NYMEX Light Sweet Crude Oil Future March 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	86.63	88.32	1.69	2.0%	83.59
High	88.38	88.92	0.54	0.6%	88.92
Low	86.60	87.55	0.95	1.1%	83.39
Close	88.10	88.42	0.32	0.4%	88.42
Range	1.78	1.37	-0.41	-23.0%	5.53
ATR	1.80	1.77	-0.03	-1.7%	0.00
Volume	40,368	31,644	-8,724	-21.6%	131,179

Daily Pivots for day following 05-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	92.41	91.78	89.17
R3	91.04	90.41	88.80
R2	89.67	89.67	88.67
R1	89.04	89.04	88.55	89.36
PP	88.30	88.30	88.30	88.45
S1	87.67	87.67	88.29	87.99
S2	86.93	86.93	88.17
S3	85.56	86.30	88.04
S4	84.19	84.93	87.67

Weekly Pivots for week ending 05-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	103.50	101.49	91.46
R3	97.97	95.96	89.94
R2	92.44	92.44	89.43
R1	90.43	90.43	88.93	91.44
PP	86.91	86.91	86.91	87.41
S1	84.90	84.90	87.91	85.91
S2	81.38	81.38	87.41
S3	75.85	79.37	86.90
S4	70.32	73.84	85.38

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	88.92	83.39	5.53	6.3%	1.62	1.8%	91%	True	False	26,235
10	88.92	82.39	6.53	7.4%	1.52	1.7%	92%	True	False	22,057
20	88.92	81.91	7.01	7.9%	1.78	2.0%	93%	True	False	21,555
40	88.92	78.05	10.87	12.3%	1.73	2.0%	95%	True	False	20,739
60	88.92	74.29	14.63	16.5%	1.67	1.9%	97%	True	False	16,707
80	88.92	74.29	14.63	16.5%	1.62	1.8%	97%	True	False	13,538
100	88.92	74.29	14.63	16.5%	1.57	1.8%	97%	True	False	11,335

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	0.35
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	94.74
2.618	92.51
1.618	91.14
1.000	90.29
0.618	89.77
HIGH	88.92
0.618	88.40
0.500	88.24
0.382	88.07
LOW	87.55
0.618	86.70
1.000	86.18
1.618	85.33
2.618	83.96
4.250	81.73

Fisher Pivots for day following 05-Nov-2010
Pivot	1 day	3 day
R1	88.36	87.99
PP	88.30	87.57
S1	88.24	87.14

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols