NYMEX Light Sweet Crude Oil Future November 2010


Trading Metrics calculated at close of trading on 11-Oct-2010
Day Change Summary
Previous Current
08-Oct-2010 11-Oct-2010 Change Change % Previous Week
Open 81.43 82.95 1.52 1.9% 81.68
High 83.13 83.50 0.37 0.4% 84.43
Low 80.30 81.85 1.55 1.9% 80.30
Close 82.66 82.21 -0.45 -0.5% 82.66
Range 2.83 1.65 -1.18 -41.7% 4.13
ATR 2.13 2.10 -0.03 -1.6% 0.00
Volume 374,497 200,916 -173,581 -46.4% 1,731,867
Daily Pivots for day following 11-Oct-2010
Classic Woodie Camarilla DeMark
R4 87.47 86.49 83.12
R3 85.82 84.84 82.66
R2 84.17 84.17 82.51
R1 83.19 83.19 82.36 82.86
PP 82.52 82.52 82.52 82.35
S1 81.54 81.54 82.06 81.21
S2 80.87 80.87 81.91
S3 79.22 79.89 81.76
S4 77.57 78.24 81.30
Weekly Pivots for week ending 08-Oct-2010
Classic Woodie Camarilla DeMark
R4 94.85 92.89 84.93
R3 90.72 88.76 83.80
R2 86.59 86.59 83.42
R1 84.63 84.63 83.04 85.61
PP 82.46 82.46 82.46 82.96
S1 80.50 80.50 82.28 81.48
S2 78.33 78.33 81.90
S3 74.20 76.37 81.52
S4 70.07 72.24 80.39
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 84.43 80.30 4.13 5.0% 2.31 2.8% 46% False False 327,598
10 84.43 75.53 8.90 10.8% 2.20 2.7% 75% False False 334,655
20 84.43 73.58 10.85 13.2% 2.06 2.5% 80% False False 298,343
40 84.43 71.49 12.94 15.7% 2.00 2.4% 83% False False 215,226
60 84.43 71.49 12.94 15.7% 2.00 2.4% 83% False False 155,823
80 84.43 71.49 12.94 15.7% 2.02 2.5% 83% False False 120,236
100 84.43 70.96 13.47 16.4% 2.07 2.5% 84% False False 98,752
120 93.14 70.96 22.18 27.0% 2.07 2.5% 51% False False 84,457
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.59
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 90.51
2.618 87.82
1.618 86.17
1.000 85.15
0.618 84.52
HIGH 83.50
0.618 82.87
0.500 82.68
0.382 82.48
LOW 81.85
0.618 80.83
1.000 80.20
1.618 79.18
2.618 77.53
4.250 74.84
Fisher Pivots for day following 11-Oct-2010
Pivot 1 day 3 day
R1 82.68 82.37
PP 82.52 82.31
S1 82.37 82.26

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

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