NYMEX Light Sweet Crude Oil Future June 2011


Trading Metrics calculated at close of trading on 19-Oct-2010
Day Change Summary
Previous Current
18-Oct-2010 19-Oct-2010 Change Change % Previous Week
Open 84.20 86.57 2.37 2.8% 86.93
High 86.65 86.57 -0.08 -0.1% 87.46
Low 84.03 83.08 -0.95 -1.1% 84.30
Close 86.67 83.26 -3.41 -3.9% 84.75
Range 2.62 3.49 0.87 33.2% 3.16
ATR 1.77 1.90 0.13 7.3% 0.00
Volume 19,607 17,077 -2,530 -12.9% 91,786
Daily Pivots for day following 19-Oct-2010
Classic Woodie Camarilla DeMark
R4 94.77 92.51 85.18
R3 91.28 89.02 84.22
R2 87.79 87.79 83.90
R1 85.53 85.53 83.58 84.92
PP 84.30 84.30 84.30 84.00
S1 82.04 82.04 82.94 81.43
S2 80.81 80.81 82.62
S3 77.32 78.55 82.30
S4 73.83 75.06 81.34
Weekly Pivots for week ending 15-Oct-2010
Classic Woodie Camarilla DeMark
R4 94.98 93.03 86.49
R3 91.82 89.87 85.62
R2 88.66 88.66 85.33
R1 86.71 86.71 85.04 86.11
PP 85.50 85.50 85.50 85.20
S1 83.55 83.55 84.46 82.95
S2 82.34 82.34 84.17
S3 79.18 80.39 83.88
S4 76.02 77.23 83.01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 87.46 83.08 4.38 5.3% 2.27 2.7% 4% False True 19,244
10 87.80 83.08 4.72 5.7% 2.11 2.5% 4% False True 21,458
20 87.80 79.39 8.41 10.1% 1.84 2.2% 46% False False 21,896
40 87.80 75.70 12.10 14.5% 1.70 2.0% 62% False False 18,022
60 87.80 75.70 12.10 14.5% 1.66 2.0% 62% False False 14,712
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.42
Widest range in 65 trading days
Fibonacci Retracements and Extensions
4.250 101.40
2.618 95.71
1.618 92.22
1.000 90.06
0.618 88.73
HIGH 86.57
0.618 85.24
0.500 84.83
0.382 84.41
LOW 83.08
0.618 80.92
1.000 79.59
1.618 77.43
2.618 73.94
4.250 68.25
Fisher Pivots for day following 19-Oct-2010
Pivot 1 day 3 day
R1 84.83 84.87
PP 84.30 84.33
S1 83.78 83.80

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

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