NYMEX Light Sweet Crude Oil Future December 2010


Trading Metrics calculated at close of trading on 25-Oct-2010
Day Change Summary
Previous Current
22-Oct-2010 25-Oct-2010 Change Change % Previous Week
Open 80.73 82.01 1.28 1.6% 82.20
High 82.07 83.28 1.21 1.5% 83.95
Low 80.41 81.45 1.04 1.3% 79.84
Close 81.69 82.52 0.83 1.0% 81.69
Range 1.66 1.83 0.17 10.2% 4.11
ATR 2.22 2.19 -0.03 -1.3% 0.00
Volume 226,520 310,801 84,281 37.2% 1,653,049
Daily Pivots for day following 25-Oct-2010
Classic Woodie Camarilla DeMark
R4 87.91 87.04 83.53
R3 86.08 85.21 83.02
R2 84.25 84.25 82.86
R1 83.38 83.38 82.69 83.82
PP 82.42 82.42 82.42 82.63
S1 81.55 81.55 82.35 81.99
S2 80.59 80.59 82.18
S3 78.76 79.72 82.02
S4 76.93 77.89 81.51
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 83.89 79.84 4.05 4.9% 2.57 3.1% 66% False False 347,119
10 84.80 79.84 4.96 6.0% 2.34 2.8% 54% False False 275,147
20 85.08 76.61 8.47 10.3% 2.22 2.7% 70% False False 235,285
40 85.08 74.64 10.44 12.7% 2.05 2.5% 75% False False 184,844
60 85.08 72.35 12.73 15.4% 2.00 2.4% 80% False False 146,364
80 85.08 72.35 12.73 15.4% 2.03 2.5% 80% False False 120,002
100 85.08 72.35 12.73 15.4% 2.06 2.5% 80% False False 104,785
120 87.40 71.50 15.90 19.3% 2.19 2.7% 69% False False 97,043
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 0.42
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 91.06
2.618 88.07
1.618 86.24
1.000 85.11
0.618 84.41
HIGH 83.28
0.618 82.58
0.500 82.37
0.382 82.15
LOW 81.45
0.618 80.32
1.000 79.62
1.618 78.49
2.618 76.66
4.250 73.67
Fisher Pivots for day following 25-Oct-2010
Pivot 1 day 3 day
R1 82.47 82.24
PP 82.42 81.96
S1 82.37 81.69

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

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