NYMEX Light Sweet Crude Oil Future May 2011


Trading Metrics calculated at close of trading on 19-Oct-2010
Day Change Summary
Previous Current
18-Oct-2010 19-Oct-2010 Change Change % Previous Week
Open 84.28 86.03 1.75 2.1% 86.07
High 85.76 86.03 0.27 0.3% 86.75
Low 84.28 82.75 -1.53 -1.8% 84.76
Close 86.34 82.91 -3.43 -4.0% 84.42
Range 1.48 3.28 1.80 121.6% 1.99
ATR 1.24 1.41 0.17 13.5% 0.00
Volume 5,625 3,195 -2,430 -43.2% 25,347
Daily Pivots for day following 19-Oct-2010
Classic Woodie Camarilla DeMark
R4 93.74 91.60 84.71
R3 90.46 88.32 83.81
R2 87.18 87.18 83.51
R1 85.04 85.04 83.21 84.47
PP 83.90 83.90 83.90 83.61
S1 81.76 81.76 82.61 81.19
S2 80.62 80.62 82.31
S3 77.34 78.48 82.01
S4 74.06 75.20 81.11
Weekly Pivots for week ending 15-Oct-2010
Classic Woodie Camarilla DeMark
R4 91.28 89.84 85.51
R3 89.29 87.85 84.97
R2 87.30 87.30 84.78
R1 85.86 85.86 84.60 85.59
PP 85.31 85.31 85.31 85.17
S1 83.87 83.87 84.24 83.60
S2 83.32 83.32 84.06
S3 81.33 81.88 83.87
S4 79.34 79.89 83.33
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 86.75 82.75 4.00 4.8% 1.64 2.0% 4% False True 4,564
10 87.37 82.75 4.62 5.6% 1.51 1.8% 3% False True 5,919
20 87.37 79.39 7.98 9.6% 1.22 1.5% 44% False False 6,098
40 87.37 75.91 11.46 13.8% 0.96 1.2% 61% False False 5,198
60 87.37 75.91 11.46 13.8% 0.86 1.0% 61% False False 4,200
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.15
Widest range in 65 trading days
Fibonacci Retracements and Extensions
4.250 99.97
2.618 94.62
1.618 91.34
1.000 89.31
0.618 88.06
HIGH 86.03
0.618 84.78
0.500 84.39
0.382 84.00
LOW 82.75
0.618 80.72
1.000 79.47
1.618 77.44
2.618 74.16
4.250 68.81
Fisher Pivots for day following 19-Oct-2010
Pivot 1 day 3 day
R1 84.39 84.48
PP 83.90 83.95
S1 83.40 83.43

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

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