NYMEX Light Sweet Crude Oil Future April 2011


Trading Metrics calculated at close of trading on 29-Oct-2010
Day Change Summary
Previous Current
28-Oct-2010 29-Oct-2010 Change Change % Previous Week
Open 84.40 84.16 -0.24 -0.3% 84.49
High 84.84 84.36 -0.48 -0.6% 85.27
Low 83.79 83.15 -0.64 -0.8% 83.15
Close 84.52 83.61 -0.91 -1.1% 83.61
Range 1.05 1.21 0.16 15.2% 2.12
ATR 1.60 1.58 -0.02 -1.0% 0.00
Volume 10,958 9,265 -1,693 -15.4% 46,444
Daily Pivots for day following 29-Oct-2010
Classic Woodie Camarilla DeMark
R4 87.34 86.68 84.28
R3 86.13 85.47 83.94
R2 84.92 84.92 83.83
R1 84.26 84.26 83.72 83.99
PP 83.71 83.71 83.71 83.57
S1 83.05 83.05 83.50 82.78
S2 82.50 82.50 83.39
S3 81.29 81.84 83.28
S4 80.08 80.63 82.94
Weekly Pivots for week ending 29-Oct-2010
Classic Woodie Camarilla DeMark
R4 90.37 89.11 84.78
R3 88.25 86.99 84.19
R2 86.13 86.13 84.00
R1 84.87 84.87 83.80 84.44
PP 84.01 84.01 84.01 83.80
S1 82.75 82.75 83.42 82.32
S2 81.89 81.89 83.22
S3 79.77 80.63 83.03
S4 77.65 78.51 82.44
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 85.27 83.15 2.12 2.5% 1.25 1.5% 22% False True 9,288
10 86.00 82.35 3.65 4.4% 1.62 1.9% 35% False False 9,422
20 87.12 82.35 4.77 5.7% 1.58 1.9% 26% False False 10,146
40 87.12 78.63 8.49 10.2% 1.51 1.8% 59% False False 8,994
60 87.12 74.98 12.14 14.5% 1.31 1.6% 71% False False 7,249
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 True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.32
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 89.50
2.618 87.53
1.618 86.32
1.000 85.57
0.618 85.11
HIGH 84.36
0.618 83.90
0.500 83.76
0.382 83.61
LOW 83.15
0.618 82.40
1.000 81.94
1.618 81.19
2.618 79.98
4.250 78.01
Fisher Pivots for day following 29-Oct-2010
Pivot 1 day 3 day
R1 83.76 84.00
PP 83.71 83.87
S1 83.66 83.74

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

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