NYMEX Light Sweet Crude Oil Future March 2011


Trading Metrics calculated at close of trading on 07-Oct-2010
Day Change Summary
Previous Current
06-Oct-2010 07-Oct-2010 Change Change % Previous Week
Open 85.85 85.82 -0.03 0.0% 80.28
High 86.69 86.75 0.06 0.1% 84.57
Low 85.00 83.67 -1.33 -1.6% 78.76
Close 85.88 84.30 -1.58 -1.8% 84.54
Range 1.69 3.08 1.39 82.2% 5.81
ATR 1.62 1.72 0.10 6.5% 0.00
Volume 31,379 27,275 -4,104 -13.1% 93,415
Daily Pivots for day following 07-Oct-2010
Classic Woodie Camarilla DeMark
R4 94.15 92.30 85.99
R3 91.07 89.22 85.15
R2 87.99 87.99 84.86
R1 86.14 86.14 84.58 85.53
PP 84.91 84.91 84.91 84.60
S1 83.06 83.06 84.02 82.45
S2 81.83 81.83 83.74
S3 78.75 79.98 83.45
S4 75.67 76.90 82.61
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 86.75 83.10 3.65 4.3% 1.74 2.1% 33% True False 25,357
10 86.75 78.76 7.99 9.5% 1.76 2.1% 69% True False 22,056
20 86.75 78.05 8.70 10.3% 1.62 1.9% 72% True False 19,266
40 86.75 74.29 12.46 14.8% 1.61 1.9% 80% True False 13,887
60 86.75 74.29 12.46 14.8% 1.55 1.8% 80% True False 10,513
80 86.75 74.29 12.46 14.8% 1.49 1.8% 80% True False 8,527
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.31
Widest range in 81 trading days
Fibonacci Retracements and Extensions
4.250 99.84
2.618 94.81
1.618 91.73
1.000 89.83
0.618 88.65
HIGH 86.75
0.618 85.57
0.500 85.21
0.382 84.85
LOW 83.67
0.618 81.77
1.000 80.59
1.618 78.69
2.618 75.61
4.250 70.58
Fisher Pivots for day following 07-Oct-2010
Pivot 1 day 3 day
R1 85.21 85.21
PP 84.91 84.91
S1 84.60 84.60

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

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