NYMEX Light Sweet Crude Oil Future February 2011


Trading Metrics calculated at close of trading on 07-Oct-2010
Day Change Summary
Previous Current
06-Oct-2010 07-Oct-2010 Change Change % Previous Week
Open 85.01 85.39 0.38 0.4% 79.62
High 86.18 86.30 0.12 0.1% 83.99
Low 84.48 83.15 -1.33 -1.6% 78.14
Close 85.38 83.77 -1.61 -1.9% 83.95
Range 1.70 3.15 1.45 85.3% 5.85
ATR 1.68 1.79 0.10 6.2% 0.00
Volume 43,115 29,895 -13,220 -30.7% 129,263
Daily Pivots for day following 07-Oct-2010
Classic Woodie Camarilla DeMark
R4 93.86 91.96 85.50
R3 90.71 88.81 84.64
R2 87.56 87.56 84.35
R1 85.66 85.66 84.06 85.04
PP 84.41 84.41 84.41 84.09
S1 82.51 82.51 83.48 81.89
S2 81.26 81.26 83.19
S3 78.11 79.36 82.90
S4 74.96 76.21 82.04
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 86.30 82.43 3.87 4.6% 1.92 2.3% 35% True False 30,955
10 86.30 78.11 8.19 9.8% 1.89 2.3% 69% True False 28,225
20 86.30 77.34 8.96 10.7% 1.70 2.0% 72% True False 23,667
40 86.30 73.76 12.54 15.0% 1.67 2.0% 80% True False 16,694
60 86.30 73.76 12.54 15.0% 1.55 1.9% 80% True False 12,666
80 86.30 73.76 12.54 15.0% 1.42 1.7% 80% True False 10,040
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.38
Widest range in 100 trading days
Fibonacci Retracements and Extensions
4.250 99.69
2.618 94.55
1.618 91.40
1.000 89.45
0.618 88.25
HIGH 86.30
0.618 85.10
0.500 84.73
0.382 84.35
LOW 83.15
0.618 81.20
1.000 80.00
1.618 78.05
2.618 74.90
4.250 69.76
Fisher Pivots for day following 07-Oct-2010
Pivot 1 day 3 day
R1 84.73 84.71
PP 84.41 84.39
S1 84.09 84.08

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

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