NYMEX Light Sweet Crude Oil Future December 2010


Trading Metrics calculated at close of trading on 27-Oct-2010
Day Change Summary
Previous Current
26-Oct-2010 27-Oct-2010 Change Change % Previous Week
Open 82.47 82.48 0.01 0.0% 82.20
High 82.88 82.69 -0.19 -0.2% 83.95
Low 81.81 80.52 -1.29 -1.6% 79.84
Close 82.55 81.94 -0.61 -0.7% 81.69
Range 1.07 2.17 1.10 102.8% 4.11
ATR 2.11 2.12 0.00 0.2% 0.00
Volume 233,916 340,559 106,643 45.6% 1,653,049
Daily Pivots for day following 27-Oct-2010
Classic Woodie Camarilla DeMark
R4 88.23 87.25 83.13
R3 86.06 85.08 82.54
R2 83.89 83.89 82.34
R1 82.91 82.91 82.14 82.32
PP 81.72 81.72 81.72 81.42
S1 80.74 80.74 81.74 80.15
S2 79.55 79.55 81.54
S3 77.38 78.57 81.34
S4 75.21 76.40 80.75
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 80.09 3.19 3.9% 1.87 2.3% 58% False False 291,267
10 84.80 79.84 4.96 6.1% 2.35 2.9% 42% False False 298,006
20 85.08 78.84 6.24 7.6% 2.18 2.7% 50% False False 249,410
40 85.08 74.82 10.26 12.5% 2.04 2.5% 69% False False 193,140
60 85.08 72.35 12.73 15.5% 1.98 2.4% 75% False False 154,054
80 85.08 72.35 12.73 15.5% 2.01 2.4% 75% False False 126,078
100 85.08 72.35 12.73 15.5% 2.03 2.5% 75% False False 109,248
120 86.52 71.50 15.02 18.3% 2.14 2.6% 70% False False 100,467
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.44
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 91.91
2.618 88.37
1.618 86.20
1.000 84.86
0.618 84.03
HIGH 82.69
0.618 81.86
0.500 81.61
0.382 81.35
LOW 80.52
0.618 79.18
1.000 78.35
1.618 77.01
2.618 74.84
4.250 71.30
Fisher Pivots for day following 27-Oct-2010
Pivot 1 day 3 day
R1 81.83 81.93
PP 81.72 81.91
S1 81.61 81.90

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

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