NYMEX Light Sweet Crude Oil Future March 2011


Trading Metrics calculated at close of trading on 14-Oct-2010
Day Change Summary
Previous Current
13-Oct-2010 14-Oct-2010 Change Change % Previous Week
Open 84.84 85.76 0.92 1.1% 84.63
High 85.94 86.44 0.50 0.6% 86.75
Low 84.76 84.64 -0.12 -0.1% 82.89
Close 85.60 85.06 -0.54 -0.6% 85.08
Range 1.18 1.80 0.62 52.5% 3.86
ATR 1.68 1.69 0.01 0.5% 0.00
Volume 18,560 17,881 -679 -3.7% 130,870
Daily Pivots for day following 14-Oct-2010
Classic Woodie Camarilla DeMark
R4 90.78 89.72 86.05
R3 88.98 87.92 85.56
R2 87.18 87.18 85.39
R1 86.12 86.12 85.23 85.75
PP 85.38 85.38 85.38 85.20
S1 84.32 84.32 84.90 83.95
S2 83.58 83.58 84.73
S3 81.78 82.52 84.57
S4 79.98 80.72 84.07
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 86.44 82.89 3.55 4.2% 1.60 1.9% 61% True False 18,817
10 86.75 82.89 3.86 4.5% 1.67 2.0% 56% False False 22,087
20 86.75 78.05 8.70 10.2% 1.72 2.0% 81% False False 19,310
40 86.75 74.29 12.46 14.6% 1.63 1.9% 86% False False 15,479
60 86.75 74.29 12.46 14.6% 1.55 1.8% 86% False False 11,908
80 86.75 74.29 12.46 14.6% 1.54 1.8% 86% False False 9,566
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.47
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 94.09
2.618 91.15
1.618 89.35
1.000 88.24
0.618 87.55
HIGH 86.44
0.618 85.75
0.500 85.54
0.382 85.33
LOW 84.64
0.618 83.53
1.000 82.84
1.618 81.73
2.618 79.93
4.250 76.99
Fisher Pivots for day following 14-Oct-2010
Pivot 1 day 3 day
R1 85.54 85.08
PP 85.38 85.07
S1 85.22 85.07

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

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