NYMEX Light Sweet Crude Oil Future February 2011


Trading Metrics calculated at close of trading on 18-Oct-2010
Day Change Summary
Previous Current
15-Oct-2010 18-Oct-2010 Change Change % Previous Week
Open 84.56 83.19 -1.37 -1.6% 85.02
High 85.09 85.18 0.09 0.1% 86.02
Low 82.63 82.26 -0.37 -0.4% 82.63
Close 83.17 85.07 1.90 2.3% 83.17
Range 2.46 2.92 0.46 18.7% 3.39
ATR 1.82 1.90 0.08 4.3% 0.00
Volume 29,001 29,922 921 3.2% 136,211
Daily Pivots for day following 18-Oct-2010
Classic Woodie Camarilla DeMark
R4 92.93 91.92 86.68
R3 90.01 89.00 85.87
R2 87.09 87.09 85.61
R1 86.08 86.08 85.34 86.59
PP 84.17 84.17 84.17 84.42
S1 83.16 83.16 84.80 83.67
S2 81.25 81.25 84.53
S3 78.33 80.24 84.27
S4 75.41 77.32 83.46
Weekly Pivots for week ending 15-Oct-2010
Classic Woodie Camarilla DeMark
R4 94.11 92.03 85.03
R3 90.72 88.64 84.10
R2 87.33 87.33 83.79
R1 85.25 85.25 83.48 84.60
PP 83.94 83.94 83.94 83.61
S1 81.86 81.86 82.86 81.21
S2 80.55 80.55 82.55
S3 77.16 78.47 82.24
S4 73.77 75.08 81.31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 86.02 82.26 3.76 4.4% 1.97 2.3% 75% False True 26,046
10 86.30 82.26 4.04 4.7% 2.07 2.4% 70% False True 29,635
20 86.30 77.34 8.96 10.5% 1.90 2.2% 86% False False 27,081
40 86.30 73.76 12.54 14.7% 1.75 2.1% 90% False False 20,550
60 86.30 73.76 12.54 14.7% 1.64 1.9% 90% False False 15,557
80 86.30 73.76 12.54 14.7% 1.52 1.8% 90% False False 12,339
100 86.30 73.76 12.54 14.7% 1.43 1.7% 90% False False 10,390
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 0.56
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 97.59
2.618 92.82
1.618 89.90
1.000 88.10
0.618 86.98
HIGH 85.18
0.618 84.06
0.500 83.72
0.382 83.38
LOW 82.26
0.618 80.46
1.000 79.34
1.618 77.54
2.618 74.62
4.250 69.85
Fisher Pivots for day following 18-Oct-2010
Pivot 1 day 3 day
R1 84.62 84.76
PP 84.17 84.45
S1 83.72 84.14

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

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