In your Nant build file add the following:
<property name="current.dir" value="${directory::get-current-directory()}" />
<property name="CCARTIFACTSDIR" value="${current.dir}/CC_BUILD_DIR" />
<if test="${environment::variable-exists('CC_BUILD_ARTIFACTS')}">
<property name="CCARTIFACTSDIR" value="${environment::get-variable('CC_BUILD_ARTIFACTS')}" />
</if>
<property name="opencover.report.dir" value="${CCARTIFACTSDIR}/coverage" />
<property name="opencover.report.file" value="${opencover.report.dir}/TestCoverage.xml" />
In the target for coverage report, add the following argument to output the report in CCARTIFACTS directory :
<target name="testCoverage">
<exec program="${opencover.dir}/OpenCover.Console.exe" failonerror="true" verbose="true">
<arg line="-output:"${opencover.report.file}"" />
</exec>
</target>
Hit me back if you have more questions.
I would also suggest to use ReportGenerator to get a Visual Report of the Code Coverage and get exact lines which are not covered.