NYMEX Light Sweet Crude Oil Future June 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 84.91 84.55 -0.36 -0.4% 85.50
High 85.03 86.61 1.58 1.9% 85.94
Low 83.67 84.53 0.86 1.0% 83.59
Close 84.31 85.75 1.44 1.7% 84.31
Range 1.36 2.08 0.72 52.9% 2.35
ATR 1.72 1.76 0.04 2.4% 0.00
Volume 14,837 10,542 -4,295 -28.9% 59,783
Daily Pivots for day following 01-Nov-2010
Classic Woodie Camarilla DeMark
R4 91.87 90.89 86.89
R3 89.79 88.81 86.32
R2 87.71 87.71 86.13
R1 86.73 86.73 85.94 87.22
PP 85.63 85.63 85.63 85.88
S1 84.65 84.65 85.56 85.14
S2 83.55 83.55 85.37
S3 81.47 82.57 85.18
S4 79.39 80.49 84.61
Weekly Pivots for week ending 29-Oct-2010
Classic Woodie Camarilla DeMark
R4 91.66 90.34 85.60
R3 89.31 87.99 84.96
R2 86.96 86.96 84.74
R1 85.64 85.64 84.53 85.13
PP 84.61 84.61 84.61 84.36
S1 83.29 83.29 84.09 82.78
S2 82.26 82.26 83.88
S3 79.91 80.94 83.66
S4 77.56 78.59 83.02
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 86.61 83.59 3.02 3.5% 1.32 1.5% 72% True False 12,141
10 86.61 83.08 3.53 4.1% 1.74 2.0% 76% True False 15,284
20 87.80 83.08 4.72 5.5% 1.84 2.1% 57% False False 18,909
40 87.80 79.39 8.41 9.8% 1.68 2.0% 76% False False 18,776
60 87.80 75.70 12.10 14.1% 1.66 1.9% 83% False False 15,881
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 0.20
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 95.45
2.618 92.06
1.618 89.98
1.000 88.69
0.618 87.90
HIGH 86.61
0.618 85.82
0.500 85.57
0.382 85.32
LOW 84.53
0.618 83.24
1.000 82.45
1.618 81.16
2.618 79.08
4.250 75.69
Fisher Pivots for day following 01-Nov-2010
Pivot 1 day 3 day
R1 85.69 85.55
PP 85.63 85.34
S1 85.57 85.14

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

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