NYMEX Light Sweet Crude Oil Future January 2011


Trading Metrics calculated at close of trading on 19-Oct-2010
Day Change Summary
Previous Current
18-Oct-2010 19-Oct-2010 Change Change % Previous Week
Open 82.68 84.27 1.59 1.9% 84.41
High 84.64 84.56 -0.08 -0.1% 85.48
Low 81.68 80.70 -0.98 -1.2% 82.08
Close 84.49 80.88 -3.61 -4.3% 82.61
Range 2.96 3.86 0.90 30.4% 3.40
ATR 1.98 2.12 0.13 6.8% 0.00
Volume 62,853 59,467 -3,386 -5.4% 348,001
Daily Pivots for day following 19-Oct-2010
Classic Woodie Camarilla DeMark
R4 93.63 91.11 83.00
R3 89.77 87.25 81.94
R2 85.91 85.91 81.59
R1 83.39 83.39 81.23 82.72
PP 82.05 82.05 82.05 81.71
S1 79.53 79.53 80.53 78.86
S2 78.19 78.19 80.17
S3 74.33 75.67 79.82
S4 70.47 71.81 78.76
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 80.70 4.78 5.9% 2.56 3.2% 4% False True 62,317
10 85.75 80.70 5.05 6.2% 2.33 2.9% 4% False True 74,773
20 85.75 76.41 9.34 11.5% 2.06 2.6% 48% False False 68,208
40 85.75 73.12 12.63 15.6% 1.95 2.4% 61% False False 51,766
60 85.75 73.12 12.63 15.6% 1.86 2.3% 61% False False 38,117
80 85.75 73.12 12.63 15.6% 1.82 2.3% 61% False False 30,090
100 85.75 73.12 12.63 15.6% 1.80 2.2% 61% False False 25,001
120 93.29 72.06 21.23 26.2% 1.84 2.3% 42% False False 21,754
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.59
Widest range in 95 trading days
Fibonacci Retracements and Extensions
4.250 100.97
2.618 94.67
1.618 90.81
1.000 88.42
0.618 86.95
HIGH 84.56
0.618 83.09
0.500 82.63
0.382 82.17
LOW 80.70
0.618 78.31
1.000 76.84
1.618 74.45
2.618 70.59
4.250 64.30
Fisher Pivots for day following 19-Oct-2010
Pivot 1 day 3 day
R1 82.63 82.67
PP 82.05 82.07
S1 81.46 81.48

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

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