NYMEX Light Sweet Crude Oil Future June 2011


Trading Metrics calculated at close of trading on 26-Oct-2010
Day Change Summary
Previous Current
25-Oct-2010 26-Oct-2010 Change Change % Previous Week
Open 85.50 84.85 -0.65 -0.8% 84.20
High 85.94 85.45 -0.49 -0.6% 86.65
Low 84.39 84.63 0.24 0.3% 83.08
Close 85.28 85.29 0.01 0.0% 84.68
Range 1.55 0.82 -0.73 -47.1% 3.57
ATR 1.88 1.80 -0.08 -4.0% 0.00
Volume 9,617 13,129 3,512 36.5% 102,129
Daily Pivots for day following 26-Oct-2010
Classic Woodie Camarilla DeMark
R4 87.58 87.26 85.74
R3 86.76 86.44 85.52
R2 85.94 85.94 85.44
R1 85.62 85.62 85.37 85.78
PP 85.12 85.12 85.12 85.21
S1 84.80 84.80 85.21 84.96
S2 84.30 84.30 85.14
S3 83.48 83.98 85.06
S4 82.66 83.16 84.84
Weekly Pivots for week ending 22-Oct-2010
Classic Woodie Camarilla DeMark
R4 95.51 93.67 86.64
R3 91.94 90.10 85.66
R2 88.37 88.37 85.33
R1 86.53 86.53 85.01 87.45
PP 84.80 84.80 84.80 85.27
S1 82.96 82.96 84.35 83.88
S2 81.23 81.23 84.03
S3 77.66 79.39 83.70
S4 74.09 75.82 82.72
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 85.94 83.16 2.78 3.3% 1.63 1.9% 77% False False 17,638
10 87.46 83.08 4.38 5.1% 1.95 2.3% 50% False False 18,441
20 87.80 80.91 6.89 8.1% 1.87 2.2% 64% False False 21,536
40 87.80 78.80 9.00 10.6% 1.71 2.0% 72% False False 18,775
60 87.80 75.70 12.10 14.2% 1.63 1.9% 79% False False 15,717
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.23
Narrowest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 88.94
2.618 87.60
1.618 86.78
1.000 86.27
0.618 85.96
HIGH 85.45
0.618 85.14
0.500 85.04
0.382 84.94
LOW 84.63
0.618 84.12
1.000 83.81
1.618 83.30
2.618 82.48
4.250 81.15
Fisher Pivots for day following 26-Oct-2010
Pivot 1 day 3 day
R1 85.21 85.12
PP 85.12 84.94
S1 85.04 84.77

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

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