NYMEX Light Sweet Crude Oil Future December 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 82.50 83.89 1.39 1.7% 82.60
High 84.14 84.80 0.66 0.8% 85.08
Low 82.42 82.89 0.47 0.6% 80.98
Close 83.74 83.36 -0.38 -0.5% 83.35
Range 1.72 1.91 0.19 11.0% 4.10
ATR 1.95 1.95 0.00 -0.2% 0.00
Volume 195,934 227,224 31,290 16.0% 1,063,404
Daily Pivots for day following 14-Oct-2010
Classic Woodie Camarilla DeMark
R4 89.41 88.30 84.41
R3 87.50 86.39 83.89
R2 85.59 85.59 83.71
R1 84.48 84.48 83.54 84.08
PP 83.68 83.68 83.68 83.49
S1 82.57 82.57 83.18 82.17
S2 81.77 81.77 83.01
S3 79.86 80.66 82.83
S4 77.95 78.75 82.31
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 84.80 80.98 3.82 4.6% 1.88 2.3% 62% True False 210,760
10 85.08 80.64 4.44 5.3% 1.97 2.4% 61% False False 205,589
20 85.08 75.10 9.98 12.0% 1.99 2.4% 83% False False 176,501
40 85.08 72.35 12.73 15.3% 1.94 2.3% 86% False False 143,304
60 85.08 72.35 12.73 15.3% 1.94 2.3% 86% False False 115,799
80 85.08 72.35 12.73 15.3% 2.01 2.4% 86% False False 96,363
100 85.08 71.50 13.58 16.3% 2.08 2.5% 87% False False 86,418
120 93.55 71.50 22.05 26.5% 2.17 2.6% 54% False False 82,019
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 0.53
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 92.92
2.618 89.80
1.618 87.89
1.000 86.71
0.618 85.98
HIGH 84.80
0.618 84.07
0.500 83.85
0.382 83.62
LOW 82.89
0.618 81.71
1.000 80.98
1.618 79.80
2.618 77.89
4.250 74.77
Fisher Pivots for day following 14-Oct-2010
Pivot 1 day 3 day
R1 83.85 83.32
PP 83.68 83.28
S1 83.52 83.24

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

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