NYMEX Light Sweet Crude Oil Future April 2011


Trading Metrics calculated at close of trading on 13-Oct-2010
Day Change Summary
Previous Current
12-Oct-2010 13-Oct-2010 Change Change % Previous Week
Open 84.67 85.69 1.02 1.2% 84.60
High 85.58 86.36 0.78 0.9% 87.12
Low 84.44 85.61 1.17 1.4% 83.37
Close 85.00 86.01 1.01 1.2% 85.52
Range 1.14 0.75 -0.39 -34.2% 3.75
ATR 1.50 1.49 -0.01 -0.7% 0.00
Volume 7,803 10,479 2,676 34.3% 64,926
Daily Pivots for day following 13-Oct-2010
Classic Woodie Camarilla DeMark
R4 88.24 87.88 86.42
R3 87.49 87.13 86.22
R2 86.74 86.74 86.15
R1 86.38 86.38 86.08 86.56
PP 85.99 85.99 85.99 86.09
S1 85.63 85.63 85.94 85.81
S2 85.24 85.24 85.87
S3 84.49 84.88 85.80
S4 83.74 84.13 85.60
Weekly Pivots for week ending 08-Oct-2010
Classic Woodie Camarilla DeMark
R4 96.59 94.80 87.58
R3 92.84 91.05 86.55
R2 89.09 89.09 86.21
R1 87.30 87.30 85.86 88.20
PP 85.34 85.34 85.34 85.78
S1 83.55 83.55 85.18 84.45
S2 81.59 81.59 84.83
S3 77.84 79.80 84.49
S4 74.09 76.05 83.46
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 86.86 83.37 3.49 4.1% 1.61 1.9% 76% False False 10,471
10 87.12 82.37 4.75 5.5% 1.48 1.7% 77% False False 11,638
20 87.12 78.63 8.49 9.9% 1.51 1.8% 87% False False 10,038
40 87.12 74.98 12.14 14.1% 1.33 1.5% 91% False False 7,472
60 87.12 74.98 12.14 14.1% 1.08 1.3% 91% False False 5,806
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.35
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 89.55
2.618 88.32
1.618 87.57
1.000 87.11
0.618 86.82
HIGH 86.36
0.618 86.07
0.500 85.99
0.382 85.90
LOW 85.61
0.618 85.15
1.000 84.86
1.618 84.40
2.618 83.65
4.250 82.42
Fisher Pivots for day following 13-Oct-2010
Pivot 1 day 3 day
R1 86.00 85.81
PP 85.99 85.60
S1 85.99 85.40

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

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