NYMEX Light Sweet Crude Oil Future March 2011


Trading Metrics calculated at close of trading on 15-Oct-2010
Day Change Summary
Previous Current
14-Oct-2010 15-Oct-2010 Change Change % Previous Week
Open 85.76 85.04 -0.72 -0.8% 85.46
High 86.44 85.37 -1.07 -1.2% 86.44
Low 84.64 83.09 -1.55 -1.8% 83.09
Close 85.06 83.65 -1.41 -1.7% 83.65
Range 1.80 2.28 0.48 26.7% 3.35
ATR 1.69 1.73 0.04 2.5% 0.00
Volume 17,881 18,849 968 5.4% 90,506
Daily Pivots for day following 15-Oct-2010
Classic Woodie Camarilla DeMark
R4 90.88 89.54 84.90
R3 88.60 87.26 84.28
R2 86.32 86.32 84.07
R1 84.98 84.98 83.86 84.51
PP 84.04 84.04 84.04 83.80
S1 82.70 82.70 83.44 82.23
S2 81.76 81.76 83.23
S3 79.48 80.42 83.02
S4 77.20 78.14 82.40
Weekly Pivots for week ending 15-Oct-2010
Classic Woodie Camarilla DeMark
R4 94.44 92.40 85.49
R3 91.09 89.05 84.57
R2 87.74 87.74 84.26
R1 85.70 85.70 83.96 85.05
PP 84.39 84.39 84.39 84.07
S1 82.35 82.35 83.34 81.70
S2 81.04 81.04 83.04
S3 77.69 79.00 82.73
S4 74.34 75.65 81.81
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 86.44 83.09 3.35 4.0% 1.54 1.8% 17% False True 18,101
10 86.75 82.89 3.86 4.6% 1.75 2.1% 20% False False 22,137
20 86.75 78.05 8.70 10.4% 1.74 2.1% 64% False False 19,494
40 86.75 74.29 12.46 14.9% 1.65 2.0% 75% False False 15,832
60 86.75 74.29 12.46 14.9% 1.56 1.9% 75% False False 12,174
80 86.75 74.29 12.46 14.9% 1.54 1.8% 75% False False 9,779
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.51
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 95.06
2.618 91.34
1.618 89.06
1.000 87.65
0.618 86.78
HIGH 85.37
0.618 84.50
0.500 84.23
0.382 83.96
LOW 83.09
0.618 81.68
1.000 80.81
1.618 79.40
2.618 77.12
4.250 73.40
Fisher Pivots for day following 15-Oct-2010
Pivot 1 day 3 day
R1 84.23 84.77
PP 84.04 84.39
S1 83.84 84.02

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

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