NYMEX Light Sweet Crude Oil Future May 2011


Trading Metrics calculated at close of trading on 01-Oct-2010
Day Change Summary
Previous Current
30-Sep-2010 01-Oct-2010 Change Change % Previous Week
Open 83.45 84.30 0.85 1.0% 80.59
High 84.07 85.41 1.34 1.6% 85.41
Low 83.27 84.30 1.03 1.2% 79.84
Close 84.05 85.41 1.36 1.6% 85.41
Range 0.80 1.11 0.31 38.8% 5.57
ATR 1.14 1.15 0.02 1.4% 0.00
Volume 7,468 7,180 -288 -3.9% 28,633
Daily Pivots for day following 01-Oct-2010
Classic Woodie Camarilla DeMark
R4 88.37 88.00 86.02
R3 87.26 86.89 85.72
R2 86.15 86.15 85.61
R1 85.78 85.78 85.51 85.97
PP 85.04 85.04 85.04 85.13
S1 84.67 84.67 85.31 84.86
S2 83.93 83.93 85.21
S3 82.82 83.56 85.10
S4 81.71 82.45 84.80
Weekly Pivots for week ending 01-Oct-2010
Classic Woodie Camarilla DeMark
R4 100.26 98.41 88.47
R3 94.69 92.84 86.94
R2 89.12 89.12 86.43
R1 87.27 87.27 85.92 88.20
PP 83.55 83.55 83.55 84.02
S1 81.70 81.70 84.90 82.63
S2 77.98 77.98 84.39
S3 72.41 76.13 83.88
S4 66.84 70.56 82.35
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 85.41 79.84 5.57 6.5% 0.88 1.0% 100% True False 5,726
10 85.41 79.39 6.02 7.0% 0.93 1.1% 100% True False 5,505
20 85.41 79.35 6.06 7.1% 0.79 0.9% 100% True False 5,256
40 85.46 75.91 9.55 11.2% 0.79 0.9% 99% False False 4,143
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 0.08
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 90.13
2.618 88.32
1.618 87.21
1.000 86.52
0.618 86.10
HIGH 85.41
0.618 84.99
0.500 84.86
0.382 84.72
LOW 84.30
0.618 83.61
1.000 83.19
1.618 82.50
2.618 81.39
4.250 79.58
Fisher Pivots for day following 01-Oct-2010
Pivot 1 day 3 day
R1 85.23 84.69
PP 85.04 83.96
S1 84.86 83.24

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

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