NYMEX Light Sweet Crude Oil Future May 2011


Trading Metrics calculated at close of trading on 27-Oct-2010
Day Change Summary
Previous Current
26-Oct-2010 27-Oct-2010 Change Change % Previous Week
Open 84.56 84.34 -0.22 -0.3% 84.28
High 85.10 84.59 -0.51 -0.6% 86.03
Low 84.51 83.48 -1.03 -1.2% 82.75
Close 84.97 84.62 -0.35 -0.4% 84.35
Range 0.59 1.11 0.52 88.1% 3.28
ATR 1.40 1.41 0.01 0.5% 0.00
Volume 7,091 5,450 -1,641 -23.1% 29,973
Daily Pivots for day following 27-Oct-2010
Classic Woodie Camarilla DeMark
R4 87.56 87.20 85.23
R3 86.45 86.09 84.93
R2 85.34 85.34 84.82
R1 84.98 84.98 84.72 85.16
PP 84.23 84.23 84.23 84.32
S1 83.87 83.87 84.52 84.05
S2 83.12 83.12 84.42
S3 82.01 82.76 84.31
S4 80.90 81.65 84.01
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 85.62 83.28 2.34 2.8% 1.19 1.4% 57% False False 6,409
10 86.56 82.75 3.81 4.5% 1.51 1.8% 49% False False 5,651
20 87.37 82.75 4.62 5.5% 1.34 1.6% 40% False False 6,479
40 87.37 79.15 8.22 9.7% 1.05 1.2% 67% False False 5,674
60 87.37 75.91 11.46 13.5% 0.96 1.1% 76% False False 4,745
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 0.10
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 89.31
2.618 87.50
1.618 86.39
1.000 85.70
0.618 85.28
HIGH 84.59
0.618 84.17
0.500 84.04
0.382 83.90
LOW 83.48
0.618 82.79
1.000 82.37
1.618 81.68
2.618 80.57
4.250 78.76
Fisher Pivots for day following 27-Oct-2010
Pivot 1 day 3 day
R1 84.43 84.60
PP 84.23 84.57
S1 84.04 84.55

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

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