NYMEX Light Sweet Crude Oil Future November 2010

Trading Metrics calculated at close of trading on 11-Oct-2010

Day Change Summary
	Previous	Current
	08-Oct-2010	11-Oct-2010	Change	Change %	Previous Week
Open	81.43	82.95	1.52	1.9%	81.68
High	83.13	83.50	0.37	0.4%	84.43
Low	80.30	81.85	1.55	1.9%	80.30
Close	82.66	82.21	-0.45	-0.5%	82.66
Range	2.83	1.65	-1.18	-41.7%	4.13
ATR	2.13	2.10	-0.03	-1.6%	0.00
Volume	374,497	200,916	-173,581	-46.4%	1,731,867

Daily Pivots for day following 11-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	87.47	86.49	83.12
R3	85.82	84.84	82.66
R2	84.17	84.17	82.51
R1	83.19	83.19	82.36	82.86
PP	82.52	82.52	82.52	82.35
S1	81.54	81.54	82.06	81.21
S2	80.87	80.87	81.91
S3	79.22	79.89	81.76
S4	77.57	78.24	81.30

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%	2.31	2.8%	46%	False	False	327,598
10	84.43	75.53	8.90	10.8%	2.20	2.7%	75%	False	False	334,655
20	84.43	73.58	10.85	13.2%	2.06	2.5%	80%	False	False	298,343
40	84.43	71.49	12.94	15.7%	2.00	2.4%	83%	False	False	215,226
60	84.43	71.49	12.94	15.7%	2.00	2.4%	83%	False	False	155,823
80	84.43	71.49	12.94	15.7%	2.02	2.5%	83%	False	False	120,236
100	84.43	70.96	13.47	16.4%	2.07	2.5%	84%	False	False	98,752
120	93.14	70.96	22.18	27.0%	2.07	2.5%	51%	False	False	84,457

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.59
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	90.51
2.618	87.82
1.618	86.17
1.000	85.15
0.618	84.52
HIGH	83.50
0.618	82.87
0.500	82.68
0.382	82.48
LOW	81.85
0.618	80.83
1.000	80.20
1.618	79.18
2.618	77.53
4.250	74.84

Fisher Pivots for day following 11-Oct-2010
Pivot	1 day	3 day
R1	82.68	82.37
PP	82.52	82.31
S1	82.37	82.26

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols