NYMEX Light Sweet Crude Oil Future April 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	84.16	83.96	-0.20	-0.2%	84.49
High	84.36	85.89	1.53	1.8%	85.27
Low	83.15	83.91	0.76	0.9%	83.15
Close	83.61	85.09	1.48	1.8%	83.61
Range	1.21	1.98	0.77	63.6%	2.12
ATR	1.58	1.63	0.05	3.2%	0.00
Volume	9,265	8,785	-480	-5.2%	46,444

Daily Pivots for day following 01-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	90.90	89.98	86.18
R3	88.92	88.00	85.63
R2	86.94	86.94	85.45
R1	86.02	86.02	85.27	86.48
PP	84.96	84.96	84.96	85.20
S1	84.04	84.04	84.91	84.50
S2	82.98	82.98	84.73
S3	81.00	82.06	84.55
S4	79.02	80.08	84.00

Weekly Pivots for week ending 29-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	90.37	89.11	84.78
R3	88.25	86.99	84.19
R2	86.13	86.13	84.00
R1	84.87	84.87	83.80	84.44
PP	84.01	84.01	84.01	83.80
S1	82.75	82.75	83.42	82.32
S2	81.89	81.89	83.22
S3	79.77	80.63	83.03
S4	77.65	78.51	82.44

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	85.89	83.15	2.74	3.2%	1.33	1.6%	71%	True	False	9,892
10	85.89	82.35	3.54	4.2%	1.65	1.9%	77%	True	False	9,431
20	87.12	82.35	4.77	5.6%	1.63	1.9%	57%	False	False	9,969
40	87.12	78.63	8.49	10.0%	1.51	1.8%	76%	False	False	9,059
60	87.12	74.98	12.14	14.3%	1.33	1.6%	83%	False	False	7,370

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	0.31
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	94.31
2.618	91.07
1.618	89.09
1.000	87.87
0.618	87.11
HIGH	85.89
0.618	85.13
0.500	84.90
0.382	84.67
LOW	83.91
0.618	82.69
1.000	81.93
1.618	80.71
2.618	78.73
4.250	75.50

Fisher Pivots for day following 01-Nov-2010
Pivot	1 day	3 day
R1	85.03	84.90
PP	84.96	84.71
S1	84.90	84.52

Download as Excel Spreadsheet

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

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