NYMEX Light Sweet Crude Oil Future June 2011


Trading Metrics calculated at close of trading on 09-Nov-2010
Day Change Summary
Previous Current
08-Nov-2010 09-Nov-2010 Change Change % Previous Week
Open 89.84 89.11 -0.73 -0.8% 84.55
High 89.85 90.13 0.28 0.3% 89.80
Low 88.65 88.26 -0.39 -0.4% 84.53
Close 89.70 89.37 -0.33 -0.4% 89.37
Range 1.20 1.87 0.67 55.8% 5.27
ATR 1.65 1.67 0.02 0.9% 0.00
Volume 28,718 19,300 -9,418 -32.8% 91,417
Daily Pivots for day following 09-Nov-2010
Classic Woodie Camarilla DeMark
R4 94.86 93.99 90.40
R3 92.99 92.12 89.88
R2 91.12 91.12 89.71
R1 90.25 90.25 89.54 90.69
PP 89.25 89.25 89.25 89.47
S1 88.38 88.38 89.20 88.82
S2 87.38 87.38 89.03
S3 85.51 86.51 88.86
S4 83.64 84.64 88.34
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 90.13 86.31 3.82 4.3% 1.52 1.7% 80% True False 22,154
10 90.13 83.59 6.54 7.3% 1.46 1.6% 88% True False 17,647
20 90.13 83.08 7.05 7.9% 1.71 1.9% 89% True False 18,044
40 90.13 79.39 10.74 12.0% 1.68 1.9% 93% True False 19,755
60 90.13 75.70 14.43 16.1% 1.64 1.8% 95% True False 17,128
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 98.08
2.618 95.03
1.618 93.16
1.000 92.00
0.618 91.29
HIGH 90.13
0.618 89.42
0.500 89.20
0.382 88.97
LOW 88.26
0.618 87.10
1.000 86.39
1.618 85.23
2.618 83.36
4.250 80.31
Fisher Pivots for day following 09-Nov-2010
Pivot 1 day 3 day
R1 89.31 89.31
PP 89.25 89.25
S1 89.20 89.20

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

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