NYMEX Light Sweet Crude Oil Future January 2011


Trading Metrics calculated at close of trading on 29-Oct-2010
Day Change Summary
Previous Current
28-Oct-2010 29-Oct-2010 Change Change % Previous Week
Open 82.70 82.66 -0.04 0.0% 82.76
High 83.36 82.86 -0.50 -0.6% 83.96
Low 82.24 81.33 -0.91 -1.1% 81.25
Close 82.94 82.15 -0.79 -1.0% 82.15
Range 1.12 1.53 0.41 36.6% 2.71
ATR 1.97 1.95 -0.03 -1.3% 0.00
Volume 96,589 70,225 -26,364 -27.3% 329,334
Daily Pivots for day following 29-Oct-2010
Classic Woodie Camarilla DeMark
R4 86.70 85.96 82.99
R3 85.17 84.43 82.57
R2 83.64 83.64 82.43
R1 82.90 82.90 82.29 82.51
PP 82.11 82.11 82.11 81.92
S1 81.37 81.37 82.01 80.98
S2 80.58 80.58 81.87
S3 79.05 79.84 81.73
S4 77.52 78.31 81.31
Weekly Pivots for week ending 29-Oct-2010
Classic Woodie Camarilla DeMark
R4 90.58 89.08 83.64
R3 87.87 86.37 82.90
R2 85.16 85.16 82.65
R1 83.66 83.66 82.40 83.06
PP 82.45 82.45 82.45 82.15
S1 80.95 80.95 81.90 80.35
S2 79.74 79.74 81.65
S3 77.03 78.24 81.40
S4 74.32 75.53 80.66
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.96 81.25 2.71 3.3% 1.50 1.8% 33% False False 65,866
10 84.64 80.63 4.01 4.9% 2.11 2.6% 38% False False 72,682
20 85.75 80.63 5.12 6.2% 2.04 2.5% 30% False False 74,142
40 85.75 76.41 9.34 11.4% 1.92 2.3% 61% False False 61,336
60 85.75 73.12 12.63 15.4% 1.87 2.3% 71% False False 47,134
80 85.75 73.12 12.63 15.4% 1.81 2.2% 71% False False 37,094
100 85.75 73.12 12.63 15.4% 1.77 2.2% 71% False False 30,658
120 86.81 72.06 14.75 18.0% 1.81 2.2% 68% False False 26,453
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.38
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 89.36
2.618 86.87
1.618 85.34
1.000 84.39
0.618 83.81
HIGH 82.86
0.618 82.28
0.500 82.10
0.382 81.91
LOW 81.33
0.618 80.38
1.000 79.80
1.618 78.85
2.618 77.32
4.250 74.83
Fisher Pivots for day following 29-Oct-2010
Pivot 1 day 3 day
R1 82.13 82.31
PP 82.11 82.25
S1 82.10 82.20

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

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