NYMEX Light Sweet Crude Oil Future April 2011


Trading Metrics calculated at close of trading on 10-Nov-2010
Day Change Summary
Previous Current
09-Nov-2010 10-Nov-2010 Change Change % Previous Week
Open 88.73 88.55 -0.18 -0.2% 83.96
High 89.51 89.64 0.13 0.1% 89.07
Low 87.49 88.21 0.72 0.8% 83.91
Close 88.73 89.38 0.65 0.7% 88.79
Range 2.02 1.43 -0.59 -29.2% 5.16
ATR 1.58 1.57 -0.01 -0.7% 0.00
Volume 12,253 14,079 1,826 14.9% 64,768
Daily Pivots for day following 10-Nov-2010
Classic Woodie Camarilla DeMark
R4 93.37 92.80 90.17
R3 91.94 91.37 89.77
R2 90.51 90.51 89.64
R1 89.94 89.94 89.51 90.23
PP 89.08 89.08 89.08 89.22
S1 88.51 88.51 89.25 88.80
S2 87.65 87.65 89.12
S3 86.22 87.08 88.99
S4 84.79 85.65 88.59
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 89.64 87.49 2.15 2.4% 1.34 1.5% 88% True False 15,273
10 89.64 83.15 6.49 7.3% 1.36 1.5% 96% True False 12,920
20 89.64 82.35 7.29 8.2% 1.55 1.7% 96% True False 10,857
40 89.64 78.63 11.01 12.3% 1.53 1.7% 98% True False 10,447
60 89.64 74.98 14.66 16.4% 1.40 1.6% 98% True False 8,600
80 89.64 74.98 14.66 16.4% 1.20 1.3% 98% True False 7,068
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 0.29
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 95.72
2.618 93.38
1.618 91.95
1.000 91.07
0.618 90.52
HIGH 89.64
0.618 89.09
0.500 88.93
0.382 88.76
LOW 88.21
0.618 87.33
1.000 86.78
1.618 85.90
2.618 84.47
4.250 82.13
Fisher Pivots for day following 10-Nov-2010
Pivot 1 day 3 day
R1 89.23 89.11
PP 89.08 88.84
S1 88.93 88.57

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

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