NYMEX Light Sweet Crude Oil Future April 2011


Trading Metrics calculated at close of trading on 08-Nov-2010
Day Change Summary
Previous Current
05-Nov-2010 08-Nov-2010 Change Change % Previous Week
Open 88.57 89.11 0.54 0.6% 83.96
High 89.07 89.11 0.04 0.0% 89.07
Low 87.92 88.01 0.09 0.1% 83.91
Close 88.79 89.08 0.29 0.3% 88.79
Range 1.15 1.10 -0.05 -4.3% 5.16
ATR 1.59 1.55 -0.03 -2.2% 0.00
Volume 17,884 17,884 0 0.0% 64,768
Daily Pivots for day following 08-Nov-2010
Classic Woodie Camarilla DeMark
R4 92.03 91.66 89.69
R3 90.93 90.56 89.38
R2 89.83 89.83 89.28
R1 89.46 89.46 89.18 89.10
PP 88.73 88.73 88.73 88.55
S1 88.36 88.36 88.98 88.00
S2 87.63 87.63 88.88
S3 86.53 87.26 88.78
S4 85.43 86.16 88.48
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 89.11 85.19 3.92 4.4% 1.17 1.3% 99% True False 14,773
10 89.11 83.15 5.96 6.7% 1.25 1.4% 99% True False 12,333
20 89.11 82.35 6.76 7.6% 1.47 1.6% 100% True False 10,454
40 89.11 78.63 10.48 11.8% 1.48 1.7% 100% True False 10,176
60 89.11 74.98 14.13 15.9% 1.38 1.5% 100% True False 8,217
80 89.11 74.98 14.13 15.9% 1.18 1.3% 100% True False 6,758
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.23
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 93.79
2.618 91.99
1.618 90.89
1.000 90.21
0.618 89.79
HIGH 89.11
0.618 88.69
0.500 88.56
0.382 88.43
LOW 88.01
0.618 87.33
1.000 86.91
1.618 86.23
2.618 85.13
4.250 83.34
Fisher Pivots for day following 08-Nov-2010
Pivot 1 day 3 day
R1 88.91 88.86
PP 88.73 88.63
S1 88.56 88.41

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

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