NYMEX Light Sweet Crude Oil Future January 2011


Trading Metrics calculated at close of trading on 18-Oct-2010
Day Change Summary
Previous Current
15-Oct-2010 18-Oct-2010 Change Change % Previous Week
Open 84.23 82.68 -1.55 -1.8% 84.41
High 84.62 84.64 0.02 0.0% 85.48
Low 82.08 81.68 -0.40 -0.5% 82.08
Close 82.61 84.49 1.88 2.3% 82.61
Range 2.54 2.96 0.42 16.5% 3.40
ATR 1.91 1.98 0.08 3.9% 0.00
Volume 59,727 62,853 3,126 5.2% 348,001
Daily Pivots for day following 18-Oct-2010
Classic Woodie Camarilla DeMark
R4 92.48 91.45 86.12
R3 89.52 88.49 85.30
R2 86.56 86.56 85.03
R1 85.53 85.53 84.76 86.05
PP 83.60 83.60 83.60 83.86
S1 82.57 82.57 84.22 83.09
S2 80.64 80.64 83.95
S3 77.68 79.61 83.68
S4 74.72 76.65 82.86
Weekly Pivots for week ending 15-Oct-2010
Classic Woodie Camarilla DeMark
R4 93.59 91.50 84.48
R3 90.19 88.10 83.55
R2 86.79 86.79 83.23
R1 84.70 84.70 82.92 84.05
PP 83.39 83.39 83.39 83.06
S1 81.30 81.30 82.30 80.65
S2 79.99 79.99 81.99
S3 76.59 77.90 81.68
S4 73.19 74.50 80.74
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 85.48 81.68 3.80 4.5% 2.07 2.4% 74% False True 63,083
10 85.75 81.68 4.07 4.8% 2.14 2.5% 69% False True 75,580
20 85.75 76.41 9.34 11.1% 1.97 2.3% 87% False False 67,045
40 85.75 73.12 12.63 14.9% 1.90 2.2% 90% False False 50,537
60 85.75 73.12 12.63 14.9% 1.81 2.1% 90% False False 37,260
80 85.75 73.12 12.63 14.9% 1.80 2.1% 90% False False 29,393
100 85.75 73.12 12.63 14.9% 1.78 2.1% 90% False False 24,457
120 93.29 72.06 21.23 25.1% 1.82 2.1% 59% False False 21,298
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 0.58
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 97.22
2.618 92.39
1.618 89.43
1.000 87.60
0.618 86.47
HIGH 84.64
0.618 83.51
0.500 83.16
0.382 82.81
LOW 81.68
0.618 79.85
1.000 78.72
1.618 76.89
2.618 73.93
4.250 69.10
Fisher Pivots for day following 18-Oct-2010
Pivot 1 day 3 day
R1 84.05 84.19
PP 83.60 83.88
S1 83.16 83.58

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

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