NYMEX Light Sweet Crude Oil Future December 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 83.89 83.50 -0.39 -0.5% 83.65
High 84.80 83.98 -0.82 -1.0% 84.80
Low 82.89 81.41 -1.48 -1.8% 81.41
Close 83.36 81.93 -1.43 -1.7% 81.93
Range 1.91 2.57 0.66 34.6% 3.39
ATR 1.95 2.00 0.04 2.3% 0.00
Volume 227,224 214,511 -12,713 -5.6% 1,011,788
Daily Pivots for day following 15-Oct-2010
Classic Woodie Camarilla DeMark
R4 90.15 88.61 83.34
R3 87.58 86.04 82.64
R2 85.01 85.01 82.40
R1 83.47 83.47 82.17 82.96
PP 82.44 82.44 82.44 82.18
S1 80.90 80.90 81.69 80.39
S2 79.87 79.87 81.46
S3 77.30 78.33 81.22
S4 74.73 75.76 80.52
Weekly Pivots for week ending 15-Oct-2010
Classic Woodie Camarilla DeMark
R4 92.88 90.80 83.79
R3 89.49 87.41 82.86
R2 86.10 86.10 82.55
R1 84.02 84.02 82.24 83.37
PP 82.71 82.71 82.71 82.39
S1 80.63 80.63 81.62 79.98
S2 79.32 79.32 81.31
S3 75.93 77.24 81.00
S4 72.54 73.85 80.07
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 84.80 81.41 3.39 4.1% 1.84 2.2% 15% False True 202,357
10 85.08 80.98 4.10 5.0% 2.03 2.5% 23% False False 207,519
20 85.08 75.10 9.98 12.2% 2.00 2.4% 68% False False 181,593
40 85.08 72.35 12.73 15.5% 1.95 2.4% 75% False False 146,478
60 85.08 72.35 12.73 15.5% 1.93 2.4% 75% False False 118,329
80 85.08 72.35 12.73 15.5% 2.01 2.4% 75% False False 98,625
100 85.08 72.35 12.73 15.5% 2.07 2.5% 75% False False 88,242
120 93.55 71.50 22.05 26.9% 2.17 2.7% 47% False False 83,496
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 0.57
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 94.90
2.618 90.71
1.618 88.14
1.000 86.55
0.618 85.57
HIGH 83.98
0.618 83.00
0.500 82.70
0.382 82.39
LOW 81.41
0.618 79.82
1.000 78.84
1.618 77.25
2.618 74.68
4.250 70.49
Fisher Pivots for day following 15-Oct-2010
Pivot 1 day 3 day
R1 82.70 83.11
PP 82.44 82.71
S1 82.19 82.32

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

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