NYMEX Light Sweet Crude Oil Future April 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 87.82 88.57 0.75 0.9% 83.96
High 88.69 89.07 0.38 0.4% 89.07
Low 87.71 87.92 0.21 0.2% 83.91
Close 88.44 88.79 0.35 0.4% 88.79
Range 0.98 1.15 0.17 17.3% 5.16
ATR 1.62 1.59 -0.03 -2.1% 0.00
Volume 14,268 17,884 3,616 25.3% 64,768
Daily Pivots for day following 05-Nov-2010
Classic Woodie Camarilla DeMark
R4 92.04 91.57 89.42
R3 90.89 90.42 89.11
R2 89.74 89.74 89.00
R1 89.27 89.27 88.90 89.51
PP 88.59 88.59 88.59 88.71
S1 88.12 88.12 88.68 88.36
S2 87.44 87.44 88.58
S3 86.29 86.97 88.47
S4 85.14 85.82 88.16
Weekly Pivots for week ending 05-Nov-2010
Classic Woodie Camarilla DeMark
R4 102.74 100.92 91.63
R3 97.58 95.76 90.21
R2 92.42 92.42 89.74
R1 90.60 90.60 89.26 91.51
PP 87.26 87.26 87.26 87.71
S1 85.44 85.44 88.32 86.35
S2 82.10 82.10 87.84
S3 76.94 80.28 87.37
S4 71.78 75.12 85.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.07 83.91 5.16 5.8% 1.35 1.5% 95% True False 12,953
10 89.07 83.15 5.92 6.7% 1.30 1.5% 95% True False 11,121
20 89.07 82.35 6.72 7.6% 1.46 1.6% 96% True False 10,138
40 89.07 78.63 10.44 11.8% 1.48 1.7% 97% True False 10,013
60 89.07 74.98 14.09 15.9% 1.37 1.5% 98% True False 8,067
80 89.07 74.98 14.09 15.9% 1.17 1.3% 98% True False 6,548
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.31
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 93.96
2.618 92.08
1.618 90.93
1.000 90.22
0.618 89.78
HIGH 89.07
0.618 88.63
0.500 88.50
0.382 88.36
LOW 87.92
0.618 87.21
1.000 86.77
1.618 86.06
2.618 84.91
4.250 83.03
Fisher Pivots for day following 05-Nov-2010
Pivot 1 day 3 day
R1 88.69 88.32
PP 88.59 87.86
S1 88.50 87.39

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

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