NYMEX Light Sweet Crude Oil Future January 2011


Trading Metrics calculated at close of trading on 01-Oct-2010
Day Change Summary
Previous Current
30-Sep-2010 01-Oct-2010 Change Change % Previous Week
Open 80.20 81.65 1.45 1.8% 78.85
High 81.95 83.36 1.41 1.7% 83.36
Low 79.92 81.56 1.64 2.1% 77.36
Close 81.81 83.28 1.47 1.8% 83.28
Range 2.03 1.80 -0.23 -11.3% 6.00
ATR 1.83 1.83 0.00 -0.1% 0.00
Volume 66,780 70,325 3,545 5.3% 300,565
Daily Pivots for day following 01-Oct-2010
Classic Woodie Camarilla DeMark
R4 88.13 87.51 84.27
R3 86.33 85.71 83.78
R2 84.53 84.53 83.61
R1 83.91 83.91 83.45 84.22
PP 82.73 82.73 82.73 82.89
S1 82.11 82.11 83.12 82.42
S2 80.93 80.93 82.95
S3 79.13 80.31 82.79
S4 77.33 78.51 82.29
Weekly Pivots for week ending 01-Oct-2010
Classic Woodie Camarilla DeMark
R4 99.33 97.31 86.58
R3 93.33 91.31 84.93
R2 87.33 87.33 84.38
R1 85.31 85.31 83.83 86.32
PP 81.33 81.33 81.33 81.84
S1 79.31 79.31 82.73 80.32
S2 75.33 75.33 82.18
S3 69.33 73.31 81.63
S4 63.33 67.31 79.98
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.36 77.36 6.00 7.2% 1.88 2.3% 99% True False 60,113
10 83.36 76.41 6.95 8.3% 1.88 2.3% 99% True False 56,486
20 83.36 76.41 6.95 8.3% 1.81 2.2% 99% True False 48,530
40 84.40 73.12 11.28 13.5% 1.79 2.1% 90% False False 33,631
60 84.73 73.12 11.61 13.9% 1.73 2.1% 88% False False 24,745
80 84.73 73.12 11.61 13.9% 1.70 2.0% 88% False False 19,787
100 86.81 72.06 14.75 17.7% 1.77 2.1% 76% False False 16,915
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.43
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 91.01
2.618 88.07
1.618 86.27
1.000 85.16
0.618 84.47
HIGH 83.36
0.618 82.67
0.500 82.46
0.382 82.25
LOW 81.56
0.618 80.45
1.000 79.76
1.618 78.65
2.618 76.85
4.250 73.91
Fisher Pivots for day following 01-Oct-2010
Pivot 1 day 3 day
R1 83.01 82.41
PP 82.73 81.54
S1 82.46 80.67

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

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