NYMEX Light Sweet Crude Oil Future January 2011


Trading Metrics calculated at close of trading on 11-Oct-2010
Day Change Summary
Previous Current
08-Oct-2010 11-Oct-2010 Change Change % Previous Week
Open 83.01 84.41 1.40 1.7% 83.29
High 84.46 84.87 0.41 0.5% 85.75
Low 81.72 83.44 1.72 2.1% 81.72
Close 84.04 83.88 -0.16 -0.2% 84.04
Range 2.74 1.43 -1.31 -47.8% 4.03
ATR 1.96 1.92 -0.04 -1.9% 0.00
Volume 102,813 95,439 -7,374 -7.2% 408,027
Daily Pivots for day following 11-Oct-2010
Classic Woodie Camarilla DeMark
R4 88.35 87.55 84.67
R3 86.92 86.12 84.27
R2 85.49 85.49 84.14
R1 84.69 84.69 84.01 84.38
PP 84.06 84.06 84.06 83.91
S1 83.26 83.26 83.75 82.95
S2 82.63 82.63 83.62
S3 81.20 81.83 83.49
S4 79.77 80.40 83.09
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% 2.21 2.6% 54% False False 88,077
10 85.75 77.54 8.21 9.8% 2.02 2.4% 77% False False 74,932
20 85.75 76.41 9.34 11.1% 1.86 2.2% 80% False False 62,613
40 85.75 73.12 12.63 15.1% 1.83 2.2% 85% False False 44,456
60 85.75 73.12 12.63 15.1% 1.77 2.1% 85% False False 32,590
80 85.75 73.12 12.63 15.1% 1.76 2.1% 85% False False 25,737
100 85.75 72.06 13.69 16.3% 1.77 2.1% 86% False False 21,618
120 93.29 72.06 21.23 25.3% 1.76 2.1% 56% False False 18,864
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.53
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 90.95
2.618 88.61
1.618 87.18
1.000 86.30
0.618 85.75
HIGH 84.87
0.618 84.32
0.500 84.16
0.382 83.99
LOW 83.44
0.618 82.56
1.000 82.01
1.618 81.13
2.618 79.70
4.250 77.36
Fisher Pivots for day following 11-Oct-2010
Pivot 1 day 3 day
R1 84.16 83.83
PP 84.06 83.78
S1 83.97 83.74

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

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