NYMEX Light Sweet Crude Oil Future May 2011


Trading Metrics calculated at close of trading on 03-Nov-2010
Day Change Summary
Previous Current
02-Nov-2010 03-Nov-2010 Change Change % Previous Week
Open 85.57 86.54 0.97 1.1% 85.56
High 86.60 87.47 0.87 1.0% 85.62
Low 85.54 86.26 0.72 0.8% 83.37
Close 86.23 87.11 0.88 1.0% 83.99
Range 1.06 1.21 0.15 14.2% 2.25
ATR 1.40 1.39 -0.01 -0.8% 0.00
Volume 10,892 7,437 -3,455 -31.7% 28,181
Daily Pivots for day following 03-Nov-2010
Classic Woodie Camarilla DeMark
R4 90.58 90.05 87.78
R3 89.37 88.84 87.44
R2 88.16 88.16 87.33
R1 87.63 87.63 87.22 87.90
PP 86.95 86.95 86.95 87.08
S1 86.42 86.42 87.00 86.69
S2 85.74 85.74 86.89
S3 84.53 85.21 86.78
S4 83.32 84.00 86.44
Weekly Pivots for week ending 29-Oct-2010
Classic Woodie Camarilla DeMark
R4 91.08 89.78 85.23
R3 88.83 87.53 84.61
R2 86.58 86.58 84.40
R1 85.28 85.28 84.20 84.81
PP 84.33 84.33 84.33 84.09
S1 83.03 83.03 83.78 82.56
S2 82.08 82.08 83.58
S3 79.83 80.78 83.37
S4 77.58 78.53 82.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 87.47 83.37 4.10 4.7% 1.12 1.3% 91% True False 6,885
10 87.47 83.28 4.19 4.8% 1.16 1.3% 91% True False 6,647
20 87.47 82.75 4.72 5.4% 1.38 1.6% 92% True False 6,094
40 87.47 79.39 8.08 9.3% 1.09 1.3% 96% True False 6,145
60 87.47 75.91 11.56 13.3% 1.01 1.2% 97% True False 5,146
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.12
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 92.61
2.618 90.64
1.618 89.43
1.000 88.68
0.618 88.22
HIGH 87.47
0.618 87.01
0.500 86.87
0.382 86.72
LOW 86.26
0.618 85.51
1.000 85.05
1.618 84.30
2.618 83.09
4.250 81.12
Fisher Pivots for day following 03-Nov-2010
Pivot 1 day 3 day
R1 87.03 86.71
PP 86.95 86.30
S1 86.87 85.90

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

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