NYMEX Light Sweet Crude Oil Future January 2011


Trading Metrics calculated at close of trading on 08-Oct-2010
Day Change Summary
Previous Current
07-Oct-2010 08-Oct-2010 Change Change % Previous Week
Open 84.75 83.01 -1.74 -2.1% 83.29
High 85.75 84.46 -1.29 -1.5% 85.75
Low 82.56 81.72 -0.84 -1.0% 81.72
Close 83.16 84.04 0.88 1.1% 84.04
Range 3.19 2.74 -0.45 -14.1% 4.03
ATR 1.90 1.96 0.06 3.2% 0.00
Volume 79,134 102,813 23,679 29.9% 408,027
Daily Pivots for day following 08-Oct-2010
Classic Woodie Camarilla DeMark
R4 91.63 90.57 85.55
R3 88.89 87.83 84.79
R2 86.15 86.15 84.54
R1 85.09 85.09 84.29 85.62
PP 83.41 83.41 83.41 83.67
S1 82.35 82.35 83.79 82.88
S2 80.67 80.67 83.54
S3 77.93 79.61 83.29
S4 75.19 76.87 82.53
Weekly Pivots for week ending 08-Oct-2010
Classic Woodie Camarilla DeMark
R4 95.93 94.01 86.26
R3 91.90 89.98 85.15
R2 87.87 87.87 84.78
R1 85.95 85.95 84.41 86.91
PP 83.84 83.84 83.84 84.32
S1 81.92 81.92 83.67 82.88
S2 79.81 79.81 83.30
S3 75.78 77.89 82.93
S4 71.75 73.86 81.82
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 85.75 81.72 4.03 4.8% 2.19 2.6% 58% False True 81,605
10 85.75 77.36 8.39 10.0% 2.04 2.4% 80% False False 70,859
20 85.75 76.41 9.34 11.1% 1.86 2.2% 82% False False 61,042
40 85.75 73.12 12.63 15.0% 1.83 2.2% 86% False False 42,554
60 85.75 73.12 12.63 15.0% 1.77 2.1% 86% False False 31,054
80 85.75 73.12 12.63 15.0% 1.75 2.1% 86% False False 24,607
100 85.75 72.06 13.69 16.3% 1.77 2.1% 88% False False 20,725
120 93.29 72.06 21.23 25.3% 1.76 2.1% 56% False False 18,084
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 0.49
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 96.11
2.618 91.63
1.618 88.89
1.000 87.20
0.618 86.15
HIGH 84.46
0.618 83.41
0.500 83.09
0.382 82.77
LOW 81.72
0.618 80.03
1.000 78.98
1.618 77.29
2.618 74.55
4.250 70.08
Fisher Pivots for day following 08-Oct-2010
Pivot 1 day 3 day
R1 83.72 83.94
PP 83.41 83.84
S1 83.09 83.74

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

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