NYMEX Light Sweet Crude Oil Future January 2011


Trading Metrics calculated at close of trading on 05-Nov-2010
Day Change Summary
Previous Current
04-Nov-2010 05-Nov-2010 Change Change % Previous Week
Open 85.55 87.44 1.89 2.2% 82.31
High 87.47 88.04 0.57 0.7% 88.04
Low 85.55 86.60 1.05 1.2% 82.14
Close 87.16 87.48 0.32 0.4% 87.48
Range 1.92 1.44 -0.48 -25.0% 5.90
ATR 1.95 1.91 -0.04 -1.9% 0.00
Volume 110,498 100,705 -9,793 -8.9% 458,377
Daily Pivots for day following 05-Nov-2010
Classic Woodie Camarilla DeMark
R4 91.69 91.03 88.27
R3 90.25 89.59 87.88
R2 88.81 88.81 87.74
R1 88.15 88.15 87.61 88.48
PP 87.37 87.37 87.37 87.54
S1 86.71 86.71 87.35 87.04
S2 85.93 85.93 87.22
S3 84.49 85.27 87.08
S4 83.05 83.83 86.69
Weekly Pivots for week ending 05-Nov-2010
Classic Woodie Camarilla DeMark
R4 103.59 101.43 90.73
R3 97.69 95.53 89.10
R2 91.79 91.79 88.56
R1 89.63 89.63 88.02 90.71
PP 85.89 85.89 85.89 86.43
S1 83.73 83.73 86.94 84.81
S2 79.99 79.99 86.40
S3 74.09 77.83 85.86
S4 68.19 71.93 84.24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 88.04 82.14 5.90 6.7% 1.82 2.1% 91% True False 91,675
10 88.04 81.25 6.79 7.8% 1.66 1.9% 92% True False 78,771
20 88.04 80.63 7.41 8.5% 1.95 2.2% 92% True False 76,660
40 88.04 76.41 11.63 13.3% 1.90 2.2% 95% True False 68,851
60 88.04 73.12 14.92 17.1% 1.87 2.1% 96% True False 53,922
80 88.04 73.12 14.92 17.1% 1.81 2.1% 96% True False 42,455
100 88.04 73.12 14.92 17.1% 1.79 2.0% 96% True False 35,017
120 88.04 72.06 15.98 18.3% 1.80 2.1% 96% True False 30,047
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.34
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 94.16
2.618 91.81
1.618 90.37
1.000 89.48
0.618 88.93
HIGH 88.04
0.618 87.49
0.500 87.32
0.382 87.15
LOW 86.60
0.618 85.71
1.000 85.16
1.618 84.27
2.618 82.83
4.250 80.48
Fisher Pivots for day following 05-Nov-2010
Pivot 1 day 3 day
R1 87.43 87.04
PP 87.37 86.60
S1 87.32 86.16

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

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