NYMEX Light Sweet Crude Oil Future January 2011


Trading Metrics calculated at close of trading on 26-Oct-2010
Day Change Summary
Previous Current
25-Oct-2010 26-Oct-2010 Change Change % Previous Week
Open 82.76 83.13 0.37 0.4% 82.68
High 83.96 83.51 -0.45 -0.5% 84.64
Low 82.17 82.49 0.32 0.4% 80.63
Close 83.21 83.20 -0.01 0.0% 82.45
Range 1.79 1.02 -0.77 -43.0% 4.01
ATR 2.11 2.03 -0.08 -3.7% 0.00
Volume 48,814 64,833 16,019 32.8% 397,495
Daily Pivots for day following 26-Oct-2010
Classic Woodie Camarilla DeMark
R4 86.13 85.68 83.76
R3 85.11 84.66 83.48
R2 84.09 84.09 83.39
R1 83.64 83.64 83.29 83.87
PP 83.07 83.07 83.07 83.18
S1 82.62 82.62 83.11 82.85
S2 82.05 82.05 83.01
S3 81.03 81.60 82.92
S4 80.01 80.58 82.64
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 83.96 80.63 3.33 4.0% 1.91 2.3% 77% False False 77,764
10 85.48 80.63 4.85 5.8% 2.23 2.7% 53% False False 70,040
20 85.75 77.98 7.77 9.3% 2.12 2.5% 67% False False 73,015
40 85.75 75.74 10.01 12.0% 1.97 2.4% 75% False False 58,467
60 85.75 73.12 12.63 15.2% 1.84 2.2% 80% False False 43,945
80 85.75 73.12 12.63 15.2% 1.82 2.2% 80% False False 34,605
100 85.75 73.12 12.63 15.2% 1.78 2.1% 80% False False 28,666
120 86.81 72.06 14.75 17.7% 1.83 2.2% 76% False False 24,805
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.42
Narrowest range in 50 trading days
Fibonacci Retracements and Extensions
4.250 87.85
2.618 86.18
1.618 85.16
1.000 84.53
0.618 84.14
HIGH 83.51
0.618 83.12
0.500 83.00
0.382 82.88
LOW 82.49
0.618 81.86
1.000 81.47
1.618 80.84
2.618 79.82
4.250 78.16
Fisher Pivots for day following 26-Oct-2010
Pivot 1 day 3 day
R1 83.13 83.00
PP 83.07 82.80
S1 83.00 82.60

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

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