NYMEX Light Sweet Crude Oil Future June 2011


Trading Metrics calculated at close of trading on 02-Nov-2010
Day Change Summary
Previous Current
01-Nov-2010 02-Nov-2010 Change Change % Previous Week
Open 84.55 85.84 1.29 1.5% 85.50
High 86.61 86.92 0.31 0.4% 85.94
Low 84.53 85.75 1.22 1.4% 83.59
Close 85.75 86.53 0.78 0.9% 84.31
Range 2.08 1.17 -0.91 -43.8% 2.35
ATR 1.76 1.72 -0.04 -2.4% 0.00
Volume 10,542 18,122 7,580 71.9% 59,783
Daily Pivots for day following 02-Nov-2010
Classic Woodie Camarilla DeMark
R4 89.91 89.39 87.17
R3 88.74 88.22 86.85
R2 87.57 87.57 86.74
R1 87.05 87.05 86.64 87.31
PP 86.40 86.40 86.40 86.53
S1 85.88 85.88 86.42 86.14
S2 85.23 85.23 86.32
S3 84.06 84.71 86.21
S4 82.89 83.54 85.89
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 86.92 83.59 3.33 3.8% 1.39 1.6% 88% True False 13,140
10 86.92 83.16 3.76 4.3% 1.51 1.7% 90% True False 15,389
20 87.80 83.08 4.72 5.5% 1.81 2.1% 73% False False 18,424
40 87.80 79.39 8.41 9.7% 1.65 1.9% 85% False False 19,009
60 87.80 75.70 12.10 14.0% 1.67 1.9% 90% False False 16,012
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 0.21
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 91.89
2.618 89.98
1.618 88.81
1.000 88.09
0.618 87.64
HIGH 86.92
0.618 86.47
0.500 86.34
0.382 86.20
LOW 85.75
0.618 85.03
1.000 84.58
1.618 83.86
2.618 82.69
4.250 80.78
Fisher Pivots for day following 02-Nov-2010
Pivot 1 day 3 day
R1 86.47 86.12
PP 86.40 85.71
S1 86.34 85.30

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

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