NYMEX Light Sweet Crude Oil Future June 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 89.20 89.84 0.64 0.7% 84.55
High 89.80 89.85 0.05 0.1% 89.80
Low 88.47 88.65 0.18 0.2% 84.53
Close 89.37 89.70 0.33 0.4% 89.37
Range 1.33 1.20 -0.13 -9.8% 5.27
ATR 1.69 1.65 -0.03 -2.1% 0.00
Volume 28,718 28,718 0 0.0% 91,417
Daily Pivots for day following 08-Nov-2010
Classic Woodie Camarilla DeMark
R4 93.00 92.55 90.36
R3 91.80 91.35 90.03
R2 90.60 90.60 89.92
R1 90.15 90.15 89.81 89.78
PP 89.40 89.40 89.40 89.21
S1 88.95 88.95 89.59 88.58
S2 88.20 88.20 89.48
S3 87.00 87.75 89.37
S4 85.80 86.55 89.04
Weekly Pivots for week ending 05-Nov-2010
Classic Woodie Camarilla DeMark
R4 103.71 101.81 92.27
R3 98.44 96.54 90.82
R2 93.17 93.17 90.34
R1 91.27 91.27 89.85 92.22
PP 87.90 87.90 87.90 88.38
S1 86.00 86.00 88.89 86.95
S2 82.63 82.63 88.40
S3 77.36 80.73 87.92
S4 72.09 75.46 86.47
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.85 85.75 4.10 4.6% 1.38 1.5% 96% True False 21,918
10 89.85 83.59 6.26 7.0% 1.35 1.5% 98% True False 17,030
20 89.85 83.08 6.77 7.5% 1.68 1.9% 98% True False 17,856
40 89.85 79.39 10.46 11.7% 1.66 1.9% 99% True False 19,856
60 89.85 75.70 14.15 15.8% 1.62 1.8% 99% True False 16,888
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.24
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 94.95
2.618 92.99
1.618 91.79
1.000 91.05
0.618 90.59
HIGH 89.85
0.618 89.39
0.500 89.25
0.382 89.11
LOW 88.65
0.618 87.91
1.000 87.45
1.618 86.71
2.618 85.51
4.250 83.55
Fisher Pivots for day following 08-Nov-2010
Pivot 1 day 3 day
R1 89.55 89.37
PP 89.40 89.03
S1 89.25 88.70

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

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