NYMEX Light Sweet Crude Oil Future February 2011


Trading Metrics calculated at close of trading on 28-Oct-2010
Day Change Summary
Previous Current
27-Oct-2010 28-Oct-2010 Change Change % Previous Week
Open 83.70 83.32 -0.38 -0.5% 83.19
High 83.87 83.97 0.10 0.1% 85.18
Low 81.87 82.89 1.02 1.2% 81.32
Close 83.28 83.57 0.29 0.3% 83.06
Range 2.00 1.08 -0.92 -46.0% 3.86
ATR 1.96 1.90 -0.06 -3.2% 0.00
Volume 21,445 39,047 17,602 82.1% 167,474
Daily Pivots for day following 28-Oct-2010
Classic Woodie Camarilla DeMark
R4 86.72 86.22 84.16
R3 85.64 85.14 83.87
R2 84.56 84.56 83.77
R1 84.06 84.06 83.67 84.31
PP 83.48 83.48 83.48 83.60
S1 82.98 82.98 83.47 83.23
S2 82.40 82.40 83.37
S3 81.32 81.90 83.27
S4 80.24 80.82 82.98
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 81.86 2.65 3.2% 1.47 1.8% 65% False False 26,999
10 85.18 81.32 3.86 4.6% 2.15 2.6% 58% False False 29,873
20 86.30 81.32 4.98 6.0% 1.98 2.4% 45% False False 29,614
40 86.30 77.34 8.96 10.7% 1.82 2.2% 70% False False 24,369
60 86.30 73.76 12.54 15.0% 1.70 2.0% 78% False False 18,953
80 86.30 73.76 12.54 15.0% 1.60 1.9% 78% False False 15,118
100 86.30 73.76 12.54 15.0% 1.50 1.8% 78% False False 12,586
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.38
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 88.56
2.618 86.80
1.618 85.72
1.000 85.05
0.618 84.64
HIGH 83.97
0.618 83.56
0.500 83.43
0.382 83.30
LOW 82.89
0.618 82.22
1.000 81.81
1.618 81.14
2.618 80.06
4.250 78.30
Fisher Pivots for day following 28-Oct-2010
Pivot 1 day 3 day
R1 83.52 83.36
PP 83.48 83.15
S1 83.43 82.95

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

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