 89.80
PP 88.20 88.20 88.20 88.44
S1 87.21 87.21 88.13 87.71
S2 86.11 86.11 87.94
S3 84.02 85.12 87.75
S4 81.93 83.03 87.17
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 89.18 85.36 3.82 4.3% 1.65 1.9% 77% True False 28,695
10 89.18 82.39 6.79 7.7% 1.60 1.8% 87% True False 24,026
20 89.18 81.91 7.27 8.2% 1.83 2.1% 88% True False 22,430
40 89.18 78.05 11.13 12.6% 1.76 2.0% 92% True False 20,927
60 89.18 74.29 14.89 16.9% 1.70 1.9% 94% True False 17,394
80 89.18 74.29 14.89 16.9% 1.62 1.8% 94% True False 14,151
100 89.18 74.29 14.89 16.9% 1.59 1.8% 94% True False 11,816
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.36
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 98.06
2.618 94.65
1.618 92.56
1.000 91.27
0.618 90.47
HIGH 89.18
0.618 88.38
0.500 88.14
0.382 87.89
LOW 87.09
0.618 85.80
1.000 85.00
1.618 83.71
2.618 81.62
4.250 78.21
Fisher Pivots for day following 09-Nov-2010
Pivot 1 day 3 day
R1 88.26 88.26
PP 88.20 88.20
S1 88.14 88.14

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

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