NYMEX Light Sweet Crude Oil Future March 2011


Trading Metrics calculated at close of trading on 10-Nov-2010
Day Change Summary
Previous Current
09-Nov-2010 10-Nov-2010 Change Change % Previous Week
Open 88.16 88.01 -0.15 -0.2% 83.59
High 89.18 89.36 0.18 0.2% 88.92
Low 87.09 87.63 0.54 0.6% 83.39
Close 88.32 89.05 0.73 0.8% 88.42
Range 2.09 1.73 -0.36 -17.2% 5.53
ATR 1.77 1.77 0.00 -0.2% 0.00
Volume 21,080 23,917 2,837 13.5% 131,179
Daily Pivots for day following 10-Nov-2010
Classic Woodie Camarilla DeMark
R4 93.87 93.19 90.00
R3 92.14 91.46 89.53
R2 90.41 90.41 89.37
R1 89.73 89.73 89.21 90.07
PP 88.68 88.68 88.68 88.85
S1 88.00 88.00 88.89 88.34
S2 86.95 86.95 88.73
S3 85.22 86.27 88.57
S4 83.49 84.54 88.10
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 89.36 86.60 2.76 3.1% 1.67 1.9% 89% True False 29,730
10 89.36 82.50 6.86 7.7% 1.58 1.8% 95% True False 24,652
20 89.36 81.91 7.45 8.4% 1.86 2.1% 96% True False 22,698
40 89.36 78.05 11.31 12.7% 1.78 2.0% 97% True False 20,938
60 89.36 74.29 15.07 16.9% 1.70 1.9% 98% True False 17,755
80 89.36 74.29 15.07 16.9% 1.63 1.8% 98% True False 14,430
100 89.36 74.29 15.07 16.9% 1.59 1.8% 98% True False 12,029
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 0.38
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 96.71
2.618 93.89
1.618 92.16
1.000 91.09
0.618 90.43
HIGH 89.36
0.618 88.70
0.500 88.50
0.382 88.29
LOW 87.63
0.618 86.56
1.000 85.90
1.618 84.83
2.618 83.10
4.250 80.28
Fisher Pivots for day following 10-Nov-2010
Pivot 1 day 3 day
R1 88.87 88.78
PP 88.68 88.50
S1 88.50 88.23

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

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