NYMEX Light Sweet Crude Oil Future May 2011


Trading Metrics calculated at close of trading on 11-Oct-2010
Day Change Summary
Previous Current
08-Oct-2010 11-Oct-2010 Change Change % Previous Week
Open 84.76 86.07 1.31 1.5% 85.27
High 85.88 86.07 0.19 0.2% 87.37
Low 84.35 85.33 0.98 1.2% 84.35
Close 85.89 85.80 -0.09 -0.1% 85.89
Range 1.53 0.74 -0.79 -51.6% 3.02
ATR 1.27 1.23 -0.04 -3.0% 0.00
Volume 6,591 5,921 -670 -10.2% 42,175
Daily Pivots for day following 11-Oct-2010
Classic Woodie Camarilla DeMark
R4 87.95 87.62 86.21
R3 87.21 86.88 86.00
R2 86.47 86.47 85.94
R1 86.14 86.14 85.87 85.94
PP 85.73 85.73 85.73 85.63
S1 85.40 85.40 85.73 85.20
S2 84.99 84.99 85.66
S3 84.25 84.66 85.60
S4 83.51 83.92 85.39
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% 48% False False 8,015
10 87.37 80.80 6.57 7.7% 1.19 1.4% 76% False False 7,117
20 87.37 79.39 7.98 9.3% 0.97 1.1% 80% False False 6,463
40 87.37 75.91 11.46 13.4% 0.85 1.0% 86% False False 4,900
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 True
Stretch 0.17
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 89.22
2.618 88.01
1.618 87.27
1.000 86.81
0.618 86.53
HIGH 86.07
0.618 85.79
0.500 85.70
0.382 85.61
LOW 85.33
0.618 84.87
1.000 84.59
1.618 84.13
2.618 83.39
4.250 82.19
Fisher Pivots for day following 11-Oct-2010
Pivot 1 day 3 day
R1 85.77 85.86
PP 85.73 85.84
S1 85.70 85.82

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

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