NYMEX Light Sweet Crude Oil Future February 2011


Trading Metrics calculated at close of trading on 05-Oct-2010
Day Change Summary
Previous Current
04-Oct-2010 05-Oct-2010 Change Change % Previous Week
Open 84.00 83.31 -0.69 -0.8% 79.62
High 84.40 85.05 0.65 0.8% 83.99
Low 83.17 83.11 -0.06 -0.1% 78.14
Close 83.50 85.01 1.51 1.8% 83.95
Range 1.23 1.94 0.71 57.7% 5.85
ATR 1.66 1.68 0.02 1.2% 0.00
Volume 28,247 25,646 -2,601 -9.2% 129,263
Daily Pivots for day following 05-Oct-2010
Classic Woodie Camarilla DeMark
R4 90.21 89.55 86.08
R3 88.27 87.61 85.54
R2 86.33 86.33 85.37
R1 85.67 85.67 85.19 86.00
PP 84.39 84.39 84.39 84.56
S1 83.73 83.73 84.83 84.06
S2 82.45 82.45 84.65
S3 80.51 81.79 84.48
S4 78.57 79.85 83.94
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 85.05 78.83 6.22 7.3% 1.82 2.1% 99% True False 27,378
10 85.05 77.34 7.71 9.1% 1.72 2.0% 99% True False 25,617
20 85.05 77.34 7.71 9.1% 1.61 1.9% 99% True False 21,663
40 85.05 73.76 11.29 13.3% 1.61 1.9% 100% True False 15,212
60 85.34 73.76 11.58 13.6% 1.52 1.8% 97% False False 11,530
80 85.34 73.76 11.58 13.6% 1.39 1.6% 97% False False 9,200
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.36
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 93.30
2.618 90.13
1.618 88.19
1.000 86.99
0.618 86.25
HIGH 85.05
0.618 84.31
0.500 84.08
0.382 83.85
LOW 83.11
0.618 81.91
1.000 81.17
1.618 79.97
2.618 78.03
4.250 74.87
Fisher Pivots for day following 05-Oct-2010
Pivot 1 day 3 day
R1 84.70 84.59
PP 84.39 84.16
S1 84.08 83.74

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

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