NYMEX Light Sweet Crude Oil Future June 2011


Trading Metrics calculated at close of trading on 05-Nov-2010
Day Change Summary
Previous Current
04-Nov-2010 05-Nov-2010 Change Change % Previous Week
Open 87.55 89.20 1.65 1.9% 84.55
High 89.23 89.80 0.57 0.6% 89.80
Low 87.55 88.47 0.92 1.1% 84.53
Close 89.00 89.37 0.37 0.4% 89.37
Range 1.68 1.33 -0.35 -20.8% 5.27
ATR 1.71 1.69 -0.03 -1.6% 0.00
Volume 19,701 28,718 9,017 45.8% 91,417
Daily Pivots for day following 05-Nov-2010
Classic Woodie Camarilla DeMark
R4 93.20 92.62 90.10
R3 91.87 91.29 89.74
R2 90.54 90.54 89.61
R1 89.96 89.96 89.49 90.25
PP 89.21 89.21 89.21 89.36
S1 88.63 88.63 89.25 88.92
S2 87.88 87.88 89.13
S3 86.55 87.30 89.00
S4 85.22 85.97 88.64
Weekly Pivots for week ending 05-Nov-2010
Classic Woodie Camarilla DeMark
R4 103.71 101.81 92.27
R3 98.44 96.54 90.82
R2 93.17 93.17 90.34
R1 91.27 91.27 89.85 92.22
PP 87.90 87.90 87.90 88.38
S1 86.00 86.00 88.89 86.95
S2 82.63 82.63 88.40
S3 77.36 80.73 87.92
S4 72.09 75.46 86.47
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.80 84.53 5.27 5.9% 1.56 1.7% 92% True False 18,283
10 89.80 83.59 6.21 6.9% 1.39 1.6% 93% True False 15,120
20 89.80 83.08 6.72 7.5% 1.68 1.9% 94% True False 17,255
40 89.80 79.39 10.41 11.6% 1.66 1.9% 96% True False 19,662
60 89.80 75.70 14.10 15.8% 1.63 1.8% 97% True False 16,619
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.28
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 95.45
2.618 93.28
1.618 91.95
1.000 91.13
0.618 90.62
HIGH 89.80
0.618 89.29
0.500 89.14
0.382 88.98
LOW 88.47
0.618 87.65
1.000 87.14
1.618 86.32
2.618 84.99
4.250 82.82
Fisher Pivots for day following 05-Nov-2010
Pivot 1 day 3 day
R1 89.29 88.93
PP 89.21 88.49
S1 89.14 88.06

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

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