NYMEX Light Sweet Crude Oil Future February 2011


Trading Metrics calculated at close of trading on 26-Oct-2010
Day Change Summary
Previous Current
25-Oct-2010 26-Oct-2010 Change Change % Previous Week
Open 83.47 83.49 0.02 0.0% 83.19
High 84.51 84.02 -0.49 -0.6% 85.18
Low 82.75 83.03 0.28 0.3% 81.32
Close 83.76 83.74 -0.02 0.0% 83.06
Range 1.76 0.99 -0.77 -43.8% 3.86
ATR 2.03 1.96 -0.07 -3.7% 0.00
Volume 17,468 24,304 6,836 39.1% 167,474
Daily Pivots for day following 26-Oct-2010
Classic Woodie Camarilla DeMark
R4 86.57 86.14 84.28
R3 85.58 85.15 84.01
R2 84.59 84.59 83.92
R1 84.16 84.16 83.83 84.38
PP 83.60 83.60 83.60 83.70
S1 83.17 83.17 83.65 83.39
S2 82.61 82.61 83.56
S3 81.62 82.18 83.47
S4 80.63 81.19 83.20
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 84.51 81.32 3.19 3.8% 1.84 2.2% 76% False False 31,468
10 86.02 81.32 4.70 5.6% 2.15 2.6% 51% False False 28,631
20 86.30 78.83 7.47 8.9% 2.04 2.4% 66% False False 29,346
40 86.30 76.61 9.69 11.6% 1.85 2.2% 74% False False 23,611
60 86.30 73.76 12.54 15.0% 1.69 2.0% 80% False False 18,100
80 86.30 73.76 12.54 15.0% 1.60 1.9% 80% False False 14,414
100 86.30 73.76 12.54 15.0% 1.50 1.8% 80% False False 12,032
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.38
Narrowest range in 40 trading days
Fibonacci Retracements and Extensions
4.250 88.23
2.618 86.61
1.618 85.62
1.000 85.01
0.618 84.63
HIGH 84.02
0.618 83.64
0.500 83.53
0.382 83.41
LOW 83.03
0.618 82.42
1.000 82.04
1.618 81.43
2.618 80.44
4.250 78.82
Fisher Pivots for day following 26-Oct-2010
Pivot 1 day 3 day
R1 83.67 83.56
PP 83.60 83.37
S1 83.53 83.19

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

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