NYMEX Light Sweet Crude Oil Future January 2011


Trading Metrics calculated at close of trading on 07-Oct-2010
Day Change Summary
Previous Current
06-Oct-2010 07-Oct-2010 Change Change % Previous Week
Open 84.24 84.75 0.51 0.6% 78.85
High 85.61 85.75 0.14 0.2% 83.36
Low 83.89 82.56 -1.33 -1.6% 77.36
Close 84.77 83.16 -1.61 -1.9% 83.28
Range 1.72 3.19 1.47 85.5% 6.00
ATR 1.80 1.90 0.10 5.5% 0.00
Volume 95,463 79,134 -16,329 -17.1% 300,565
Daily Pivots for day following 07-Oct-2010
Classic Woodie Camarilla DeMark
R4 93.39 91.47 84.91
R3 90.20 88.28 84.04
R2 87.01 87.01 83.74
R1 85.09 85.09 83.45 84.46
PP 83.82 83.82 83.82 83.51
S1 81.90 81.90 82.87 81.27
S2 80.63 80.63 82.58
S3 77.44 78.71 82.28
S4 74.25 75.52 81.41
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 85.75 81.56 4.19 5.0% 2.00 2.4% 38% True False 75,107
10 85.75 77.24 8.51 10.2% 1.95 2.3% 70% True False 66,403
20 85.75 76.41 9.34 11.2% 1.81 2.2% 72% True False 57,477
40 85.75 73.12 12.63 15.2% 1.82 2.2% 79% True False 40,336
60 85.75 73.12 12.63 15.2% 1.76 2.1% 79% True False 29,432
80 85.75 73.12 12.63 15.2% 1.74 2.1% 79% True False 23,350
100 85.75 72.06 13.69 16.5% 1.77 2.1% 81% True False 19,744
120 93.29 72.06 21.23 25.5% 1.74 2.1% 52% False False 17,250
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.38
Widest range in 87 trading days
Fibonacci Retracements and Extensions
4.250 99.31
2.618 94.10
1.618 90.91
1.000 88.94
0.618 87.72
HIGH 85.75
0.618 84.53
0.500 84.16
0.382 83.78
LOW 82.56
0.618 80.59
1.000 79.37
1.618 77.40
2.618 74.21
4.250 69.00
Fisher Pivots for day following 07-Oct-2010
Pivot 1 day 3 day
R1 84.16 84.12
PP 83.82 83.80
S1 83.49 83.48

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

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