NYMEX Light Sweet Crude Oil Future November 2010


Trading Metrics calculated at close of trading on 15-Oct-2010
Day Change Summary
Previous Current
14-Oct-2010 15-Oct-2010 Change Change % Previous Week
Open 83.23 82.77 -0.46 -0.6% 82.95
High 84.12 83.33 -0.79 -0.9% 84.12
Low 82.21 80.75 -1.46 -1.8% 80.75
Close 82.69 81.25 -1.44 -1.7% 81.25
Range 1.91 2.58 0.67 35.1% 3.37
ATR 2.02 2.06 0.04 2.0% 0.00
Volume 312,077 307,791 -4,286 -1.4% 1,395,748
Daily Pivots for day following 15-Oct-2010
Classic Woodie Camarilla DeMark
R4 89.52 87.96 82.67
R3 86.94 85.38 81.96
R2 84.36 84.36 81.72
R1 82.80 82.80 81.49 82.29
PP 81.78 81.78 81.78 81.52
S1 80.22 80.22 81.01 79.71
S2 79.20 79.20 80.78
S3 76.62 77.64 80.54
S4 74.04 75.06 79.83
Weekly Pivots for week ending 15-Oct-2010
Classic Woodie Camarilla DeMark
R4 92.15 90.07 83.10
R3 88.78 86.70 82.18
R2 85.41 85.41 81.87
R1 83.33 83.33 81.56 82.69
PP 82.04 82.04 82.04 81.72
S1 79.96 79.96 80.94 79.32
S2 78.67 78.67 80.63
S3 75.30 76.59 80.32
S4 71.93 73.22 79.40
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 84.12 80.75 3.37 4.1% 1.87 2.3% 15% False True 279,149
10 84.43 80.30 4.13 5.1% 2.09 2.6% 23% False False 312,761
20 84.43 73.58 10.85 13.4% 2.07 2.5% 71% False False 313,655
40 84.43 71.49 12.94 15.9% 2.02 2.5% 75% False False 237,921
60 84.43 71.49 12.94 15.9% 1.98 2.4% 75% False False 174,362
80 84.43 71.49 12.94 15.9% 2.02 2.5% 75% False False 134,616
100 84.43 71.49 12.94 15.9% 2.05 2.5% 75% False False 110,173
120 93.14 70.96 22.18 27.3% 2.09 2.6% 46% False False 94,077
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.60
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 94.30
2.618 90.08
1.618 87.50
1.000 85.91
0.618 84.92
HIGH 83.33
0.618 82.34
0.500 82.04
0.382 81.74
LOW 80.75
0.618 79.16
1.000 78.17
1.618 76.58
2.618 74.00
4.250 69.79
Fisher Pivots for day following 15-Oct-2010
Pivot 1 day 3 day
R1 82.04 82.44
PP 81.78 82.04
S1 81.51 81.65

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

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