NYMEX Light Sweet Crude Oil Future February 2011


Trading Metrics calculated at close of trading on 11-Oct-2010
Day Change Summary
Previous Current
08-Oct-2010 11-Oct-2010 Change Change % Previous Week
Open 83.52 85.02 1.50 1.8% 84.00
High 85.00 85.36 0.36 0.4% 86.30
Low 82.31 83.98 1.67 2.0% 82.31
Close 84.58 84.50 -0.08 -0.1% 84.58
Range 2.69 1.38 -1.31 -48.7% 3.99
ATR 1.85 1.82 -0.03 -1.8% 0.00
Volume 31,568 35,901 4,333 13.7% 158,471
Daily Pivots for day following 11-Oct-2010
Classic Woodie Camarilla DeMark
R4 88.75 88.01 85.26
R3 87.37 86.63 84.88
R2 85.99 85.99 84.75
R1 85.25 85.25 84.63 84.93
PP 84.61 84.61 84.61 84.46
S1 83.87 83.87 84.37 83.55
S2 83.23 83.23 84.25
S3 81.85 82.49 84.12
S4 80.47 81.11 83.74
Weekly Pivots for week ending 08-Oct-2010
Classic Woodie Camarilla DeMark
R4 96.37 94.46 86.77
R3 92.38 90.47 85.68
R2 88.39 88.39 85.31
R1 86.48 86.48 84.95 87.44
PP 84.40 84.40 84.40 84.87
S1 82.49 82.49 84.21 83.45
S2 80.41 80.41 83.85
S3 76.42 78.50 83.48
S4 72.43 74.51 82.39
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 86.30 82.31 3.99 4.7% 2.17 2.6% 55% False False 33,225
10 86.30 78.26 8.04 9.5% 1.96 2.3% 78% False False 30,097
20 86.30 77.34 8.96 10.6% 1.78 2.1% 80% False False 25,363
40 86.30 73.76 12.54 14.8% 1.67 2.0% 86% False False 18,057
60 86.30 73.76 12.54 14.8% 1.57 1.9% 86% False False 13,727
80 86.30 73.76 12.54 14.8% 1.46 1.7% 86% False False 10,826
100 86.30 72.76 13.54 16.0% 1.39 1.6% 87% False False 9,257
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 True
Stretch 0.51
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 91.23
2.618 88.97
1.618 87.59
1.000 86.74
0.618 86.21
HIGH 85.36
0.618 84.83
0.500 84.67
0.382 84.51
LOW 83.98
0.618 83.13
1.000 82.60
1.618 81.75
2.618 80.37
4.250 78.12
Fisher Pivots for day following 11-Oct-2010
Pivot 1 day 3 day
R1 84.67 84.44
PP 84.61 84.37
S1 84.56 84.31

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

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