NYMEX Light Sweet Crude Oil Future March 2011


Trading Metrics calculated at close of trading on 19-Oct-2010
Day Change Summary
Previous Current
18-Oct-2010 19-Oct-2010 Change Change % Previous Week
Open 83.25 85.46 2.21 2.7% 85.46
High 85.64 85.54 -0.10 -0.1% 86.44
Low 82.79 81.91 -0.88 -1.1% 83.09
Close 85.56 82.08 -3.48 -4.1% 83.65
Range 2.85 3.63 0.78 27.4% 3.35
ATR 1.81 1.95 0.13 7.2% 0.00
Volume 18,556 17,019 -1,537 -8.3% 90,506
Daily Pivots for day following 19-Oct-2010
Classic Woodie Camarilla DeMark
R4 94.07 91.70 84.08
R3 90.44 88.07 83.08
R2 86.81 86.81 82.75
R1 84.44 84.44 82.41 83.81
PP 83.18 83.18 83.18 82.86
S1 80.81 80.81 81.75 80.18
S2 79.55 79.55 81.41
S3 75.92 77.18 81.08
S4 72.29 73.55 80.08
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 81.91 4.53 5.5% 2.35 2.9% 4% False True 18,173
10 86.75 81.91 4.84 5.9% 2.16 2.6% 4% False True 20,716
20 86.75 78.05 8.70 10.6% 1.87 2.3% 46% False False 19,870
40 86.75 74.29 12.46 15.2% 1.75 2.1% 63% False False 16,473
60 86.75 74.29 12.46 15.2% 1.63 2.0% 63% False False 12,644
80 86.75 74.29 12.46 15.2% 1.58 1.9% 63% False False 10,163
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.52
Widest range in 89 trading days
Fibonacci Retracements and Extensions
4.250 100.97
2.618 95.04
1.618 91.41
1.000 89.17
0.618 87.78
HIGH 85.54
0.618 84.15
0.500 83.73
0.382 83.30
LOW 81.91
0.618 79.67
1.000 78.28
1.618 76.04
2.618 72.41
4.250 66.48
Fisher Pivots for day following 19-Oct-2010
Pivot 1 day 3 day
R1 83.73 83.78
PP 83.18 83.21
S1 82.63 82.65

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

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