NYMEX Light Sweet Crude Oil Future July 2011

Trading Metrics calculated at close of trading on 01-Nov-2010

Day Change Summary
	Previous	Current
	29-Oct-2010	01-Nov-2010	Change	Change %	Previous Week
Open	84.68	85.15	0.47	0.6%	85.64
High	84.68	86.80	2.12	2.5%	85.77
Low	84.54	85.15	0.61	0.7%	84.17
Close	84.61	86.03	1.42	1.7%	84.61
Range	0.14	1.65	1.51	1,078.6%	1.60
ATR	0.00	1.47	1.47		0.00
Volume	3,460	1,488	-1,972	-57.0%	12,484

Daily Pivots for day following 01-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	90.94	90.14	86.94
R3	89.29	88.49	86.48
R2	87.64	87.64	86.33
R1	86.84	86.84	86.18	87.24
PP	85.99	85.99	85.99	86.20
S1	85.19	85.19	85.88	85.59
S2	84.34	84.34	85.73
S3	82.69	83.54	85.58
S4	81.04	81.89	85.12

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	86.80	84.17	2.63	3.1%	0.74	0.9%	71%	True	False	2,439
10	86.80	83.39	3.41	4.0%	0.97	1.1%	77%	True	False	2,965

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.11
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	93.81
2.618	91.12
1.618	89.47
1.000	88.45
0.618	87.82
HIGH	86.80
0.618	86.17
0.500	85.98
0.382	85.78
LOW	85.15
0.618	84.13
1.000	83.50
1.618	82.48
2.618	80.83
4.250	78.14

Fisher Pivots for day following 01-Nov-2010
Pivot	1 day	3 day
R1	86.01	85.91
PP	85.99	85.79
S1	85.98	85.67

Download as Excel Spreadsheet

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

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