NYMEX Light Sweet Crude Oil Future May 2011


Trading Metrics calculated at close of trading on 22-Oct-2010
Day Change Summary
Previous Current
21-Oct-2010 22-Oct-2010 Change Change % Previous Week
Open 85.00 84.09 -0.91 -1.1% 84.28
High 85.00 84.40 -0.60 -0.7% 86.03
Low 83.28 83.44 0.16 0.2% 82.75
Close 83.28 84.35 1.07 1.3% 84.35
Range 1.72 0.96 -0.76 -44.2% 3.28
ATR 1.48 1.45 -0.03 -1.7% 0.00
Volume 9,217 5,384 -3,833 -41.6% 29,973
Daily Pivots for day following 22-Oct-2010
Classic Woodie Camarilla DeMark
R4 86.94 86.61 84.88
R3 85.98 85.65 84.61
R2 85.02 85.02 84.53
R1 84.69 84.69 84.44 84.86
PP 84.06 84.06 84.06 84.15
S1 83.73 83.73 84.26 83.90
S2 83.10 83.10 84.17
S3 82.14 82.77 84.09
S4 81.18 81.81 83.82
Weekly Pivots for week ending 22-Oct-2010
Classic Woodie Camarilla DeMark
R4 94.22 92.56 86.15
R3 90.94 89.28 85.25
R2 87.66 87.66 84.95
R1 86.00 86.00 84.65 86.83
PP 84.38 84.38 84.38 84.79
S1 82.72 82.72 84.05 83.55
S2 81.10 81.10 83.75
S3 77.82 79.44 83.45
S4 74.54 76.16 82.55
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 86.03 82.75 3.28 3.9% 1.87 2.2% 49% False False 5,994
10 86.75 82.75 4.00 4.7% 1.45 1.7% 40% False False 5,532
20 87.37 79.84 7.53 8.9% 1.30 1.5% 60% False False 6,306
40 87.37 78.34 9.03 10.7% 1.04 1.2% 67% False False 5,538
60 87.37 75.91 11.46 13.6% 0.92 1.1% 74% False False 4,505
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.06
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 88.48
2.618 86.91
1.618 85.95
1.000 85.36
0.618 84.99
HIGH 84.40
0.618 84.03
0.500 83.92
0.382 83.81
LOW 83.44
0.618 82.85
1.000 82.48
1.618 81.89
2.618 80.93
4.250 79.36
Fisher Pivots for day following 22-Oct-2010
Pivot 1 day 3 day
R1 84.21 84.24
PP 84.06 84.13
S1 83.92 84.02

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

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