NYMEX Light Sweet Crude Oil Future February 2011


Trading Metrics calculated at close of trading on 19-Oct-2010
Day Change Summary
Previous Current
18-Oct-2010 19-Oct-2010 Change Change % Previous Week
Open 83.19 85.01 1.82 2.2% 85.02
High 85.18 85.10 -0.08 -0.1% 86.02
Low 82.26 81.32 -0.94 -1.1% 82.63
Close 85.07 81.53 -3.54 -4.2% 83.17
Range 2.92 3.78 0.86 29.5% 3.39
ATR 1.90 2.03 0.13 7.1% 0.00
Volume 29,922 21,980 -7,942 -26.5% 136,211
Daily Pivots for day following 19-Oct-2010
Classic Woodie Camarilla DeMark
R4 93.99 91.54 83.61
R3 90.21 87.76 82.57
R2 86.43 86.43 82.22
R1 83.98 83.98 81.88 83.32
PP 82.65 82.65 82.65 82.32
S1 80.20 80.20 81.18 79.54
S2 78.87 78.87 80.84
S3 75.09 76.42 80.49
S4 71.31 72.64 79.45
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 81.32 4.70 5.8% 2.45 3.0% 4% False True 25,793
10 86.30 81.32 4.98 6.1% 2.26 2.8% 4% False True 29,269
20 86.30 77.34 8.96 11.0% 1.99 2.4% 47% False False 27,443
40 86.30 73.76 12.54 15.4% 1.81 2.2% 62% False False 20,948
60 86.30 73.76 12.54 15.4% 1.69 2.1% 62% False False 15,877
80 86.30 73.76 12.54 15.4% 1.55 1.9% 62% False False 12,590
100 86.30 73.76 12.54 15.4% 1.45 1.8% 62% False False 10,579
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.55
Widest range in 108 trading days
Fibonacci Retracements and Extensions
4.250 101.17
2.618 95.00
1.618 91.22
1.000 88.88
0.618 87.44
HIGH 85.10
0.618 83.66
0.500 83.21
0.382 82.76
LOW 81.32
0.618 78.98
1.000 77.54
1.618 75.20
2.618 71.42
4.250 65.26
Fisher Pivots for day following 19-Oct-2010
Pivot 1 day 3 day
R1 83.21 83.25
PP 82.65 82.68
S1 82.09 82.10

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

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