NYMEX Light Sweet Crude Oil Future April 2011


Trading Metrics calculated at close of trading on 18-Oct-2010
Day Change Summary
Previous Current
15-Oct-2010 18-Oct-2010 Change Change % Previous Week
Open 85.35 84.47 -0.88 -1.0% 85.70
High 85.76 86.00 0.24 0.3% 86.75
Low 83.97 84.32 0.35 0.4% 83.97
Close 84.06 85.97 1.91 2.3% 84.06
Range 1.79 1.68 -0.11 -6.1% 2.78
ATR 1.52 1.55 0.03 2.0% 0.00
Volume 6,581 8,690 2,109 32.0% 43,782
Daily Pivots for day following 18-Oct-2010
Classic Woodie Camarilla DeMark
R4 90.47 89.90 86.89
R3 88.79 88.22 86.43
R2 87.11 87.11 86.28
R1 86.54 86.54 86.12 86.83
PP 85.43 85.43 85.43 85.57
S1 84.86 84.86 85.82 85.15
S2 83.75 83.75 85.66
S3 82.07 83.18 85.51
S4 80.39 81.50 85.05
Weekly Pivots for week ending 15-Oct-2010
Classic Woodie Camarilla DeMark
R4 93.27 91.44 85.59
R3 90.49 88.66 84.82
R2 87.71 87.71 84.57
R1 85.88 85.88 84.31 85.41
PP 84.93 84.93 84.93 84.69
S1 83.10 83.10 83.81 82.63
S2 82.15 82.15 83.55
S3 79.37 80.32 83.30
S4 76.59 77.54 82.53
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 86.75 83.97 2.78 3.2% 1.41 1.6% 72% False False 8,182
10 87.12 83.37 3.75 4.4% 1.62 1.9% 69% False False 10,506
20 87.12 78.63 8.49 9.9% 1.52 1.8% 86% False False 9,843
40 87.12 74.98 12.14 14.1% 1.37 1.6% 91% False False 7,793
60 87.12 74.98 12.14 14.1% 1.13 1.3% 91% False False 6,062
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 0.35
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 93.14
2.618 90.40
1.618 88.72
1.000 87.68
0.618 87.04
HIGH 86.00
0.618 85.36
0.500 85.16
0.382 84.96
LOW 84.32
0.618 83.28
1.000 82.64
1.618 81.60
2.618 79.92
4.250 77.18
Fisher Pivots for day following 18-Oct-2010
Pivot 1 day 3 day
R1 85.70 85.77
PP 85.43 85.56
S1 85.16 85.36

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

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