NYMEX Light Sweet Crude Oil Future May 2011


Trading Metrics calculated at close of trading on 25-Oct-2010
Day Change Summary
Previous Current
22-Oct-2010 25-Oct-2010 Change Change % Previous Week
Open 84.09 85.56 1.47 1.7% 84.28
High 84.40 85.62 1.22 1.4% 86.03
Low 83.44 84.04 0.60 0.7% 82.75
Close 84.35 84.96 0.61 0.7% 84.35
Range 0.96 1.58 0.62 64.6% 3.28
ATR 1.45 1.46 0.01 0.6% 0.00
Volume 5,384 4,904 -480 -8.9% 29,973
Daily Pivots for day following 25-Oct-2010
Classic Woodie Camarilla DeMark
R4 89.61 88.87 85.83
R3 88.03 87.29 85.39
R2 86.45 86.45 85.25
R1 85.71 85.71 85.10 85.29
PP 84.87 84.87 84.87 84.67
S1 84.13 84.13 84.82 83.71
S2 83.29 83.29 84.67
S3 81.71 82.55 84.53
S4 80.13 80.97 84.09
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% 1.89 2.2% 67% False False 5,850
10 86.75 82.75 4.00 4.7% 1.53 1.8% 55% False False 5,430
20 87.37 80.80 6.57 7.7% 1.36 1.6% 63% False False 6,273
40 87.37 78.63 8.74 10.3% 1.02 1.2% 72% False False 5,567
60 87.37 75.91 11.46 13.5% 0.94 1.1% 79% False False 4,572
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.07
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 92.34
2.618 89.76
1.618 88.18
1.000 87.20
0.618 86.60
HIGH 85.62
0.618 85.02
0.500 84.83
0.382 84.64
LOW 84.04
0.618 83.06
1.000 82.46
1.618 81.48
2.618 79.90
4.250 77.33
Fisher Pivots for day following 25-Oct-2010
Pivot 1 day 3 day
R1 84.92 84.79
PP 84.87 84.62
S1 84.83 84.45

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

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