NYMEX Light Sweet Crude Oil Future March 2011


Trading Metrics calculated at close of trading on 26-Oct-2010
Day Change Summary
Previous Current
25-Oct-2010 26-Oct-2010 Change Change % Previous Week
Open 83.90 84.15 0.25 0.3% 83.25
High 84.96 84.46 -0.50 -0.6% 85.64
Low 83.24 83.48 0.24 0.3% 81.91
Close 84.22 84.20 -0.02 0.0% 83.56
Range 1.72 0.98 -0.74 -43.0% 3.73
ATR 1.94 1.87 -0.07 -3.5% 0.00
Volume 13,227 19,807 6,580 49.7% 120,026
Daily Pivots for day following 26-Oct-2010
Classic Woodie Camarilla DeMark
R4 86.99 86.57 84.74
R3 86.01 85.59 84.47
R2 85.03 85.03 84.38
R1 84.61 84.61 84.29 84.82
PP 84.05 84.05 84.05 84.15
S1 83.63 83.63 84.11 83.84
S2 83.07 83.07 84.02
S3 82.09 82.65 83.93
S4 81.11 81.67 83.66
Weekly Pivots for week ending 22-Oct-2010
Classic Woodie Camarilla DeMark
R4 94.89 92.96 85.61
R3 91.16 89.23 84.59
R2 87.43 87.43 84.24
R1 85.50 85.50 83.90 86.47
PP 83.70 83.70 83.70 84.19
S1 81.77 81.77 83.22 82.74
S2 79.97 79.97 82.88
S3 76.24 78.04 82.53
S4 72.51 74.31 81.51
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 84.96 82.05 2.91 3.5% 1.77 2.1% 74% False False 23,497
10 86.44 81.91 4.53 5.4% 2.06 2.4% 51% False False 20,835
20 86.75 79.51 7.24 8.6% 1.92 2.3% 65% False False 21,638
40 86.75 77.26 9.49 11.3% 1.78 2.1% 73% False False 18,393
60 86.75 74.29 12.46 14.8% 1.64 1.9% 80% False False 14,301
80 86.75 74.29 12.46 14.8% 1.60 1.9% 80% False False 11,468
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.31
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 88.63
2.618 87.03
1.618 86.05
1.000 85.44
0.618 85.07
HIGH 84.46
0.618 84.09
0.500 83.97
0.382 83.85
LOW 83.48
0.618 82.87
1.000 82.50
1.618 81.89
2.618 80.91
4.250 79.32
Fisher Pivots for day following 26-Oct-2010
Pivot 1 day 3 day
R1 84.12 84.02
PP 84.05 83.85
S1 83.97 83.67

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

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