NYMEX Light Sweet Crude Oil Future June 2011


Trading Metrics calculated at close of trading on 04-Oct-2010
Day Change Summary
Previous Current
01-Oct-2010 04-Oct-2010 Change Change % Previous Week
Open 84.37 85.74 1.37 1.6% 81.33
High 85.75 85.96 0.21 0.2% 85.75
Low 84.37 84.97 0.60 0.7% 80.00
Close 85.74 85.27 -0.47 -0.5% 85.74
Range 1.38 0.99 -0.39 -28.3% 5.75
ATR 1.60 1.56 -0.04 -2.7% 0.00
Volume 29,380 25,602 -3,778 -12.9% 110,536
Daily Pivots for day following 04-Oct-2010
Classic Woodie Camarilla DeMark
R4 88.37 87.81 85.81
R3 87.38 86.82 85.54
R2 86.39 86.39 85.45
R1 85.83 85.83 85.36 85.62
PP 85.40 85.40 85.40 85.29
S1 84.84 84.84 85.18 84.63
S2 84.41 84.41 85.09
S3 83.42 83.85 85.00
S4 82.43 82.86 84.73
Weekly Pivots for week ending 01-Oct-2010
Classic Woodie Camarilla DeMark
R4 101.08 99.16 88.90
R3 95.33 93.41 87.32
R2 89.58 89.58 86.79
R1 87.66 87.66 86.27 88.62
PP 83.83 83.83 83.83 84.31
S1 81.91 81.91 85.21 82.87
S2 78.08 78.08 84.69
S3 72.33 76.16 84.16
S4 66.58 70.41 82.58
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 85.96 80.18 5.78 6.8% 1.56 1.8% 88% True False 22,794
10 85.96 79.39 6.57 7.7% 1.58 1.9% 89% True False 20,938
20 85.96 79.39 6.57 7.7% 1.51 1.8% 89% True False 18,643
40 85.96 75.70 10.26 12.0% 1.57 1.8% 93% True False 14,367
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.41
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 90.17
2.618 88.55
1.618 87.56
1.000 86.95
0.618 86.57
HIGH 85.96
0.618 85.58
0.500 85.47
0.382 85.35
LOW 84.97
0.618 84.36
1.000 83.98
1.618 83.37
2.618 82.38
4.250 80.76
Fisher Pivots for day following 04-Oct-2010
Pivot 1 day 3 day
R1 85.47 84.95
PP 85.40 84.64
S1 85.34 84.32

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

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