NYMEX Light Sweet Crude Oil Future March 2011


Trading Metrics calculated at close of trading on 05-Oct-2010
Day Change Summary
Previous Current
04-Oct-2010 05-Oct-2010 Change Change % Previous Week
Open 84.63 84.24 -0.39 -0.5% 80.28
High 84.86 85.60 0.74 0.9% 84.57
Low 83.91 84.10 0.19 0.2% 78.76
Close 84.06 85.55 1.49 1.8% 84.54
Range 0.95 1.50 0.55 57.9% 5.81
ATR 1.62 1.61 -0.01 -0.3% 0.00
Volume 23,081 26,706 3,625 15.7% 93,415
Daily Pivots for day following 05-Oct-2010
Classic Woodie Camarilla DeMark
R4 89.58 89.07 86.38
R3 88.08 87.57 85.96
R2 86.58 86.58 85.83
R1 86.07 86.07 85.69 86.33
PP 85.08 85.08 85.08 85.21
S1 84.57 84.57 85.41 84.83
S2 83.58 83.58 85.28
S3 82.08 83.07 85.14
S4 80.58 81.57 84.73
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 85.60 79.51 6.09 7.1% 1.62 1.9% 99% True False 21,623
10 85.60 78.05 7.55 8.8% 1.59 1.9% 99% True False 19,025
20 85.60 78.05 7.55 8.8% 1.55 1.8% 99% True False 17,649
40 85.60 74.29 11.31 13.2% 1.56 1.8% 100% True False 12,748
60 85.62 74.29 11.33 13.2% 1.50 1.8% 99% False False 9,673
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.23
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 91.98
2.618 89.53
1.618 88.03
1.000 87.10
0.618 86.53
HIGH 85.60
0.618 85.03
0.500 84.85
0.382 84.67
LOW 84.10
0.618 83.17
1.000 82.60
1.618 81.67
2.618 80.17
4.250 77.73
Fisher Pivots for day following 05-Oct-2010
Pivot 1 day 3 day
R1 85.32 85.15
PP 85.08 84.75
S1 84.85 84.35

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

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