NYMEX Light Sweet Crude Oil Future March 2011


Trading Metrics calculated at close of trading on 13-Oct-2010
Day Change Summary
Previous Current
12-Oct-2010 13-Oct-2010 Change Change % Previous Week
Open 84.47 84.84 0.37 0.4% 84.63
High 85.04 85.94 0.90 1.1% 86.75
Low 83.71 84.76 1.05 1.3% 82.89
Close 84.54 85.60 1.06 1.3% 85.08
Range 1.33 1.18 -0.15 -11.3% 3.86
ATR 1.71 1.68 -0.02 -1.3% 0.00
Volume 14,848 18,560 3,712 25.0% 130,870
Daily Pivots for day following 13-Oct-2010
Classic Woodie Camarilla DeMark
R4 88.97 88.47 86.25
R3 87.79 87.29 85.92
R2 86.61 86.61 85.82
R1 86.11 86.11 85.71 86.36
PP 85.43 85.43 85.43 85.56
S1 84.93 84.93 85.49 85.18
S2 84.25 84.25 85.38
S3 83.07 83.75 85.28
S4 81.89 82.57 84.95
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 4.5% 1.86 2.2% 70% False False 20,696
10 86.75 81.40 5.35 6.3% 1.68 2.0% 79% False False 22,618
20 86.75 78.05 8.70 10.2% 1.71 2.0% 87% False False 19,177
40 86.75 74.29 12.46 14.6% 1.62 1.9% 91% False False 15,284
60 86.75 74.29 12.46 14.6% 1.55 1.8% 91% False False 11,674
80 86.75 74.29 12.46 14.6% 1.53 1.8% 91% False False 9,361
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.44
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 90.96
2.618 89.03
1.618 87.85
1.000 87.12
0.618 86.67
HIGH 85.94
0.618 85.49
0.500 85.35
0.382 85.21
LOW 84.76
0.618 84.03
1.000 83.58
1.618 82.85
2.618 81.67
4.250 79.75
Fisher Pivots for day following 13-Oct-2010
Pivot 1 day 3 day
R1 85.52 85.34
PP 85.43 85.08
S1 85.35 84.83

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

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