NYMEX Light Sweet Crude Oil Future January 2011


Trading Metrics calculated at close of trading on 05-Oct-2010
Day Change Summary
Previous Current
04-Oct-2010 05-Oct-2010 Change Change % Previous Week
Open 83.29 82.71 -0.58 -0.7% 78.85
High 83.82 84.45 0.63 0.8% 83.36
Low 82.48 82.49 0.01 0.0% 77.36
Close 82.88 84.39 1.51 1.8% 83.28
Range 1.34 1.96 0.62 46.3% 6.00
ATR 1.79 1.80 0.01 0.7% 0.00
Volume 63,079 67,538 4,459 7.1% 300,565
Daily Pivots for day following 05-Oct-2010
Classic Woodie Camarilla DeMark
R4 89.66 88.98 85.47
R3 87.70 87.02 84.93
R2 85.74 85.74 84.75
R1 85.06 85.06 84.57 85.40
PP 83.78 83.78 83.78 83.95
S1 83.10 83.10 84.21 83.44
S2 81.82 81.82 84.03
S3 79.86 81.14 83.85
S4 77.90 79.18 83.31
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 84.45 77.98 6.47 7.7% 1.90 2.3% 99% True False 64,749
10 84.45 76.41 8.04 9.5% 1.80 2.1% 99% True False 61,644
20 84.45 76.41 8.04 9.5% 1.75 2.1% 99% True False 52,523
40 84.45 73.12 11.33 13.4% 1.80 2.1% 99% True False 36,406
60 84.73 73.12 11.61 13.8% 1.74 2.1% 97% False False 26,713
80 84.73 73.12 11.61 13.8% 1.71 2.0% 97% False False 21,262
100 84.73 72.06 12.67 15.0% 1.77 2.1% 97% False False 18,107
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 0.38
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 92.78
2.618 89.58
1.618 87.62
1.000 86.41
0.618 85.66
HIGH 84.45
0.618 83.70
0.500 83.47
0.382 83.24
LOW 82.49
0.618 81.28
1.000 80.53
1.618 79.32
2.618 77.36
4.250 74.16
Fisher Pivots for day following 05-Oct-2010
Pivot 1 day 3 day
R1 84.08 83.93
PP 83.78 83.47
S1 83.47 83.01

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

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