NYMEX Light Sweet Crude Oil Future February 2011


Trading Metrics calculated at close of trading on 01-Oct-2010
Day Change Summary
Previous Current
30-Sep-2010 01-Oct-2010 Change Change % Previous Week
Open 81.04 82.43 1.39 1.7% 79.62
High 82.72 83.99 1.27 1.5% 83.99
Low 80.71 82.43 1.72 2.1% 78.14
Close 82.58 83.95 1.37 1.7% 83.95
Range 2.01 1.56 -0.45 -22.4% 5.85
ATR 1.70 1.69 -0.01 -0.6% 0.00
Volume 33,450 27,873 -5,577 -16.7% 129,263
Daily Pivots for day following 01-Oct-2010
Classic Woodie Camarilla DeMark
R4 88.14 87.60 84.81
R3 86.58 86.04 84.38
R2 85.02 85.02 84.24
R1 84.48 84.48 84.09 84.75
PP 83.46 83.46 83.46 83.59
S1 82.92 82.92 83.81 83.19
S2 81.90 81.90 83.66
S3 80.34 81.36 83.52
S4 78.78 79.80 83.09
Weekly Pivots for week ending 01-Oct-2010
Classic Woodie Camarilla DeMark
R4 99.58 97.61 87.17
R3 93.73 91.76 85.56
R2 87.88 87.88 85.02
R1 85.91 85.91 84.49 86.90
PP 82.03 82.03 82.03 82.52
S1 80.06 80.06 83.41 81.05
S2 76.18 76.18 82.88
S3 70.33 74.21 82.34
S4 64.48 68.36 80.73
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.99 78.14 5.85 7.0% 1.81 2.2% 99% True False 25,852
10 83.99 77.34 6.65 7.9% 1.76 2.1% 99% True False 23,439
20 83.99 77.34 6.65 7.9% 1.66 2.0% 99% True False 19,850
40 84.46 73.76 10.70 12.7% 1.59 1.9% 95% False False 14,146
60 85.34 73.76 11.58 13.8% 1.48 1.8% 88% False False 10,698
80 85.34 73.76 11.58 13.8% 1.38 1.6% 88% False False 8,638
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 0.42
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 90.62
2.618 88.07
1.618 86.51
1.000 85.55
0.618 84.95
HIGH 83.99
0.618 83.39
0.500 83.21
0.382 83.03
LOW 82.43
0.618 81.47
1.000 80.87
1.618 79.91
2.618 78.35
4.250 75.80
Fisher Pivots for day following 01-Oct-2010
Pivot 1 day 3 day
R1 83.70 83.10
PP 83.46 82.26
S1 83.21 81.41

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

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