NYMEX Light Sweet Crude Oil Future January 2011


Trading Metrics calculated at close of trading on 13-Oct-2010
Day Change Summary
Previous Current
12-Oct-2010 13-Oct-2010 Change Change % Previous Week
Open 83.69 83.34 -0.35 -0.4% 83.29
High 83.94 84.85 0.91 1.1% 85.75
Low 82.51 83.32 0.81 1.0% 81.72
Close 83.32 84.49 1.17 1.4% 84.04
Range 1.43 1.53 0.10 7.0% 4.03
ATR 1.88 1.86 -0.03 -1.3% 0.00
Volume 63,295 63,179 -116 -0.2% 408,027
Daily Pivots for day following 13-Oct-2010
Classic Woodie Camarilla DeMark
R4 88.81 88.18 85.33
R3 87.28 86.65 84.91
R2 85.75 85.75 84.77
R1 85.12 85.12 84.63 85.44
PP 84.22 84.22 84.22 84.38
S1 83.59 83.59 84.35 83.91
S2 82.69 82.69 84.21
S3 81.16 82.06 84.07
S4 79.63 80.53 83.65
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% 2.06 2.4% 69% False False 80,772
10 85.75 79.92 5.83 6.9% 1.92 2.3% 78% False False 76,704
20 85.75 76.41 9.34 11.1% 1.89 2.2% 87% False False 64,381
40 85.75 73.12 12.63 14.9% 1.84 2.2% 90% False False 47,262
60 85.75 73.12 12.63 14.9% 1.77 2.1% 90% False False 34,575
80 85.75 73.12 12.63 14.9% 1.76 2.1% 90% False False 27,163
100 85.75 72.06 13.69 16.2% 1.75 2.1% 91% False False 22,752
120 93.29 72.06 21.23 25.1% 1.78 2.1% 59% False False 19,822
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 0.45
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 91.35
2.618 88.86
1.618 87.33
1.000 86.38
0.618 85.80
HIGH 84.85
0.618 84.27
0.500 84.09
0.382 83.90
LOW 83.32
0.618 82.37
1.000 81.79
1.618 80.84
2.618 79.31
4.250 76.82
Fisher Pivots for day following 13-Oct-2010
Pivot 1 day 3 day
R1 84.36 84.22
PP 84.22 83.96
S1 84.09 83.69

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

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