NYMEX Light Sweet Crude Oil Future February 2011


Trading Metrics calculated at close of trading on 14-Oct-2010
Day Change Summary
Previous Current
13-Oct-2010 14-Oct-2010 Change Change % Previous Week
Open 84.27 85.50 1.23 1.5% 84.00
High 85.44 86.02 0.58 0.7% 86.30
Low 84.23 84.14 -0.09 -0.1% 82.31
Close 85.09 84.59 -0.50 -0.6% 84.58
Range 1.21 1.88 0.67 55.4% 3.99
ATR 1.76 1.77 0.01 0.5% 0.00
Volume 23,806 24,258 452 1.9% 158,471
Daily Pivots for day following 14-Oct-2010
Classic Woodie Camarilla DeMark
R4 90.56 89.45 85.62
R3 88.68 87.57 85.11
R2 86.80 86.80 84.93
R1 85.69 85.69 84.76 85.31
PP 84.92 84.92 84.92 84.72
S1 83.81 83.81 84.42 83.43
S2 83.04 83.04 84.25
S3 81.16 81.93 84.07
S4 79.28 80.05 83.56
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 86.02 82.31 3.71 4.4% 1.71 2.0% 61% True False 27,755
10 86.30 82.31 3.99 4.7% 1.81 2.1% 57% False False 29,355
20 86.30 77.34 8.96 10.6% 1.81 2.1% 81% False False 25,805
40 86.30 73.76 12.54 14.8% 1.69 2.0% 86% False False 19,451
60 86.30 73.76 12.54 14.8% 1.58 1.9% 86% False False 14,780
80 86.30 73.76 12.54 14.8% 1.48 1.7% 86% False False 11,635
100 86.30 72.76 13.54 16.0% 1.40 1.7% 87% False False 9,870
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.46
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 94.01
2.618 90.94
1.618 89.06
1.000 87.90
0.618 87.18
HIGH 86.02
0.618 85.30
0.500 85.08
0.382 84.86
LOW 84.14
0.618 82.98
1.000 82.26
1.618 81.10
2.618 79.22
4.250 76.15
Fisher Pivots for day following 14-Oct-2010
Pivot 1 day 3 day
R1 85.08 84.60
PP 84.92 84.59
S1 84.75 84.59

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

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