NYMEX Light Sweet Crude Oil Future March 2011


Trading Metrics calculated at close of trading on 28-Oct-2010
Day Change Summary
Previous Current
27-Oct-2010 28-Oct-2010 Change Change % Previous Week
Open 84.13 83.98 -0.15 -0.2% 83.25
High 84.32 84.44 0.12 0.1% 85.64
Low 82.39 83.39 1.00 1.2% 81.91
Close 83.79 84.08 0.29 0.3% 83.56
Range 1.93 1.05 -0.88 -45.6% 3.73
ATR 1.88 1.82 -0.06 -3.2% 0.00
Volume 17,657 21,664 4,007 22.7% 120,026
Daily Pivots for day following 28-Oct-2010
Classic Woodie Camarilla DeMark
R4 87.12 86.65 84.66
R3 86.07 85.60 84.37
R2 85.02 85.02 84.27
R1 84.55 84.55 84.18 84.79
PP 83.97 83.97 83.97 84.09
S1 83.50 83.50 83.98 83.74
S2 82.92 82.92 83.89
S3 81.87 82.45 83.79
S4 80.82 81.40 83.50
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 82.38 2.58 3.1% 1.43 1.7% 66% False False 19,513
10 85.64 81.91 3.73 4.4% 2.06 2.4% 58% False False 21,123
20 86.75 81.91 4.84 5.8% 1.86 2.2% 45% False False 21,605
40 86.75 78.05 8.70 10.3% 1.76 2.1% 69% False False 18,809
60 86.75 74.29 12.46 14.8% 1.65 2.0% 79% False False 14,793
80 86.75 74.29 12.46 14.8% 1.59 1.9% 79% False False 11,888
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 88.90
2.618 87.19
1.618 86.14
1.000 85.49
0.618 85.09
HIGH 84.44
0.618 84.04
0.500 83.92
0.382 83.79
LOW 83.39
0.618 82.74
1.000 82.34
1.618 81.69
2.618 80.64
4.250 78.93
Fisher Pivots for day following 28-Oct-2010
Pivot 1 day 3 day
R1 84.03 83.86
PP 83.97 83.64
S1 83.92 83.43

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

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