NYMEX Light Sweet Crude Oil Future December 2010


Trading Metrics calculated at close of trading on 26-Oct-2010
Day Change Summary
Previous Current
25-Oct-2010 26-Oct-2010 Change Change % Previous Week
Open 82.01 82.47 0.46 0.6% 82.20
High 83.28 82.88 -0.40 -0.5% 83.95
Low 81.45 81.81 0.36 0.4% 79.84
Close 82.52 82.55 0.03 0.0% 81.69
Range 1.83 1.07 -0.76 -41.5% 4.11
ATR 2.19 2.11 -0.08 -3.7% 0.00
Volume 310,801 233,916 -76,885 -24.7% 1,653,049
Daily Pivots for day following 26-Oct-2010
Classic Woodie Camarilla DeMark
R4 85.62 85.16 83.14
R3 84.55 84.09 82.84
R2 83.48 83.48 82.75
R1 83.02 83.02 82.65 83.25
PP 82.41 82.41 82.41 82.53
S1 81.95 81.95 82.45 82.18
S2 81.34 81.34 82.35
S3 80.27 80.88 82.26
S4 79.20 79.81 81.96
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 83.28 79.90 3.38 4.1% 1.97 2.4% 78% False False 303,703
10 84.80 79.84 4.96 6.0% 2.30 2.8% 55% False False 283,543
20 85.08 76.90 8.18 9.9% 2.19 2.7% 69% False False 239,824
40 85.08 74.64 10.44 12.6% 2.05 2.5% 76% False False 186,874
60 85.08 72.35 12.73 15.4% 1.98 2.4% 80% False False 149,594
80 85.08 72.35 12.73 15.4% 2.01 2.4% 80% False False 122,226
100 85.08 72.35 12.73 15.4% 2.03 2.5% 80% False False 106,467
120 86.52 71.50 15.02 18.2% 2.15 2.6% 74% False False 98,324
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.43
Narrowest range in 50 trading days
Fibonacci Retracements and Extensions
4.250 87.43
2.618 85.68
1.618 84.61
1.000 83.95
0.618 83.54
HIGH 82.88
0.618 82.47
0.500 82.35
0.382 82.22
LOW 81.81
0.618 81.15
1.000 80.74
1.618 80.08
2.618 79.01
4.250 77.26
Fisher Pivots for day following 26-Oct-2010
Pivot 1 day 3 day
R1 82.48 82.32
PP 82.41 82.08
S1 82.35 81.85

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

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