NYMEX Light Sweet Crude Oil Future December 2010


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 84.37 85.09 0.72 0.9% 82.01
High 85.36 86.83 1.47 1.7% 83.28
Low 83.57 84.92 1.35 1.6% 80.52
Close 84.69 86.49 1.80 2.1% 81.43
Range 1.79 1.91 0.12 6.7% 2.76
ATR 2.01 2.02 0.01 0.5% 0.00
Volume 374,085 287,899 -86,186 -23.0% 1,452,507
Daily Pivots for day following 04-Nov-2010
Classic Woodie Camarilla DeMark
R4 91.81 91.06 87.54
R3 89.90 89.15 87.02
R2 87.99 87.99 86.84
R1 87.24 87.24 86.67 87.62
PP 86.08 86.08 86.08 86.27
S1 85.33 85.33 86.31 85.71
S2 84.17 84.17 86.14
S3 82.26 83.42 85.96
S4 80.35 81.51 85.44
Weekly Pivots for week ending 29-Oct-2010
Classic Woodie Camarilla DeMark
R4 90.02 88.49 82.95
R3 87.26 85.73 82.19
R2 84.50 84.50 81.94
R1 82.97 82.97 81.68 82.36
PP 81.74 81.74 81.74 81.44
S1 80.21 80.21 81.18 79.60
S2 78.98 78.98 80.92
S3 76.22 77.45 80.67
S4 73.46 74.69 79.91
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 86.83 80.56 6.27 7.2% 1.89 2.2% 95% True False 309,800
10 86.83 80.41 6.42 7.4% 1.73 2.0% 95% True False 293,778
20 86.83 79.84 6.99 8.1% 2.08 2.4% 95% True False 281,631
40 86.83 75.10 11.73 13.6% 1.99 2.3% 97% True False 221,023
60 86.83 72.35 14.48 16.7% 1.98 2.3% 98% True False 178,604
80 86.83 72.35 14.48 16.7% 1.98 2.3% 98% True False 146,211
100 86.83 72.35 14.48 16.7% 2.01 2.3% 98% True False 124,860
120 86.83 71.50 15.33 17.7% 2.10 2.4% 98% True False 113,090
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.33
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 94.95
2.618 91.83
1.618 89.92
1.000 88.74
0.618 88.01
HIGH 86.83
0.618 86.10
0.500 85.88
0.382 85.65
LOW 84.92
0.618 83.74
1.000 83.01
1.618 81.83
2.618 79.92
4.250 76.80
Fisher Pivots for day following 04-Nov-2010
Pivot 1 day 3 day
R1 86.29 85.94
PP 86.08 85.38
S1 85.88 84.83

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

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