NYMEX Light Sweet Crude Oil Future May 2011


Trading Metrics calculated at close of trading on 08-Oct-2010
Day Change Summary
Previous Current
07-Oct-2010 08-Oct-2010 Change Change % Previous Week
Open 87.00 84.76 -2.24 -2.6% 85.27
High 87.37 85.88 -1.49 -1.7% 87.37
Low 84.68 84.35 -0.33 -0.4% 84.35
Close 85.10 85.89 0.79 0.9% 85.89
Range 2.69 1.53 -1.16 -43.1% 3.02
ATR 1.25 1.27 0.02 1.6% 0.00
Volume 8,105 6,591 -1,514 -18.7% 42,175
Daily Pivots for day following 08-Oct-2010
Classic Woodie Camarilla DeMark
R4 89.96 89.46 86.73
R3 88.43 87.93 86.31
R2 86.90 86.90 86.17
R1 86.40 86.40 86.03 86.65
PP 85.37 85.37 85.37 85.50
S1 84.87 84.87 85.75 85.12
S2 83.84 83.84 85.61
S3 82.31 83.34 85.47
S4 80.78 81.81 85.05
Weekly Pivots for week ending 08-Oct-2010
Classic Woodie Camarilla DeMark
R4 94.93 93.43 87.55
R3 91.91 90.41 86.72
R2 88.89 88.89 86.44
R1 87.39 87.39 86.17 88.14
PP 85.87 85.87 85.87 86.25
S1 84.37 84.37 85.61 85.12
S2 82.85 82.85 85.34
S3 79.83 81.35 85.06
S4 76.81 78.33 84.23
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 87.37 84.35 3.02 3.5% 1.44 1.7% 51% False True 8,435
10 87.37 79.84 7.53 8.8% 1.16 1.3% 80% False False 7,080
20 87.37 79.39 7.98 9.3% 0.96 1.1% 81% False False 6,542
40 87.37 75.91 11.46 13.3% 0.86 1.0% 87% False False 4,889
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 0.14
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 92.38
2.618 89.89
1.618 88.36
1.000 87.41
0.618 86.83
HIGH 85.88
0.618 85.30
0.500 85.12
0.382 84.93
LOW 84.35
0.618 83.40
1.000 82.82
1.618 81.87
2.618 80.34
4.250 77.85
Fisher Pivots for day following 08-Oct-2010
Pivot 1 day 3 day
R1 85.63 85.88
PP 85.37 85.87
S1 85.12 85.86

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

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