NYMEX Light Sweet Crude Oil Future March 2011


Trading Metrics calculated at close of trading on 29-Oct-2010
Day Change Summary
Previous Current
28-Oct-2010 29-Oct-2010 Change Change % Previous Week
Open 83.98 83.75 -0.23 -0.3% 83.90
High 84.44 83.94 -0.50 -0.6% 84.96
Low 83.39 82.50 -0.89 -1.1% 82.39
Close 84.08 83.21 -0.87 -1.0% 83.21
Range 1.05 1.44 0.39 37.1% 2.57
ATR 1.82 1.80 -0.02 -0.9% 0.00
Volume 21,664 17,043 -4,621 -21.3% 89,398
Daily Pivots for day following 29-Oct-2010
Classic Woodie Camarilla DeMark
R4 87.54 86.81 84.00
R3 86.10 85.37 83.61
R2 84.66 84.66 83.47
R1 83.93 83.93 83.34 83.58
PP 83.22 83.22 83.22 83.04
S1 82.49 82.49 83.08 82.14
S2 81.78 81.78 82.95
S3 80.34 81.05 82.81
S4 78.90 79.61 82.42
Weekly Pivots for week ending 29-Oct-2010
Classic Woodie Camarilla DeMark
R4 91.23 89.79 84.62
R3 88.66 87.22 83.92
R2 86.09 86.09 83.68
R1 84.65 84.65 83.45 84.09
PP 83.52 83.52 83.52 83.24
S1 82.08 82.08 82.97 81.52
S2 80.95 80.95 82.74
S3 78.38 79.51 82.50
S4 75.81 76.94 81.80
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 84.96 82.39 2.57 3.1% 1.42 1.7% 32% False False 17,879
10 85.64 81.91 3.73 4.5% 1.97 2.4% 35% False False 20,942
20 86.75 81.91 4.84 5.8% 1.86 2.2% 27% False False 21,540
40 86.75 78.05 8.70 10.5% 1.75 2.1% 59% False False 18,869
60 86.75 74.29 12.46 15.0% 1.66 2.0% 72% False False 15,003
80 86.75 74.29 12.46 15.0% 1.59 1.9% 72% False False 12,065
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.28
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 90.06
2.618 87.71
1.618 86.27
1.000 85.38
0.618 84.83
HIGH 83.94
0.618 83.39
0.500 83.22
0.382 83.05
LOW 82.50
0.618 81.61
1.000 81.06
1.618 80.17
2.618 78.73
4.250 76.38
Fisher Pivots for day following 29-Oct-2010
Pivot 1 day 3 day
R1 83.22 83.42
PP 83.22 83.35
S1 83.21 83.28

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

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