NYMEX Light Sweet Crude Oil Future February 2011


Trading Metrics calculated at close of trading on 22-Oct-2010
Day Change Summary
Previous Current
21-Oct-2010 22-Oct-2010 Change Change % Previous Week
Open 83.74 82.09 -1.65 -2.0% 83.19
High 83.97 83.36 -0.61 -0.7% 85.18
Low 81.53 81.86 0.33 0.4% 81.32
Close 81.94 83.06 1.12 1.4% 83.06
Range 2.44 1.50 -0.94 -38.5% 3.86
ATR 2.10 2.05 -0.04 -2.0% 0.00
Volume 43,225 32,735 -10,490 -24.3% 167,474
Daily Pivots for day following 22-Oct-2010
Classic Woodie Camarilla DeMark
R4 87.26 86.66 83.89
R3 85.76 85.16 83.47
R2 84.26 84.26 83.34
R1 83.66 83.66 83.20 83.96
PP 82.76 82.76 82.76 82.91
S1 82.16 82.16 82.92 82.46
S2 81.26 81.26 82.79
S3 79.76 80.66 82.65
S4 78.26 79.16 82.24
Weekly Pivots for week ending 22-Oct-2010
Classic Woodie Camarilla DeMark
R4 94.77 92.77 85.18
R3 90.91 88.91 84.12
R2 87.05 87.05 83.77
R1 85.05 85.05 83.41 84.12
PP 83.19 83.19 83.19 82.72
S1 81.19 81.19 82.71 80.26
S2 79.33 79.33 82.35
S3 75.47 77.33 82.00
S4 71.61 73.47 80.94
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 85.18 81.32 3.86 4.6% 2.63 3.2% 45% False False 33,494
10 86.02 81.32 4.70 5.7% 2.15 2.6% 37% False False 30,368
20 86.30 78.14 8.16 9.8% 2.06 2.5% 60% False False 29,570
40 86.30 76.29 10.01 12.1% 1.87 2.3% 68% False False 23,349
60 86.30 73.76 12.54 15.1% 1.70 2.1% 74% False False 17,527
80 86.30 73.76 12.54 15.1% 1.61 1.9% 74% False False 13,953
100 86.30 73.76 12.54 15.1% 1.50 1.8% 74% False False 11,682
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.33
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 89.74
2.618 87.29
1.618 85.79
1.000 84.86
0.618 84.29
HIGH 83.36
0.618 82.79
0.500 82.61
0.382 82.43
LOW 81.86
0.618 80.93
1.000 80.36
1.618 79.43
2.618 77.93
4.250 75.49
Fisher Pivots for day following 22-Oct-2010
Pivot 1 day 3 day
R1 82.91 82.92
PP 82.76 82.78
S1 82.61 82.65

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

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