NYMEX Light Sweet Crude Oil Future June 2011


Trading Metrics calculated at close of trading on 08-Oct-2010
Day Change Summary
Previous Current
07-Oct-2010 08-Oct-2010 Change Change % Previous Week
Open 86.95 85.35 -1.60 -1.8% 85.74
High 87.80 86.60 -1.20 -1.4% 87.80
Low 84.83 83.98 -0.85 -1.0% 83.98
Close 85.40 86.23 0.83 1.0% 86.23
Range 2.97 2.62 -0.35 -11.8% 3.82
ATR 1.68 1.74 0.07 4.0% 0.00
Volume 28,384 23,672 -4,712 -16.6% 139,547
Daily Pivots for day following 08-Oct-2010
Classic Woodie Camarilla DeMark
R4 93.46 92.47 87.67
R3 90.84 89.85 86.95
R2 88.22 88.22 86.71
R1 87.23 87.23 86.47 87.73
PP 85.60 85.60 85.60 85.85
S1 84.61 84.61 85.99 85.11
S2 82.98 82.98 85.75
S3 80.36 81.99 85.51
S4 77.74 79.37 84.79
Weekly Pivots for week ending 08-Oct-2010
Classic Woodie Camarilla DeMark
R4 97.46 95.67 88.33
R3 93.64 91.85 87.28
R2 89.82 89.82 86.93
R1 88.03 88.03 86.58 88.93
PP 86.00 86.00 86.00 86.45
S1 84.21 84.21 85.88 85.11
S2 82.18 82.18 85.53
S3 78.36 80.39 85.18
S4 74.54 76.57 84.13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 87.80 83.98 3.82 4.4% 2.00 2.3% 59% False True 27,909
10 87.80 80.00 7.80 9.0% 1.83 2.1% 80% False False 25,008
20 87.80 79.39 8.41 9.8% 1.64 1.9% 81% False False 22,068
40 87.80 75.70 12.10 14.0% 1.60 1.9% 87% False False 16,300
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.47
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 97.74
2.618 93.46
1.618 90.84
1.000 89.22
0.618 88.22
HIGH 86.60
0.618 85.60
0.500 85.29
0.382 84.98
LOW 83.98
0.618 82.36
1.000 81.36
1.618 79.74
2.618 77.12
4.250 72.85
Fisher Pivots for day following 08-Oct-2010
Pivot 1 day 3 day
R1 85.92 86.12
PP 85.60 86.00
S1 85.29 85.89

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

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