NYMEX Light Sweet Crude Oil Future June 2011


Trading Metrics calculated at close of trading on 20-Oct-2010
Day Change Summary
Previous Current
19-Oct-2010 20-Oct-2010 Change Change % Previous Week
Open 86.57 83.26 -3.31 -3.8% 86.93
High 86.57 85.35 -1.22 -1.4% 87.46
Low 83.08 83.26 0.18 0.2% 84.30
Close 83.26 85.34 2.08 2.5% 84.75
Range 3.49 2.09 -1.40 -40.1% 3.16
ATR 1.90 1.91 0.01 0.7% 0.00
Volume 17,077 24,141 7,064 41.4% 91,786
Daily Pivots for day following 20-Oct-2010
Classic Woodie Camarilla DeMark
R4 90.92 90.22 86.49
R3 88.83 88.13 85.91
R2 86.74 86.74 85.72
R1 86.04 86.04 85.53 86.39
PP 84.65 84.65 84.65 84.83
S1 83.95 83.95 85.15 84.30
S2 82.56 82.56 84.96
S3 80.47 81.86 84.77
S4 78.38 79.77 84.19
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 5.1% 2.45 2.9% 52% False False 20,686
10 87.80 83.08 4.72 5.5% 2.16 2.5% 48% False False 20,466
20 87.80 79.39 8.41 9.9% 1.88 2.2% 71% False False 22,039
40 87.80 75.70 12.10 14.2% 1.73 2.0% 80% False False 18,504
60 87.80 75.70 12.10 14.2% 1.65 1.9% 80% False False 15,047
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.37
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 94.23
2.618 90.82
1.618 88.73
1.000 87.44
0.618 86.64
HIGH 85.35
0.618 84.55
0.500 84.31
0.382 84.06
LOW 83.26
0.618 81.97
1.000 81.17
1.618 79.88
2.618 77.79
4.250 74.38
Fisher Pivots for day following 20-Oct-2010
Pivot 1 day 3 day
R1 85.00 85.18
PP 84.65 85.02
S1 84.31 84.87

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

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