NYMEX Light Sweet Crude Oil Future February 2011


Trading Metrics calculated at close of trading on 29-Oct-2010
Day Change Summary
Previous Current
28-Oct-2010 29-Oct-2010 Change Change % Previous Week
Open 83.32 83.37 0.05 0.1% 83.47
High 83.97 83.47 -0.50 -0.6% 84.51
Low 82.89 81.97 -0.92 -1.1% 81.87
Close 83.57 82.73 -0.84 -1.0% 82.73
Range 1.08 1.50 0.42 38.9% 2.64
ATR 1.90 1.88 -0.02 -1.1% 0.00
Volume 39,047 27,153 -11,894 -30.5% 129,417
Daily Pivots for day following 29-Oct-2010
Classic Woodie Camarilla DeMark
R4 87.22 86.48 83.56
R3 85.72 84.98 83.14
R2 84.22 84.22 83.01
R1 83.48 83.48 82.87 83.10
PP 82.72 82.72 82.72 82.54
S1 81.98 81.98 82.59 81.60
S2 81.22 81.22 82.46
S3 79.72 80.48 82.32
S4 78.22 78.98 81.91
Weekly Pivots for week ending 29-Oct-2010
Classic Woodie Camarilla DeMark
R4 90.96 89.48 84.18
R3 88.32 86.84 83.46
R2 85.68 85.68 83.21
R1 84.20 84.20 82.97 83.62
PP 83.04 83.04 83.04 82.75
S1 81.56 81.56 82.49 80.98
S2 80.40 80.40 82.25
S3 77.76 78.92 82.00
S4 75.12 76.28 81.28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 84.51 81.87 2.64 3.2% 1.47 1.8% 33% False False 25,883
10 85.18 81.32 3.86 4.7% 2.05 2.5% 37% False False 29,689
20 86.30 81.32 4.98 6.0% 1.98 2.4% 28% False False 29,578
40 86.30 77.34 8.96 10.8% 1.82 2.2% 60% False False 24,714
60 86.30 73.76 12.54 15.2% 1.72 2.1% 72% False False 19,290
80 86.30 73.76 12.54 15.2% 1.61 1.9% 72% False False 15,418
100 86.30 73.76 12.54 15.2% 1.50 1.8% 72% False False 12,826
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.34
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 89.85
2.618 87.40
1.618 85.90
1.000 84.97
0.618 84.40
HIGH 83.47
0.618 82.90
0.500 82.72
0.382 82.54
LOW 81.97
0.618 81.04
1.000 80.47
1.618 79.54
2.618 78.04
4.250 75.60
Fisher Pivots for day following 29-Oct-2010
Pivot 1 day 3 day
R1 82.73 82.92
PP 82.72 82.86
S1 82.72 82.79

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

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