NYMEX Light Sweet Crude Oil Future December 2010


Trading Metrics calculated at close of trading on 22-Oct-2010
Day Change Summary
Previous Current
21-Oct-2010 22-Oct-2010 Change Change % Previous Week
Open 82.55 80.73 -1.82 -2.2% 82.20
High 82.70 82.07 -0.63 -0.8% 83.95
Low 80.09 80.41 0.32 0.4% 79.84
Close 80.56 81.69 1.13 1.4% 81.69
Range 2.61 1.66 -0.95 -36.4% 4.11
ATR 2.27 2.22 -0.04 -1.9% 0.00
Volume 344,542 226,520 -118,022 -34.3% 1,653,049
Daily Pivots for day following 22-Oct-2010
Classic Woodie Camarilla DeMark
R4 86.37 85.69 82.60
R3 84.71 84.03 82.15
R2 83.05 83.05 81.99
R1 82.37 82.37 81.84 82.71
PP 81.39 81.39 81.39 81.56
S1 80.71 80.71 81.54 81.05
S2 79.73 79.73 81.39
S3 78.07 79.05 81.23
S4 76.41 77.39 80.78
Weekly Pivots for week ending 22-Oct-2010
Classic Woodie Camarilla DeMark
R4 94.16 92.03 83.95
R3 90.05 87.92 82.82
R2 85.94 85.94 82.44
R1 83.81 83.81 82.07 82.82
PP 81.83 81.83 81.83 81.33
S1 79.70 79.70 81.31 78.71
S2 77.72 77.72 80.94
S3 73.61 75.59 80.56
S4 69.50 71.48 79.43
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.95 79.84 4.11 5.0% 2.79 3.4% 45% False False 330,609
10 84.80 79.84 4.96 6.1% 2.31 2.8% 37% False False 266,483
20 85.08 76.51 8.57 10.5% 2.21 2.7% 60% False False 228,054
40 85.08 74.51 10.57 12.9% 2.08 2.6% 68% False False 180,301
60 85.08 72.35 12.73 15.6% 2.01 2.5% 73% False False 142,031
80 85.08 72.35 12.73 15.6% 2.04 2.5% 73% False False 116,678
100 85.08 72.35 12.73 15.6% 2.06 2.5% 73% False False 102,231
120 89.83 71.50 18.33 22.4% 2.20 2.7% 56% False False 94,939
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.42
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 89.13
2.618 86.42
1.618 84.76
1.000 83.73
0.618 83.10
HIGH 82.07
0.618 81.44
0.500 81.24
0.382 81.04
LOW 80.41
0.618 79.38
1.000 78.75
1.618 77.72
2.618 76.06
4.250 73.36
Fisher Pivots for day following 22-Oct-2010
Pivot 1 day 3 day
R1 81.54 81.56
PP 81.39 81.43
S1 81.24 81.30

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

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