NYMEX Light Sweet Crude Oil Future March 2011


Trading Metrics calculated at close of trading on 01-Oct-2010
Day Change Summary
Previous Current
30-Sep-2010 01-Oct-2010 Change Change % Previous Week
Open 81.70 83.10 1.40 1.7% 80.28
High 83.31 84.57 1.26 1.5% 84.57
Low 81.40 83.10 1.70 2.1% 78.76
Close 83.21 84.54 1.33 1.6% 84.54
Range 1.91 1.47 -0.44 -23.0% 5.81
ATR 1.68 1.67 -0.02 -0.9% 0.00
Volume 23,188 18,347 -4,841 -20.9% 93,415
Daily Pivots for day following 01-Oct-2010
Classic Woodie Camarilla DeMark
R4 88.48 87.98 85.35
R3 87.01 86.51 84.94
R2 85.54 85.54 84.81
R1 85.04 85.04 84.67 85.29
PP 84.07 84.07 84.07 84.20
S1 83.57 83.57 84.41 83.82
S2 82.60 82.60 84.27
S3 81.13 82.10 84.14
S4 79.66 80.63 83.73
Weekly Pivots for week ending 01-Oct-2010
Classic Woodie Camarilla DeMark
R4 100.05 98.11 87.74
R3 94.24 92.30 86.14
R2 88.43 88.43 85.61
R1 86.49 86.49 85.07 87.46
PP 82.62 82.62 82.62 83.11
S1 80.68 80.68 84.01 81.65
S2 76.81 76.81 83.47
S3 71.00 74.87 82.94
S4 65.19 69.06 81.34
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 84.57 78.76 5.81 6.9% 1.74 2.1% 99% True False 18,683
10 84.57 78.05 6.52 7.7% 1.73 2.0% 100% True False 16,850
20 84.57 78.05 6.52 7.7% 1.64 1.9% 100% True False 16,199
40 85.16 74.29 10.87 12.9% 1.56 1.8% 94% False False 11,734
60 85.62 74.29 11.33 13.4% 1.50 1.8% 90% False False 8,907
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 90.82
2.618 88.42
1.618 86.95
1.000 86.04
0.618 85.48
HIGH 84.57
0.618 84.01
0.500 83.84
0.382 83.66
LOW 83.10
0.618 82.19
1.000 81.63
1.618 80.72
2.618 79.25
4.250 76.85
Fisher Pivots for day following 01-Oct-2010
Pivot 1 day 3 day
R1 84.31 83.71
PP 84.07 82.87
S1 83.84 82.04

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

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