NYMEX Light Sweet Crude Oil Future April 2011


Trading Metrics calculated at close of trading on 14-Oct-2010
Day Change Summary
Previous Current
13-Oct-2010 14-Oct-2010 Change Change % Previous Week
Open 85.69 86.75 1.06 1.2% 84.60
High 86.36 86.75 0.39 0.5% 87.12
Low 85.61 85.08 -0.53 -0.6% 83.37
Close 86.01 85.46 -0.55 -0.6% 85.52
Range 0.75 1.67 0.92 122.7% 3.75
ATR 1.49 1.50 0.01 0.9% 0.00
Volume 10,479 7,358 -3,121 -29.8% 64,926
Daily Pivots for day following 14-Oct-2010
Classic Woodie Camarilla DeMark
R4 90.77 89.79 86.38
R3 89.10 88.12 85.92
R2 87.43 87.43 85.77
R1 86.45 86.45 85.61 86.11
PP 85.76 85.76 85.76 85.59
S1 84.78 84.78 85.31 84.44
S2 84.09 84.09 85.15
S3 82.42 83.11 85.00
S4 80.75 81.44 84.54
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 86.75 83.37 3.38 4.0% 1.41 1.6% 62% True False 9,615
10 87.12 83.37 3.75 4.4% 1.50 1.8% 56% False False 11,247
20 87.12 78.63 8.49 9.9% 1.53 1.8% 80% False False 9,907
40 87.12 74.98 12.14 14.2% 1.34 1.6% 86% False False 7,521
60 87.12 74.98 12.14 14.2% 1.10 1.3% 86% False False 5,884
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
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 93.85
2.618 91.12
1.618 89.45
1.000 88.42
0.618 87.78
HIGH 86.75
0.618 86.11
0.500 85.92
0.382 85.72
LOW 85.08
0.618 84.05
1.000 83.41
1.618 82.38
2.618 80.71
4.250 77.98
Fisher Pivots for day following 14-Oct-2010
Pivot 1 day 3 day
R1 85.92 85.60
PP 85.76 85.55
S1 85.61 85.51

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

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