NYMEX Light Sweet Crude Oil Future November 2010


Trading Metrics calculated at close of trading on 14-Oct-2010
Day Change Summary
Previous Current
13-Oct-2010 14-Oct-2010 Change Change % Previous Week
Open 81.72 83.23 1.51 1.8% 81.68
High 83.45 84.12 0.67 0.8% 84.43
Low 81.68 82.21 0.53 0.6% 80.30
Close 83.01 82.69 -0.32 -0.4% 82.66
Range 1.77 1.91 0.14 7.9% 4.13
ATR 2.03 2.02 -0.01 -0.4% 0.00
Volume 278,534 312,077 33,543 12.0% 1,731,867
Daily Pivots for day following 14-Oct-2010
Classic Woodie Camarilla DeMark
R4 88.74 87.62 83.74
R3 86.83 85.71 83.22
R2 84.92 84.92 83.04
R1 83.80 83.80 82.87 83.41
PP 83.01 83.01 83.01 82.81
S1 81.89 81.89 82.51 81.50
S2 81.10 81.10 82.34
S3 79.19 79.98 82.16
S4 77.28 78.07 81.64
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 84.12 80.30 3.82 4.6% 1.92 2.3% 63% True False 292,490
10 84.43 79.70 4.73 5.7% 2.03 2.5% 63% False False 315,734
20 84.43 73.58 10.85 13.1% 2.07 2.5% 84% False False 308,819
40 84.43 71.49 12.94 15.6% 2.01 2.4% 87% False False 232,546
60 84.43 71.49 12.94 15.6% 1.99 2.4% 87% False False 169,830
80 84.43 71.49 12.94 15.6% 2.02 2.4% 87% False False 130,916
100 84.43 70.96 13.47 16.3% 2.05 2.5% 87% False False 107,184
120 93.14 70.96 22.18 26.8% 2.08 2.5% 53% False False 91,560
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.55
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 92.24
2.618 89.12
1.618 87.21
1.000 86.03
0.618 85.30
HIGH 84.12
0.618 83.39
0.500 83.17
0.382 82.94
LOW 82.21
0.618 81.03
1.000 80.30
1.618 79.12
2.618 77.21
4.250 74.09
Fisher Pivots for day following 14-Oct-2010
Pivot 1 day 3 day
R1 83.17 82.63
PP 83.01 82.56
S1 82.85 82.50

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

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