NYMEX Light Sweet Crude Oil Future November 2010


Trading Metrics calculated at close of trading on 20-Oct-2010
Day Change Summary
Previous Current
19-Oct-2010 20-Oct-2010 Change Change % Previous Week
Open 82.95 79.48 -3.47 -4.2% 82.95
High 83.20 82.03 -1.17 -1.4% 84.12
Low 79.25 79.35 0.10 0.1% 80.75
Close 79.49 81.77 2.28 2.9% 81.25
Range 3.95 2.68 -1.27 -32.2% 3.37
ATR 2.26 2.29 0.03 1.3% 0.00
Volume 124,018 30,183 -93,835 -75.7% 1,395,748
Daily Pivots for day following 20-Oct-2010
Classic Woodie Camarilla DeMark
R4 89.09 88.11 83.24
R3 86.41 85.43 82.51
R2 83.73 83.73 82.26
R1 82.75 82.75 82.02 83.24
PP 81.05 81.05 81.05 81.30
S1 80.07 80.07 81.52 80.56
S2 78.37 78.37 81.28
S3 75.69 77.39 81.03
S4 73.01 74.71 80.30
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 79.25 4.87 6.0% 2.81 3.4% 52% False False 196,690
10 84.43 79.25 5.18 6.3% 2.52 3.1% 49% False False 255,024
20 84.43 73.58 10.85 13.3% 2.25 2.7% 75% False False 286,617
40 84.43 71.49 12.94 15.8% 2.14 2.6% 79% False False 242,403
60 84.43 71.49 12.94 15.8% 2.05 2.5% 79% False False 179,546
80 84.43 71.49 12.94 15.8% 2.08 2.5% 79% False False 138,617
100 84.43 71.49 12.94 15.8% 2.06 2.5% 79% False False 113,428
120 93.14 70.96 22.18 27.1% 2.14 2.6% 49% False False 96,806
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.61
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 93.42
2.618 89.05
1.618 86.37
1.000 84.71
0.618 83.69
HIGH 82.03
0.618 81.01
0.500 80.69
0.382 80.37
LOW 79.35
0.618 77.69
1.000 76.67
1.618 75.01
2.618 72.33
4.250 67.96
Fisher Pivots for day following 20-Oct-2010
Pivot 1 day 3 day
R1 81.41 81.60
PP 81.05 81.43
S1 80.69 81.27

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

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