NYMEX Light Sweet Crude Oil Future March 2011


Trading Metrics calculated at close of trading on 12-Oct-2010
Day Change Summary
Previous Current
11-Oct-2010 12-Oct-2010 Change Change % Previous Week
Open 85.46 84.47 -0.99 -1.2% 84.63
High 85.61 85.04 -0.57 -0.7% 86.75
Low 84.49 83.71 -0.78 -0.9% 82.89
Close 85.02 84.54 -0.48 -0.6% 85.08
Range 1.12 1.33 0.21 18.8% 3.86
ATR 1.74 1.71 -0.03 -1.7% 0.00
Volume 20,368 14,848 -5,520 -27.1% 130,870
Daily Pivots for day following 12-Oct-2010
Classic Woodie Camarilla DeMark
R4 88.42 87.81 85.27
R3 87.09 86.48 84.91
R2 85.76 85.76 84.78
R1 85.15 85.15 84.66 85.46
PP 84.43 84.43 84.43 84.58
S1 83.82 83.82 84.42 84.13
S2 83.10 83.10 84.30
S3 81.77 82.49 84.17
S4 80.44 81.16 83.81
Weekly Pivots for week ending 08-Oct-2010
Classic Woodie Camarilla DeMark
R4 96.49 94.64 87.20
R3 92.63 90.78 86.14
R2 88.77 88.77 85.79
R1 86.92 86.92 85.43 87.85
PP 84.91 84.91 84.91 85.37
S1 83.06 83.06 84.73 83.99
S2 81.05 81.05 84.37
S3 77.19 79.20 84.02
S4 73.33 75.34 82.96
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 86.75 82.89 3.86 4.6% 1.96 2.3% 43% False False 23,259
10 86.75 79.51 7.24 8.6% 1.79 2.1% 69% False False 22,441
20 86.75 78.05 8.70 10.3% 1.70 2.0% 75% False False 19,424
40 86.75 74.29 12.46 14.7% 1.63 1.9% 82% False False 14,876
60 86.75 74.29 12.46 14.7% 1.55 1.8% 82% False False 11,391
80 86.75 74.29 12.46 14.7% 1.53 1.8% 82% False False 9,163
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 0.48
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 90.69
2.618 88.52
1.618 87.19
1.000 86.37
0.618 85.86
HIGH 85.04
0.618 84.53
0.500 84.38
0.382 84.22
LOW 83.71
0.618 82.89
1.000 82.38
1.618 81.56
2.618 80.23
4.250 78.06
Fisher Pivots for day following 12-Oct-2010
Pivot 1 day 3 day
R1 84.49 84.44
PP 84.43 84.35
S1 84.38 84.25

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

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