NYMEX Light Sweet Crude Oil Future June 2011


Trading Metrics calculated at close of trading on 05-Oct-2010
Day Change Summary
Previous Current
04-Oct-2010 05-Oct-2010 Change Change % Previous Week
Open 85.74 84.95 -0.79 -0.9% 81.33
High 85.96 86.70 0.74 0.9% 85.75
Low 84.97 84.85 -0.12 -0.1% 80.00
Close 85.27 86.67 1.40 1.6% 85.74
Range 0.99 1.85 0.86 86.9% 5.75
ATR 1.56 1.58 0.02 1.4% 0.00
Volume 25,602 27,827 2,225 8.7% 110,536
Daily Pivots for day following 05-Oct-2010
Classic Woodie Camarilla DeMark
R4 91.62 91.00 87.69
R3 89.77 89.15 87.18
R2 87.92 87.92 87.01
R1 87.30 87.30 86.84 87.61
PP 86.07 86.07 86.07 86.23
S1 85.45 85.45 86.50 85.76
S2 84.22 84.22 86.33
S3 82.37 83.60 86.16
S4 80.52 81.75 85.65
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 86.70 80.91 5.79 6.7% 1.63 1.9% 99% True False 25,590
10 86.70 79.39 7.31 8.4% 1.58 1.8% 100% True False 22,334
20 86.70 79.39 7.31 8.4% 1.49 1.7% 100% True False 19,595
40 86.70 75.70 11.00 12.7% 1.59 1.8% 100% True False 14,807
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.36
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 94.56
2.618 91.54
1.618 89.69
1.000 88.55
0.618 87.84
HIGH 86.70
0.618 85.99
0.500 85.78
0.382 85.56
LOW 84.85
0.618 83.71
1.000 83.00
1.618 81.86
2.618 80.01
4.250 76.99
Fisher Pivots for day following 05-Oct-2010
Pivot 1 day 3 day
R1 86.37 86.29
PP 86.07 85.91
S1 85.78 85.54

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

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