NYMEX Light Sweet Crude Oil Future May 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	87.47	89.34	1.87	2.1%	84.32
High	89.00	89.34	0.34	0.4%	89.34
Low	87.47	88.32	0.85	1.0%	84.32
Close	88.75	89.12	0.37	0.4%	89.12
Range	1.53	1.02	-0.51	-33.3%	5.02
ATR	1.43	1.40	-0.03	-2.0%	0.00
Volume	9,943	15,220	5,277	53.1%	48,853

Daily Pivots for day following 05-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	91.99	91.57	89.68
R3	90.97	90.55	89.40
R2	89.95	89.95	89.31
R1	89.53	89.53	89.21	89.23
PP	88.93	88.93	88.93	88.78
S1	88.51	88.51	89.03	88.21
S2	87.91	87.91	88.93
S3	86.89	87.49	88.84
S4	85.87	86.47	88.56

Weekly Pivots for week ending 05-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	102.65	100.91	91.88
R3	97.63	95.89	90.50
R2	92.61	92.61	90.04
R1	90.87	90.87	89.58	91.74
PP	87.59	87.59	87.59	88.03
S1	85.85	85.85	88.66	86.72
S2	82.57	82.57	88.20
S3	77.55	80.83	87.74
S4	72.53	75.81	86.36

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	89.34	84.32	5.02	5.6%	1.34	1.5%	96%	True	False	9,770
10	89.34	83.37	5.97	6.7%	1.15	1.3%	96%	True	False	7,703
20	89.34	82.75	6.59	7.4%	1.30	1.5%	97%	True	False	6,617
40	89.34	79.39	9.95	11.2%	1.13	1.3%	98%	True	False	6,579
60	89.34	75.91	13.43	15.1%	1.01	1.1%	98%	True	False	5,465

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.09
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	93.68
2.618	92.01
1.618	90.99
1.000	90.36
0.618	89.97
HIGH	89.34
0.618	88.95
0.500	88.83
0.382	88.71
LOW	88.32
0.618	87.69
1.000	87.30
1.618	86.67
2.618	85.65
4.250	83.99

Fisher Pivots for day following 05-Nov-2010
Pivot	1 day	3 day
R1	89.02	88.68
PP	88.93	88.24
S1	88.83	87.80

Download as Excel Spreadsheet

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

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