NYMEX Light Sweet Crude Oil Future June 2011


Trading Metrics calculated at close of trading on 07-Oct-2010
Day Change Summary
Previous Current
06-Oct-2010 07-Oct-2010 Change Change % Previous Week
Open 86.57 86.95 0.38 0.4% 81.33
High 87.67 87.80 0.13 0.1% 85.75
Low 86.09 84.83 -1.26 -1.5% 80.00
Close 86.95 85.40 -1.55 -1.8% 85.74
Range 1.58 2.97 1.39 88.0% 5.75
ATR 1.58 1.68 0.10 6.3% 0.00
Volume 34,062 28,384 -5,678 -16.7% 110,536
Daily Pivots for day following 07-Oct-2010
Classic Woodie Camarilla DeMark
R4 94.92 93.13 87.03
R3 91.95 90.16 86.22
R2 88.98 88.98 85.94
R1 87.19 87.19 85.67 86.60
PP 86.01 86.01 86.01 85.72
S1 84.22 84.22 85.13 83.63
S2 83.04 83.04 84.86
S3 80.07 81.25 84.58
S4 77.10 78.28 83.77
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 87.80 84.37 3.43 4.0% 1.75 2.1% 30% True False 29,051
10 87.80 80.00 7.80 9.1% 1.73 2.0% 69% True False 24,856
20 87.80 79.39 8.41 9.8% 1.57 1.8% 71% True False 21,481
40 87.80 75.70 12.10 14.2% 1.59 1.9% 80% True False 15,965
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.38
Widest range in 57 trading days
Fibonacci Retracements and Extensions
4.250 100.42
2.618 95.58
1.618 92.61
1.000 90.77
0.618 89.64
HIGH 87.80
0.618 86.67
0.500 86.32
0.382 85.96
LOW 84.83
0.618 82.99
1.000 81.86
1.618 80.02
2.618 77.05
4.250 72.21
Fisher Pivots for day following 07-Oct-2010
Pivot 1 day 3 day
R1 86.32 86.32
PP 86.01 86.01
S1 85.71 85.71

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

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