NYMEX Light Sweet Crude Oil Future November 2010


Trading Metrics calculated at close of trading on 12-Oct-2010
Day Change Summary
Previous Current
11-Oct-2010 12-Oct-2010 Change Change % Previous Week
Open 82.95 81.94 -1.01 -1.2% 81.68
High 83.50 82.33 -1.17 -1.4% 84.43
Low 81.85 80.88 -0.97 -1.2% 80.30
Close 82.21 81.67 -0.54 -0.7% 82.66
Range 1.65 1.45 -0.20 -12.1% 4.13
ATR 2.10 2.05 -0.05 -2.2% 0.00
Volume 200,916 296,430 95,514 47.5% 1,731,867
Daily Pivots for day following 12-Oct-2010
Classic Woodie Camarilla DeMark
R4 85.98 85.27 82.47
R3 84.53 83.82 82.07
R2 83.08 83.08 81.94
R1 82.37 82.37 81.80 82.00
PP 81.63 81.63 81.63 81.44
S1 80.92 80.92 81.54 80.55
S2 80.18 80.18 81.40
S3 78.73 79.47 81.27
S4 77.28 78.02 80.87
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 5.1% 2.23 2.7% 33% False False 323,200
10 84.43 75.60 8.83 10.8% 2.18 2.7% 69% False False 332,914
20 84.43 73.58 10.85 13.3% 2.06 2.5% 75% False False 302,798
40 84.43 71.49 12.94 15.8% 2.01 2.5% 79% False False 221,352
60 84.43 71.49 12.94 15.8% 1.99 2.4% 79% False False 160,544
80 84.43 71.49 12.94 15.8% 2.02 2.5% 79% False False 123,743
100 84.43 70.96 13.47 16.5% 2.05 2.5% 80% False False 101,579
120 93.14 70.96 22.18 27.2% 2.07 2.5% 48% False False 86,827
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.56
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 88.49
2.618 86.13
1.618 84.68
1.000 83.78
0.618 83.23
HIGH 82.33
0.618 81.78
0.500 81.61
0.382 81.43
LOW 80.88
0.618 79.98
1.000 79.43
1.618 78.53
2.618 77.08
4.250 74.72
Fisher Pivots for day following 12-Oct-2010
Pivot 1 day 3 day
R1 81.65 81.90
PP 81.63 81.82
S1 81.61 81.75

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

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