NYMEX Light Sweet Crude Oil Future May 2011


Trading Metrics calculated at close of trading on 06-Oct-2010
Day Change Summary
Previous Current
05-Oct-2010 06-Oct-2010 Change Change % Previous Week
Open 85.28 86.55 1.27 1.5% 80.59
High 86.36 87.22 0.86 1.0% 85.41
Low 85.18 86.18 1.00 1.2% 79.84
Close 86.37 86.66 0.29 0.3% 85.41
Range 1.18 1.04 -0.14 -11.9% 5.57
ATR 1.14 1.14 -0.01 -0.7% 0.00
Volume 9,125 10,336 1,211 13.3% 28,633
Daily Pivots for day following 06-Oct-2010
Classic Woodie Camarilla DeMark
R4 89.81 89.27 87.23
R3 88.77 88.23 86.95
R2 87.73 87.73 86.85
R1 87.19 87.19 86.76 87.46
PP 86.69 86.69 86.69 86.82
S1 86.15 86.15 86.56 86.42
S2 85.65 85.65 86.47
S3 84.61 85.11 86.37
S4 83.57 84.07 86.09
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 87.22 83.27 3.95 4.6% 0.98 1.1% 86% True False 8,425
10 87.22 79.39 7.83 9.0% 0.93 1.1% 93% True False 6,521
20 87.22 79.39 7.83 9.0% 0.80 0.9% 93% True False 6,196
40 87.22 75.91 11.31 13.1% 0.83 1.0% 95% True False 4,672
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.13
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 91.64
2.618 89.94
1.618 88.90
1.000 88.26
0.618 87.86
HIGH 87.22
0.618 86.82
0.500 86.70
0.382 86.58
LOW 86.18
0.618 85.54
1.000 85.14
1.618 84.50
2.618 83.46
4.250 81.76
Fisher Pivots for day following 06-Oct-2010
Pivot 1 day 3 day
R1 86.70 86.43
PP 86.69 86.19
S1 86.67 85.96

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

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