NYMEX Light Sweet Crude Oil Future April 2011


Trading Metrics calculated at close of trading on 09-Nov-2010
Day Change Summary
Previous Current
08-Nov-2010 09-Nov-2010 Change Change % Previous Week
Open 89.11 88.73 -0.38 -0.4% 83.96
High 89.11 89.51 0.40 0.4% 89.07
Low 88.01 87.49 -0.52 -0.6% 83.91
Close 89.08 88.73 -0.35 -0.4% 88.79
Range 1.10 2.02 0.92 83.6% 5.16
ATR 1.55 1.58 0.03 2.2% 0.00
Volume 17,884 12,253 -5,631 -31.5% 64,768
Daily Pivots for day following 09-Nov-2010
Classic Woodie Camarilla DeMark
R4 94.64 93.70 89.84
R3 92.62 91.68 89.29
R2 90.60 90.60 89.10
R1 89.66 89.66 88.92 89.74
PP 88.58 88.58 88.58 88.62
S1 87.64 87.64 88.54 87.72
S2 86.56 86.56 88.36
S3 84.54 85.62 88.17
S4 82.52 83.60 87.62
Weekly Pivots for week ending 05-Nov-2010
Classic Woodie Camarilla DeMark
R4 102.74 100.92 91.63
R3 97.58 95.76 90.21
R2 92.42 92.42 89.74
R1 90.60 90.60 89.26 91.51
PP 87.26 87.26 87.26 87.71
S1 85.44 85.44 88.32 86.35
S2 82.10 82.10 87.84
S3 76.94 80.28 87.37
S4 71.78 75.12 85.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.51 85.71 3.80 4.3% 1.37 1.5% 79% True False 14,625
10 89.51 83.15 6.36 7.2% 1.37 1.5% 88% True False 12,726
20 89.51 82.35 7.16 8.1% 1.51 1.7% 89% True False 10,677
40 89.51 78.63 10.88 12.3% 1.51 1.7% 93% True False 10,270
60 89.51 74.98 14.53 16.4% 1.40 1.6% 95% True False 8,385
80 89.51 74.98 14.53 16.4% 1.19 1.3% 95% True False 6,904
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.27
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 98.10
2.618 94.80
1.618 92.78
1.000 91.53
0.618 90.76
HIGH 89.51
0.618 88.74
0.500 88.50
0.382 88.26
LOW 87.49
0.618 86.24
1.000 85.47
1.618 84.22
2.618 82.20
4.250 78.91
Fisher Pivots for day following 09-Nov-2010
Pivot 1 day 3 day
R1 88.65 88.65
PP 88.58 88.58
S1 88.50 88.50

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

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