NYMEX Light Sweet Crude Oil Future June 2011


Trading Metrics calculated at close of trading on 14-Oct-2010
Day Change Summary
Previous Current
13-Oct-2010 14-Oct-2010 Change Change % Previous Week
Open 85.87 87.15 1.28 1.5% 85.74
High 87.10 87.46 0.36 0.4% 87.80
Low 85.87 85.72 -0.15 -0.2% 83.98
Close 86.65 86.13 -0.52 -0.6% 86.23
Range 1.23 1.74 0.51 41.5% 3.82
ATR 1.65 1.66 0.01 0.4% 0.00
Volume 16,929 21,902 4,973 29.4% 139,547
Daily Pivots for day following 14-Oct-2010
Classic Woodie Camarilla DeMark
R4 91.66 90.63 87.09
R3 89.92 88.89 86.61
R2 88.18 88.18 86.45
R1 87.15 87.15 86.29 86.80
PP 86.44 86.44 86.44 86.26
S1 85.41 85.41 85.97 85.06
S2 84.70 84.70 85.81
S3 82.96 83.67 85.65
S4 81.22 81.93 85.17
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 87.46 83.98 3.48 4.0% 1.62 1.9% 62% True False 18,950
10 87.80 83.98 3.82 4.4% 1.69 2.0% 56% False False 24,000
20 87.80 79.39 8.41 9.8% 1.71 2.0% 80% False False 21,319
40 87.80 75.70 12.10 14.0% 1.60 1.9% 86% False False 17,166
60 87.80 75.70 12.10 14.0% 1.60 1.9% 86% False False 14,058
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 0.38
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 94.86
2.618 92.02
1.618 90.28
1.000 89.20
0.618 88.54
HIGH 87.46
0.618 86.80
0.500 86.59
0.382 86.38
LOW 85.72
0.618 84.64
1.000 83.98
1.618 82.90
2.618 81.16
4.250 78.33
Fisher Pivots for day following 14-Oct-2010
Pivot 1 day 3 day
R1 86.59 86.20
PP 86.44 86.17
S1 86.28 86.15

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

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