NYMEX Light Sweet Crude Oil Future May 2011


Trading Metrics calculated at close of trading on 28-Oct-2010
Day Change Summary
Previous Current
27-Oct-2010 28-Oct-2010 Change Change % Previous Week
Open 84.34 84.86 0.52 0.6% 84.28
High 84.59 85.18 0.59 0.7% 86.03
Low 83.48 84.86 1.38 1.7% 82.75
Close 84.62 84.91 0.29 0.3% 84.35
Range 1.11 0.32 -0.79 -71.2% 3.28
ATR 1.41 1.34 -0.06 -4.3% 0.00
Volume 5,450 5,850 400 7.3% 29,973
Daily Pivots for day following 28-Oct-2010
Classic Woodie Camarilla DeMark
R4 85.94 85.75 85.09
R3 85.62 85.43 85.00
R2 85.30 85.30 84.97
R1 85.11 85.11 84.94 85.21
PP 84.98 84.98 84.98 85.03
S1 84.79 84.79 84.88 84.89
S2 84.66 84.66 84.85
S3 84.34 84.47 84.82
S4 84.02 84.15 84.73
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 83.44 2.18 2.6% 0.91 1.1% 67% False False 5,735
10 86.20 82.75 3.45 4.1% 1.44 1.7% 63% False False 5,712
20 87.37 82.75 4.62 5.4% 1.32 1.6% 47% False False 6,398
40 87.37 79.35 8.02 9.4% 1.03 1.2% 69% False False 5,732
60 87.37 75.91 11.46 13.5% 0.95 1.1% 79% False False 4,812
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.10
Narrowest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 86.54
2.618 86.02
1.618 85.70
1.000 85.50
0.618 85.38
HIGH 85.18
0.618 85.06
0.500 85.02
0.382 84.98
LOW 84.86
0.618 84.66
1.000 84.54
1.618 84.34
2.618 84.02
4.250 83.50
Fisher Pivots for day following 28-Oct-2010
Pivot 1 day 3 day
R1 85.02 84.72
PP 84.98 84.52
S1 84.95 84.33

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

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