NYMEX Light Sweet Crude Oil Future April 2011


Trading Metrics calculated at close of trading on 27-Oct-2010
Day Change Summary
Previous Current
26-Oct-2010 27-Oct-2010 Change Change % Previous Week
Open 84.24 84.53 0.29 0.3% 84.47
High 84.77 84.70 -0.07 -0.1% 86.00
Low 83.90 83.16 -0.74 -0.9% 82.35
Close 84.59 84.22 -0.37 -0.4% 83.97
Range 0.87 1.54 0.67 77.0% 3.65
ATR 1.65 1.64 -0.01 -0.5% 0.00
Volume 8,316 12,139 3,823 46.0% 47,776
Daily Pivots for day following 27-Oct-2010
Classic Woodie Camarilla DeMark
R4 88.65 87.97 85.07
R3 87.11 86.43 84.64
R2 85.57 85.57 84.50
R1 84.89 84.89 84.36 84.46
PP 84.03 84.03 84.03 83.81
S1 83.35 83.35 84.08 82.92
S2 82.49 82.49 83.94
S3 80.95 81.81 83.80
S4 79.41 80.27 83.37
Weekly Pivots for week ending 22-Oct-2010
Classic Woodie Camarilla DeMark
R4 95.06 93.16 85.98
R3 91.41 89.51 84.97
R2 87.76 87.76 84.64
R1 85.86 85.86 84.30 84.99
PP 84.11 84.11 84.11 83.67
S1 82.21 82.21 83.64 81.34
S2 80.46 80.46 83.30
S3 76.81 78.56 82.97
S4 73.16 74.91 81.96
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 85.27 82.71 2.56 3.0% 1.41 1.7% 59% False False 9,688
10 86.75 82.35 4.40 5.2% 1.74 2.1% 43% False False 8,793
20 87.12 82.35 4.77 5.7% 1.61 1.9% 39% False False 10,216
40 87.12 78.19 8.93 10.6% 1.53 1.8% 68% False False 8,769
60 87.12 74.98 12.14 14.4% 1.28 1.5% 76% False False 6,995
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.29
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 91.25
2.618 88.73
1.618 87.19
1.000 86.24
0.618 85.65
HIGH 84.70
0.618 84.11
0.500 83.93
0.382 83.75
LOW 83.16
0.618 82.21
1.000 81.62
1.618 80.67
2.618 79.13
4.250 76.62
Fisher Pivots for day following 27-Oct-2010
Pivot 1 day 3 day
R1 84.12 84.22
PP 84.03 84.22
S1 83.93 84.22

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

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