NYMEX Light Sweet Crude Oil Future July 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 87.26 89.19 1.93 2.2% 85.64
High 87.81 89.38 1.57 1.8% 85.77
Low 86.70 88.78 2.08 2.4% 84.17
Close 87.65 89.22 1.57 1.8% 84.61
Range 1.11 0.60 -0.51 -45.9% 1.60
ATR 1.42 1.44 0.02 1.6% 0.00
Volume 2,476 2,982 506 20.4% 12,484
Daily Pivots for day following 04-Nov-2010
Classic Woodie Camarilla DeMark
R4 90.93 90.67 89.55
R3 90.33 90.07 89.39
R2 89.73 89.73 89.33
R1 89.47 89.47 89.28 89.60
PP 89.13 89.13 89.13 89.19
S1 88.87 88.87 89.17 89.00
S2 88.53 88.53 89.11
S3 87.93 88.27 89.06
S4 87.33 87.67 88.89
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 89.38 84.54 4.84 5.4% 0.75 0.8% 97% True False 2,552
10 89.38 84.17 5.21 5.8% 0.67 0.8% 97% True False 2,467
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 0.15
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 91.93
2.618 90.95
1.618 90.35
1.000 89.98
0.618 89.75
HIGH 89.38
0.618 89.15
0.500 89.08
0.382 89.01
LOW 88.78
0.618 88.41
1.000 88.18
1.618 87.81
2.618 87.21
4.250 86.23
Fisher Pivots for day following 04-Nov-2010
Pivot 1 day 3 day
R1 89.17 88.83
PP 89.13 88.43
S1 89.08 88.04

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

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