NYMEX Light Sweet Crude Oil Future May 2011


Trading Metrics calculated at close of trading on 04-Nov-2010
Day Change Summary
Previous Current
03-Nov-2010 04-Nov-2010 Change Change % Previous Week
Open 86.54 87.47 0.93 1.1% 85.56
High 87.47 89.00 1.53 1.7% 85.62
Low 86.26 87.47 1.21 1.4% 83.37
Close 87.11 88.75 1.64 1.9% 83.99
Range 1.21 1.53 0.32 26.4% 2.25
ATR 1.39 1.43 0.04 2.6% 0.00
Volume 7,437 9,943 2,506 33.7% 28,181
Daily Pivots for day following 04-Nov-2010
Classic Woodie Camarilla DeMark
R4 93.00 92.40 89.59
R3 91.47 90.87 89.17
R2 89.94 89.94 89.03
R1 89.34 89.34 88.89 89.64
PP 88.41 88.41 88.41 88.56
S1 87.81 87.81 88.61 88.11
S2 86.88 86.88 88.47
S3 85.35 86.28 88.33
S4 83.82 84.75 87.91
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 89.00 83.37 5.63 6.3% 1.37 1.5% 96% True False 7,703
10 89.00 83.37 5.63 6.3% 1.14 1.3% 96% True False 6,719
20 89.00 82.75 6.25 7.0% 1.32 1.5% 96% True False 6,186
40 89.00 79.39 9.61 10.8% 1.13 1.3% 97% True False 6,303
60 89.00 75.91 13.09 14.7% 1.01 1.1% 98% True False 5,274
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 3 trading days
Fibonacci Retracements and Extensions
4.250 95.50
2.618 93.01
1.618 91.48
1.000 90.53
0.618 89.95
HIGH 89.00
0.618 88.42
0.500 88.24
0.382 88.05
LOW 87.47
0.618 86.52
1.000 85.94
1.618 84.99
2.618 83.46
4.250 80.97
Fisher Pivots for day following 04-Nov-2010
Pivot 1 day 3 day
R1 88.58 88.26
PP 88.41 87.76
S1 88.24 87.27

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

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