NYMEX Light Sweet Crude Oil Future December 2010


Trading Metrics calculated at close of trading on 13-Oct-2010
Day Change Summary
Previous Current
12-Oct-2010 13-Oct-2010 Change Change % Previous Week
Open 82.76 82.50 -0.26 -0.3% 82.60
High 83.10 84.14 1.04 1.3% 85.08
Low 81.67 82.42 0.75 0.9% 80.98
Close 82.45 83.74 1.29 1.6% 83.35
Range 1.43 1.72 0.29 20.3% 4.10
ATR 1.97 1.95 -0.02 -0.9% 0.00
Volume 149,957 195,934 45,977 30.7% 1,063,404
Daily Pivots for day following 13-Oct-2010
Classic Woodie Camarilla DeMark
R4 88.59 87.89 84.69
R3 86.87 86.17 84.21
R2 85.15 85.15 84.06
R1 84.45 84.45 83.90 84.80
PP 83.43 83.43 83.43 83.61
S1 82.73 82.73 83.58 83.08
S2 81.71 81.71 83.42
S3 79.99 81.01 83.27
S4 78.27 79.29 82.79
Weekly Pivots for week ending 08-Oct-2010
Classic Woodie Camarilla DeMark
R4 95.44 93.49 85.61
R3 91.34 89.39 84.48
R2 87.24 87.24 84.10
R1 85.29 85.29 83.73 86.27
PP 83.14 83.14 83.14 83.62
S1 81.19 81.19 82.97 82.17
S2 79.04 79.04 82.60
S3 74.94 77.09 82.22
S4 70.84 72.99 81.10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 85.08 80.98 4.10 4.9% 2.16 2.6% 67% False False 203,668
10 85.08 78.84 6.24 7.5% 2.01 2.4% 79% False False 200,815
20 85.08 75.10 9.98 11.9% 1.98 2.4% 87% False False 172,840
40 85.08 72.35 12.73 15.2% 1.93 2.3% 89% False False 140,646
60 85.08 72.35 12.73 15.2% 1.94 2.3% 89% False False 112,574
80 85.08 72.35 12.73 15.2% 2.00 2.4% 89% False False 93,899
100 85.08 71.50 13.58 16.2% 2.07 2.5% 90% False False 84,814
120 93.55 71.50 22.05 26.3% 2.16 2.6% 56% False False 80,507
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.47
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 91.45
2.618 88.64
1.618 86.92
1.000 85.86
0.618 85.20
HIGH 84.14
0.618 83.48
0.500 83.28
0.382 83.08
LOW 82.42
0.618 81.36
1.000 80.70
1.618 79.64
2.618 77.92
4.250 75.11
Fisher Pivots for day following 13-Oct-2010
Pivot 1 day 3 day
R1 83.59 83.47
PP 83.43 83.20
S1 83.28 82.94

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

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