NYMEX Light Sweet Crude Oil Future April 2011


Trading Metrics calculated at close of trading on 21-Oct-2010
Day Change Summary
Previous Current
20-Oct-2010 21-Oct-2010 Change Change % Previous Week
Open 83.14 84.36 1.22 1.5% 85.70
High 84.71 84.67 -0.04 0.0% 86.75
Low 82.70 82.71 0.01 0.0% 83.97
Close 84.70 82.90 -1.80 -2.1% 84.06
Range 2.01 1.96 -0.05 -2.5% 2.78
ATR 1.73 1.75 0.02 1.1% 0.00
Volume 9,710 10,976 1,266 13.0% 43,782
Daily Pivots for day following 21-Oct-2010
Classic Woodie Camarilla DeMark
R4 89.31 88.06 83.98
R3 87.35 86.10 83.44
R2 85.39 85.39 83.26
R1 84.14 84.14 83.08 83.79
PP 83.43 83.43 83.43 83.25
S1 82.18 82.18 82.72 81.83
S2 81.47 81.47 82.54
S3 79.51 80.22 82.36
S4 77.55 78.26 81.82
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 86.00 82.35 3.65 4.4% 2.12 2.6% 15% False False 8,622
10 86.75 82.35 4.40 5.3% 1.76 2.1% 13% False False 9,118
20 87.12 79.25 7.87 9.5% 1.64 2.0% 46% False False 10,059
40 87.12 77.70 9.42 11.4% 1.51 1.8% 55% False False 8,282
60 87.12 74.98 12.14 14.6% 1.22 1.5% 65% False False 6,465
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 93.00
2.618 89.80
1.618 87.84
1.000 86.63
0.618 85.88
HIGH 84.67
0.618 83.92
0.500 83.69
0.382 83.46
LOW 82.71
0.618 81.50
1.000 80.75
1.618 79.54
2.618 77.58
4.250 74.38
Fisher Pivots for day following 21-Oct-2010
Pivot 1 day 3 day
R1 83.69 83.92
PP 83.43 83.58
S1 83.16 83.24

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

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