NYMEX Light Sweet Crude Oil Future December 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 83.74 79.93 -3.81 -4.5% 83.65
High 83.89 82.58 -1.31 -1.6% 84.80
Low 79.84 79.90 0.06 0.1% 81.41
Close 80.16 82.54 2.38 3.0% 81.93
Range 4.05 2.68 -1.37 -33.8% 3.39
ATR 2.21 2.24 0.03 1.5% 0.00
Volume 450,997 402,737 -48,260 -10.7% 1,011,788
Daily Pivots for day following 20-Oct-2010
Classic Woodie Camarilla DeMark
R4 89.71 88.81 84.01
R3 87.03 86.13 83.28
R2 84.35 84.35 83.03
R1 83.45 83.45 82.79 83.90
PP 81.67 81.67 81.67 81.90
S1 80.77 80.77 82.29 81.22
S2 78.99 78.99 82.05
S3 76.31 78.09 81.80
S4 73.63 75.41 81.07
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 79.84 4.96 6.0% 2.83 3.4% 54% False False 304,744
10 85.08 79.84 5.24 6.3% 2.49 3.0% 52% False False 254,206
20 85.08 75.10 9.98 12.1% 2.19 2.7% 75% False False 216,623
40 85.08 72.35 12.73 15.4% 2.07 2.5% 80% False False 169,677
60 85.08 72.35 12.73 15.4% 2.01 2.4% 80% False False 134,427
80 85.08 72.35 12.73 15.4% 2.06 2.5% 80% False False 110,505
100 85.08 72.35 12.73 15.4% 2.08 2.5% 80% False False 97,366
120 93.55 71.50 22.05 26.7% 2.21 2.7% 50% False False 90,981
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 93.97
2.618 89.60
1.618 86.92
1.000 85.26
0.618 84.24
HIGH 82.58
0.618 81.56
0.500 81.24
0.382 80.92
LOW 79.90
0.618 78.24
1.000 77.22
1.618 75.56
2.618 72.88
4.250 68.51
Fisher Pivots for day following 20-Oct-2010
Pivot 1 day 3 day
R1 82.11 82.33
PP 81.67 82.11
S1 81.24 81.90

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

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