NYMEX Light Sweet Crude Oil Future January 2011


Trading Metrics calculated at close of trading on 21-Oct-2010
Day Change Summary
Previous Current
20-Oct-2010 21-Oct-2010 Change Change % Previous Week
Open 80.73 83.13 2.40 3.0% 84.41
High 83.28 83.39 0.11 0.1% 85.48
Low 80.63 80.89 0.26 0.3% 82.08
Close 83.26 81.33 -1.93 -2.3% 82.61
Range 2.65 2.50 -0.15 -5.7% 3.40
ATR 2.16 2.18 0.02 1.1% 0.00
Volume 90,776 97,904 7,128 7.9% 348,001
Daily Pivots for day following 21-Oct-2010
Classic Woodie Camarilla DeMark
R4 89.37 87.85 82.71
R3 86.87 85.35 82.02
R2 84.37 84.37 81.79
R1 82.85 82.85 81.56 82.36
PP 81.87 81.87 81.87 81.63
S1 80.35 80.35 81.10 79.86
S2 79.37 79.37 80.87
S3 76.87 77.85 80.64
S4 74.37 75.35 79.96
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 84.64 80.63 4.01 4.9% 2.90 3.6% 17% False False 74,145
10 85.48 80.63 4.85 6.0% 2.35 2.9% 14% False False 76,181
20 85.75 77.24 8.51 10.5% 2.15 2.6% 48% False False 71,292
40 85.75 74.90 10.85 13.3% 2.00 2.5% 59% False False 55,652
60 85.75 73.12 12.63 15.5% 1.88 2.3% 65% False False 41,053
80 85.75 73.12 12.63 15.5% 1.85 2.3% 65% False False 32,309
100 85.75 73.12 12.63 15.5% 1.80 2.2% 65% False False 26,817
120 92.30 72.06 20.24 24.9% 1.87 2.3% 46% False False 23,267
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 0.49
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 94.02
2.618 89.94
1.618 87.44
1.000 85.89
0.618 84.94
HIGH 83.39
0.618 82.44
0.500 82.14
0.382 81.85
LOW 80.89
0.618 79.35
1.000 78.39
1.618 76.85
2.618 74.35
4.250 70.27
Fisher Pivots for day following 21-Oct-2010
Pivot 1 day 3 day
R1 82.14 82.60
PP 81.87 82.17
S1 81.60 81.75

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

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