NYMEX Light Sweet Crude Oil Future July 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 87.10 87.26 0.16 0.2% 85.64
High 87.13 87.81 0.68 0.8% 85.77
Low 86.89 86.70 -0.19 -0.2% 84.17
Close 86.81 87.65 0.84 1.0% 84.61
Range 0.24 1.11 0.87 362.5% 1.60
ATR 1.44 1.42 -0.02 -1.6% 0.00
Volume 2,357 2,476 119 5.0% 12,484
Daily Pivots for day following 03-Nov-2010
Classic Woodie Camarilla DeMark
R4 90.72 90.29 88.26
R3 89.61 89.18 87.96
R2 88.50 88.50 87.85
R1 88.07 88.07 87.75 88.29
PP 87.39 87.39 87.39 87.49
S1 86.96 86.96 87.55 87.18
S2 86.28 86.28 87.45
S3 85.17 85.85 87.34
S4 84.06 84.74 87.04
Weekly Pivots for week ending 29-Oct-2010
Classic Woodie Camarilla DeMark
R4 89.65 88.73 85.49
R3 88.05 87.13 85.05
R2 86.45 86.45 84.90
R1 85.53 85.53 84.76 85.19
PP 84.85 84.85 84.85 84.68
S1 83.93 83.93 84.46 83.59
S2 83.25 83.25 84.32
S3 81.65 82.33 84.17
S4 80.05 80.73 83.73
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 87.81 84.54 3.27 3.7% 0.67 0.8% 95% True False 2,290
10 87.81 83.60 4.21 4.8% 0.81 0.9% 96% True False 2,427
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.13
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 92.53
2.618 90.72
1.618 89.61
1.000 88.92
0.618 88.50
HIGH 87.81
0.618 87.39
0.500 87.26
0.382 87.12
LOW 86.70
0.618 86.01
1.000 85.59
1.618 84.90
2.618 83.79
4.250 81.98
Fisher Pivots for day following 03-Nov-2010
Pivot 1 day 3 day
R1 87.52 87.26
PP 87.39 86.87
S1 87.26 86.48

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

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