NYMEX Light Sweet Crude Oil Future March 2011


Trading Metrics calculated at close of trading on 27-Oct-2010
Day Change Summary
Previous Current
26-Oct-2010 27-Oct-2010 Change Change % Previous Week
Open 84.15 84.13 -0.02 0.0% 83.25
High 84.46 84.32 -0.14 -0.2% 85.64
Low 83.48 82.39 -1.09 -1.3% 81.91
Close 84.20 83.79 -0.41 -0.5% 83.56
Range 0.98 1.93 0.95 96.9% 3.73
ATR 1.87 1.88 0.00 0.2% 0.00
Volume 19,807 17,657 -2,150 -10.9% 120,026
Daily Pivots for day following 27-Oct-2010
Classic Woodie Camarilla DeMark
R4 89.29 88.47 84.85
R3 87.36 86.54 84.32
R2 85.43 85.43 84.14
R1 84.61 84.61 83.97 84.06
PP 83.50 83.50 83.50 83.22
S1 82.68 82.68 83.61 82.13
S2 81.57 81.57 83.44
S3 79.64 80.75 83.26
S4 77.71 78.82 82.73
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% 1.70 2.0% 60% False False 21,578
10 86.44 81.91 4.53 5.4% 2.13 2.5% 42% False False 20,744
20 86.75 81.40 5.35 6.4% 1.91 2.3% 45% False False 21,681
40 86.75 77.98 8.77 10.5% 1.77 2.1% 66% False False 18,615
60 86.75 74.29 12.46 14.9% 1.65 2.0% 76% False False 14,543
80 86.75 74.29 12.46 14.9% 1.60 1.9% 76% False False 11,649
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.32
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 92.52
2.618 89.37
1.618 87.44
1.000 86.25
0.618 85.51
HIGH 84.32
0.618 83.58
0.500 83.36
0.382 83.13
LOW 82.39
0.618 81.20
1.000 80.46
1.618 79.27
2.618 77.34
4.250 74.19
Fisher Pivots for day following 27-Oct-2010
Pivot 1 day 3 day
R1 83.65 83.75
PP 83.50 83.71
S1 83.36 83.68

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

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