NYMEX Light Sweet Crude Oil Future June 2011


Trading Metrics calculated at close of trading on 11-Oct-2010
Day Change Summary
Previous Current
08-Oct-2010 11-Oct-2010 Change Change % Previous Week
Open 85.35 86.93 1.58 1.9% 85.74
High 86.60 86.93 0.33 0.4% 87.80
Low 83.98 85.72 1.74 2.1% 83.98
Close 86.23 86.12 -0.11 -0.1% 86.23
Range 2.62 1.21 -1.41 -53.8% 3.82
ATR 1.74 1.71 -0.04 -2.2% 0.00
Volume 23,672 16,696 -6,976 -29.5% 139,547
Daily Pivots for day following 11-Oct-2010
Classic Woodie Camarilla DeMark
R4 89.89 89.21 86.79
R3 88.68 88.00 86.45
R2 87.47 87.47 86.34
R1 86.79 86.79 86.23 86.53
PP 86.26 86.26 86.26 86.12
S1 85.58 85.58 86.01 85.32
S2 85.05 85.05 85.90
S3 83.84 84.37 85.79
S4 82.63 83.16 85.45
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% 2.05 2.4% 56% False False 26,128
10 87.80 80.18 7.62 8.8% 1.80 2.1% 78% False False 24,461
20 87.80 79.39 8.41 9.8% 1.65 1.9% 80% False False 21,855
40 87.80 75.70 12.10 14.1% 1.59 1.9% 86% False False 16,404
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 True
Stretch 0.45
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 92.07
2.618 90.10
1.618 88.89
1.000 88.14
0.618 87.68
HIGH 86.93
0.618 86.47
0.500 86.33
0.382 86.18
LOW 85.72
0.618 84.97
1.000 84.51
1.618 83.76
2.618 82.55
4.250 80.58
Fisher Pivots for day following 11-Oct-2010
Pivot 1 day 3 day
R1 86.33 86.04
PP 86.26 85.97
S1 86.19 85.89

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

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