NYMEX Light Sweet Crude Oil Future March 2011


Trading Metrics calculated at close of trading on 04-Oct-2010
Day Change Summary
Previous Current
01-Oct-2010 04-Oct-2010 Change Change % Previous Week
Open 83.10 84.63 1.53 1.8% 80.28
High 84.57 84.86 0.29 0.3% 84.57
Low 83.10 83.91 0.81 1.0% 78.76
Close 84.54 84.06 -0.48 -0.6% 84.54
Range 1.47 0.95 -0.52 -35.4% 5.81
ATR 1.67 1.62 -0.05 -3.1% 0.00
Volume 18,347 23,081 4,734 25.8% 93,415
Daily Pivots for day following 04-Oct-2010
Classic Woodie Camarilla DeMark
R4 87.13 86.54 84.58
R3 86.18 85.59 84.32
R2 85.23 85.23 84.23
R1 84.64 84.64 84.15 84.46
PP 84.28 84.28 84.28 84.19
S1 83.69 83.69 83.97 83.51
S2 83.33 83.33 83.89
S3 82.38 82.74 83.80
S4 81.43 81.79 83.54
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 84.86 78.97 5.89 7.0% 1.63 1.9% 86% True False 19,014
10 84.86 78.05 6.81 8.1% 1.63 1.9% 88% True False 17,712
20 84.86 78.05 6.81 8.1% 1.59 1.9% 88% True False 16,794
40 84.86 74.29 10.57 12.6% 1.54 1.8% 92% True False 12,212
60 85.62 74.29 11.33 13.5% 1.50 1.8% 86% False False 9,263
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 True
Stretch 0.28
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 88.90
2.618 87.35
1.618 86.40
1.000 85.81
0.618 85.45
HIGH 84.86
0.618 84.50
0.500 84.39
0.382 84.27
LOW 83.91
0.618 83.32
1.000 82.96
1.618 82.37
2.618 81.42
4.250 79.87
Fisher Pivots for day following 04-Oct-2010
Pivot 1 day 3 day
R1 84.39 83.75
PP 84.28 83.44
S1 84.17 83.13

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

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