NYMEX Light Sweet Crude Oil Future November 2010


Trading Metrics calculated at close of trading on 08-Oct-2010
Day Change Summary
Previous Current
07-Oct-2010 08-Oct-2010 Change Change % Previous Week
Open 83.27 81.43 -1.84 -2.2% 81.68
High 84.43 83.13 -1.30 -1.5% 84.43
Low 81.00 80.30 -0.70 -0.9% 80.30
Close 81.67 82.66 0.99 1.2% 82.66
Range 3.43 2.83 -0.60 -17.5% 4.13
ATR 2.08 2.13 0.05 2.6% 0.00
Volume 416,414 374,497 -41,917 -10.1% 1,731,867
Daily Pivots for day following 08-Oct-2010
Classic Woodie Camarilla DeMark
R4 90.52 89.42 84.22
R3 87.69 86.59 83.44
R2 84.86 84.86 83.18
R1 83.76 83.76 82.92 84.31
PP 82.03 82.03 82.03 82.31
S1 80.93 80.93 82.40 81.48
S2 79.20 79.20 82.14
S3 76.37 78.10 81.88
S4 73.54 75.27 81.10
Weekly Pivots for week ending 08-Oct-2010
Classic Woodie Camarilla DeMark
R4 94.85 92.89 84.93
R3 90.72 88.76 83.80
R2 86.59 86.59 83.42
R1 84.63 84.63 83.04 85.61
PP 82.46 82.46 82.46 82.96
S1 80.50 80.50 82.28 81.48
S2 78.33 78.33 81.90
S3 74.20 76.37 81.52
S4 70.07 72.24 80.39
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 84.43 80.30 4.13 5.0% 2.30 2.8% 57% False True 346,373
10 84.43 75.52 8.91 10.8% 2.20 2.7% 80% False False 341,635
20 84.43 73.58 10.85 13.1% 2.05 2.5% 84% False False 303,074
40 84.43 71.49 12.94 15.7% 2.00 2.4% 86% False False 212,289
60 84.43 71.49 12.94 15.7% 2.00 2.4% 86% False False 152,689
80 84.43 71.49 12.94 15.7% 2.01 2.4% 86% False False 117,889
100 84.43 70.96 13.47 16.3% 2.07 2.5% 87% False False 96,855
120 93.14 70.96 22.18 26.8% 2.07 2.5% 53% False False 82,851
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 False
Stretch 0.60
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 95.16
2.618 90.54
1.618 87.71
1.000 85.96
0.618 84.88
HIGH 83.13
0.618 82.05
0.500 81.72
0.382 81.38
LOW 80.30
0.618 78.55
1.000 77.47
1.618 75.72
2.618 72.89
4.250 68.27
Fisher Pivots for day following 08-Oct-2010
Pivot 1 day 3 day
R1 82.35 82.56
PP 82.03 82.46
S1 81.72 82.37

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

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