NYMEX Light Sweet Crude Oil Future May 2011


Trading Metrics calculated at close of trading on 05-Oct-2010
Day Change Summary
Previous Current
04-Oct-2010 05-Oct-2010 Change Change % Previous Week
Open 85.27 85.28 0.01 0.0% 80.59
High 85.44 86.36 0.92 1.1% 85.41
Low 84.69 85.18 0.49 0.6% 79.84
Close 84.93 86.37 1.44 1.7% 85.41
Range 0.75 1.18 0.43 57.3% 5.57
ATR 1.12 1.14 0.02 2.0% 0.00
Volume 8,018 9,125 1,107 13.8% 28,633
Daily Pivots for day following 05-Oct-2010
Classic Woodie Camarilla DeMark
R4 89.51 89.12 87.02
R3 88.33 87.94 86.69
R2 87.15 87.15 86.59
R1 86.76 86.76 86.48 86.96
PP 85.97 85.97 85.97 86.07
S1 85.58 85.58 86.26 85.78
S2 84.79 84.79 86.15
S3 83.61 84.40 86.05
S4 82.43 83.22 85.72
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 86.36 81.06 5.30 6.1% 1.07 1.2% 100% True False 7,174
10 86.36 79.39 6.97 8.1% 0.93 1.1% 100% True False 6,276
20 86.36 79.39 6.97 8.1% 0.75 0.9% 100% True False 5,822
40 86.36 75.91 10.45 12.1% 0.81 0.9% 100% True False 4,491
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.12
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 91.38
2.618 89.45
1.618 88.27
1.000 87.54
0.618 87.09
HIGH 86.36
0.618 85.91
0.500 85.77
0.382 85.63
LOW 85.18
0.618 84.45
1.000 84.00
1.618 83.27
2.618 82.09
4.250 80.17
Fisher Pivots for day following 05-Oct-2010
Pivot 1 day 3 day
R1 86.17 86.02
PP 85.97 85.68
S1 85.77 85.33

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

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