NYMEX Light Sweet Crude Oil Future December 2010


Trading Metrics calculated at close of trading on 28-Oct-2010
Day Change Summary
Previous Current
27-Oct-2010 28-Oct-2010 Change Change % Previous Week
Open 82.48 81.99 -0.49 -0.6% 82.20
High 82.69 82.64 -0.05 -0.1% 83.95
Low 80.52 81.50 0.98 1.2% 79.84
Close 81.94 82.18 0.24 0.3% 81.69
Range 2.17 1.14 -1.03 -47.5% 4.11
ATR 2.12 2.05 -0.07 -3.3% 0.00
Volume 340,559 276,983 -63,576 -18.7% 1,653,049
Daily Pivots for day following 28-Oct-2010
Classic Woodie Camarilla DeMark
R4 85.53 84.99 82.81
R3 84.39 83.85 82.49
R2 83.25 83.25 82.39
R1 82.71 82.71 82.28 82.98
PP 82.11 82.11 82.11 82.24
S1 81.57 81.57 82.08 81.84
S2 80.97 80.97 81.97
S3 79.83 80.43 81.87
S4 78.69 79.29 81.55
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 80.41 2.87 3.5% 1.57 1.9% 62% False False 277,755
10 83.98 79.84 4.14 5.0% 2.27 2.8% 57% False False 302,981
20 85.08 79.84 5.24 6.4% 2.12 2.6% 45% False False 254,285
40 85.08 75.10 9.98 12.1% 2.00 2.4% 71% False False 196,770
60 85.08 72.35 12.73 15.5% 1.98 2.4% 77% False False 157,706
80 85.08 72.35 12.73 15.5% 1.98 2.4% 77% False False 129,050
100 85.08 72.35 12.73 15.5% 2.02 2.5% 77% False False 111,551
120 86.52 71.50 15.02 18.3% 2.13 2.6% 71% False False 102,270
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.40
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 87.49
2.618 85.62
1.618 84.48
1.000 83.78
0.618 83.34
HIGH 82.64
0.618 82.20
0.500 82.07
0.382 81.94
LOW 81.50
0.618 80.80
1.000 80.36
1.618 79.66
2.618 78.52
4.250 76.66
Fisher Pivots for day following 28-Oct-2010
Pivot 1 day 3 day
R1 82.14 82.02
PP 82.11 81.86
S1 82.07 81.70

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

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