NYMEX Light Sweet Crude Oil Future June 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 85.84 87.00 1.16 1.4% 85.50
High 86.92 87.85 0.93 1.1% 85.94
Low 85.75 86.31 0.56 0.7% 83.59
Close 86.53 87.39 0.86 1.0% 84.31
Range 1.17 1.54 0.37 31.6% 2.35
ATR 1.72 1.70 -0.01 -0.7% 0.00
Volume 18,122 14,334 -3,788 -20.9% 59,783
Daily Pivots for day following 03-Nov-2010
Classic Woodie Camarilla DeMark
R4 91.80 91.14 88.24
R3 90.26 89.60 87.81
R2 88.72 88.72 87.67
R1 88.06 88.06 87.53 88.39
PP 87.18 87.18 87.18 87.35
S1 86.52 86.52 87.25 86.85
S2 85.64 85.64 87.11
S3 84.10 84.98 86.97
S4 82.56 83.44 86.54
Weekly Pivots for week ending 29-Oct-2010
Classic Woodie Camarilla DeMark
R4 91.66 90.34 85.60
R3 89.31 87.99 84.96
R2 86.96 86.96 84.74
R1 85.64 85.64 84.53 85.13
PP 84.61 84.61 84.61 84.36
S1 83.29 83.29 84.09 82.78
S2 82.26 82.26 83.88
S3 79.91 80.94 83.66
S4 77.56 78.59 83.02
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 87.85 83.67 4.18 4.8% 1.41 1.6% 89% True False 14,227
10 87.85 83.16 4.69 5.4% 1.46 1.7% 90% True False 14,408
20 87.85 83.08 4.77 5.5% 1.81 2.1% 90% True False 17,437
40 87.85 79.39 8.46 9.7% 1.65 1.9% 95% True False 19,056
60 87.85 75.70 12.15 13.9% 1.65 1.9% 96% True False 16,098
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 0.28
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 94.40
2.618 91.88
1.618 90.34
1.000 89.39
0.618 88.80
HIGH 87.85
0.618 87.26
0.500 87.08
0.382 86.90
LOW 86.31
0.618 85.36
1.000 84.77
1.618 83.82
2.618 82.28
4.250 79.77
Fisher Pivots for day following 03-Nov-2010
Pivot 1 day 3 day
R1 87.29 86.99
PP 87.18 86.59
S1 87.08 86.19

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

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