NYMEX Light Sweet Crude Oil Future April 2011


Trading Metrics calculated at close of trading on 01-Oct-2010
Day Change Summary
Previous Current
30-Sep-2010 01-Oct-2010 Change Change % Previous Week
Open 82.60 83.70 1.10 1.3% 80.18
High 83.80 85.02 1.22 1.5% 85.02
Low 82.37 83.70 1.33 1.6% 79.25
Close 83.69 85.03 1.34 1.6% 85.03
Range 1.43 1.32 -0.11 -7.7% 5.77
ATR 1.43 1.42 -0.01 -0.5% 0.00
Volume 11,268 10,348 -920 -8.2% 48,417
Daily Pivots for day following 01-Oct-2010
Classic Woodie Camarilla DeMark
R4 88.54 88.11 85.76
R3 87.22 86.79 85.39
R2 85.90 85.90 85.27
R1 85.47 85.47 85.15 85.69
PP 84.58 84.58 84.58 84.69
S1 84.15 84.15 84.91 84.37
S2 83.26 83.26 84.79
S3 81.94 82.83 84.67
S4 80.62 81.51 84.30
Weekly Pivots for week ending 01-Oct-2010
Classic Woodie Camarilla DeMark
R4 100.41 98.49 88.20
R3 94.64 92.72 86.62
R2 88.87 88.87 86.09
R1 86.95 86.95 85.56 87.91
PP 83.10 83.10 83.10 83.58
S1 81.18 81.18 84.50 82.14
S2 77.33 77.33 83.97
S3 71.56 75.41 83.44
S4 65.79 69.64 81.86
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 85.02 79.25 5.77 6.8% 1.48 1.7% 100% True False 9,683
10 85.02 78.63 6.39 7.5% 1.47 1.7% 100% True False 8,769
20 85.02 78.63 6.39 7.5% 1.43 1.7% 100% True False 7,842
40 85.19 74.98 10.21 12.0% 1.17 1.4% 98% False False 5,801
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.26
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 90.63
2.618 88.48
1.618 87.16
1.000 86.34
0.618 85.84
HIGH 85.02
0.618 84.52
0.500 84.36
0.382 84.20
LOW 83.70
0.618 82.88
1.000 82.38
1.618 81.56
2.618 80.24
4.250 78.09
Fisher Pivots for day following 01-Oct-2010
Pivot 1 day 3 day
R1 84.81 84.24
PP 84.58 83.44
S1 84.36 82.65

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

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