NYMEX Light Sweet Crude Oil Future April 2011


Trading Metrics calculated at close of trading on 01-Nov-2010
Day Change Summary
Previous Current
29-Oct-2010 01-Nov-2010 Change Change % Previous Week
Open 84.16 83.96 -0.20 -0.2% 84.49
High 84.36 85.89 1.53 1.8% 85.27
Low 83.15 83.91 0.76 0.9% 83.15
Close 83.61 85.09 1.48 1.8% 83.61
Range 1.21 1.98 0.77 63.6% 2.12
ATR 1.58 1.63 0.05 3.2% 0.00
Volume 9,265 8,785 -480 -5.2% 46,444
Daily Pivots for day following 01-Nov-2010
Classic Woodie Camarilla DeMark
R4 90.90 89.98 86.18
R3 88.92 88.00 85.63
R2 86.94 86.94 85.45
R1 86.02 86.02 85.27 86.48
PP 84.96 84.96 84.96 85.20
S1 84.04 84.04 84.91 84.50
S2 82.98 82.98 84.73
S3 81.00 82.06 84.55
S4 79.02 80.08 84.00
Weekly Pivots for week ending 29-Oct-2010
Classic Woodie Camarilla DeMark
R4 90.37 89.11 84.78
R3 88.25 86.99 84.19
R2 86.13 86.13 84.00
R1 84.87 84.87 83.80 84.44
PP 84.01 84.01 84.01 83.80
S1 82.75 82.75 83.42 82.32
S2 81.89 81.89 83.22
S3 79.77 80.63 83.03
S4 77.65 78.51 82.44
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 85.89 83.15 2.74 3.2% 1.33 1.6% 71% True False 9,892
10 85.89 82.35 3.54 4.2% 1.65 1.9% 77% True False 9,431
20 87.12 82.35 4.77 5.6% 1.63 1.9% 57% False False 9,969
40 87.12 78.63 8.49 10.0% 1.51 1.8% 76% False False 9,059
60 87.12 74.98 12.14 14.3% 1.33 1.6% 83% False False 7,370
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.31
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 94.31
2.618 91.07
1.618 89.09
1.000 87.87
0.618 87.11
HIGH 85.89
0.618 85.13
0.500 84.90
0.382 84.67
LOW 83.91
0.618 82.69
1.000 81.93
1.618 80.71
2.618 78.73
4.250 75.50
Fisher Pivots for day following 01-Nov-2010
Pivot 1 day 3 day
R1 85.03 84.90
PP 84.96 84.71
S1 84.90 84.52

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

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