NYMEX Light Sweet Crude Oil Future April 2011


Trading Metrics calculated at close of trading on 02-Nov-2010
Day Change Summary
Previous Current
01-Nov-2010 02-Nov-2010 Change Change % Previous Week
Open 83.96 85.19 1.23 1.5% 84.49
High 85.89 86.23 0.34 0.4% 85.27
Low 83.91 85.19 1.28 1.5% 83.15
Close 85.09 85.88 0.79 0.9% 83.61
Range 1.98 1.04 -0.94 -47.5% 2.12
ATR 1.63 1.59 -0.03 -2.1% 0.00
Volume 8,785 12,995 4,210 47.9% 46,444
Daily Pivots for day following 02-Nov-2010
Classic Woodie Camarilla DeMark
R4 88.89 88.42 86.45
R3 87.85 87.38 86.17
R2 86.81 86.81 86.07
R1 86.34 86.34 85.98 86.58
PP 85.77 85.77 85.77 85.88
S1 85.30 85.30 85.78 85.54
S2 84.73 84.73 85.69
S3 83.69 84.26 85.59
S4 82.65 83.22 85.31
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 86.23 83.15 3.08 3.6% 1.36 1.6% 89% True False 10,828
10 86.23 82.70 3.53 4.1% 1.44 1.7% 90% True False 10,015
20 87.12 82.35 4.77 5.6% 1.61 1.9% 74% False False 9,856
40 87.12 78.63 8.49 9.9% 1.49 1.7% 85% False False 9,290
60 87.12 74.98 12.14 14.1% 1.34 1.6% 90% False False 7,543
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.31
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 90.65
2.618 88.95
1.618 87.91
1.000 87.27
0.618 86.87
HIGH 86.23
0.618 85.83
0.500 85.71
0.382 85.59
LOW 85.19
0.618 84.55
1.000 84.15
1.618 83.51
2.618 82.47
4.250 80.77
Fisher Pivots for day following 02-Nov-2010
Pivot 1 day 3 day
R1 85.82 85.48
PP 85.77 85.09
S1 85.71 84.69

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

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