NYMEX Light Sweet Crude Oil Future January 2011


Trading Metrics calculated at close of trading on 22-Oct-2010
Day Change Summary
Previous Current
21-Oct-2010 22-Oct-2010 Change Change % Previous Week
Open 83.13 81.52 -1.61 -1.9% 82.68
High 83.39 82.80 -0.59 -0.7% 84.64
Low 80.89 81.23 0.34 0.4% 80.63
Close 81.33 82.45 1.12 1.4% 82.45
Range 2.50 1.57 -0.93 -37.2% 4.01
ATR 2.18 2.14 -0.04 -2.0% 0.00
Volume 97,904 86,495 -11,409 -11.7% 397,495
Daily Pivots for day following 22-Oct-2010
Classic Woodie Camarilla DeMark
R4 86.87 86.23 83.31
R3 85.30 84.66 82.88
R2 83.73 83.73 82.74
R1 83.09 83.09 82.59 83.41
PP 82.16 82.16 82.16 82.32
S1 81.52 81.52 82.31 81.84
S2 80.59 80.59 82.16
S3 79.02 79.95 82.02
S4 77.45 78.38 81.59
Weekly Pivots for week ending 22-Oct-2010
Classic Woodie Camarilla DeMark
R4 94.60 92.54 84.66
R3 90.59 88.53 83.55
R2 86.58 86.58 83.19
R1 84.52 84.52 82.82 83.55
PP 82.57 82.57 82.57 82.09
S1 80.51 80.51 82.08 79.54
S2 78.56 78.56 81.71
S3 74.55 76.50 81.35
S4 70.54 72.49 80.24
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% 2.71 3.3% 45% False False 79,499
10 85.48 80.63 4.85 5.9% 2.24 2.7% 38% False False 74,549
20 85.75 77.36 8.39 10.2% 2.14 2.6% 61% False False 72,704
40 85.75 75.52 10.23 12.4% 2.00 2.4% 68% False False 57,307
60 85.75 73.12 12.63 15.3% 1.87 2.3% 74% False False 42,289
80 85.75 73.12 12.63 15.3% 1.85 2.2% 74% False False 33,340
100 85.75 73.12 12.63 15.3% 1.80 2.2% 74% False False 27,645
120 89.50 72.06 17.44 21.2% 1.86 2.3% 60% False False 23,959
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.39
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 89.47
2.618 86.91
1.618 85.34
1.000 84.37
0.618 83.77
HIGH 82.80
0.618 82.20
0.500 82.02
0.382 81.83
LOW 81.23
0.618 80.26
1.000 79.66
1.618 78.69
2.618 77.12
4.250 74.56
Fisher Pivots for day following 22-Oct-2010
Pivot 1 day 3 day
R1 82.31 82.30
PP 82.16 82.16
S1 82.02 82.01

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

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