NYMEX Light Sweet Crude Oil Future December 2010


Trading Metrics calculated at close of trading on 12-Oct-2010
Day Change Summary
Previous Current
11-Oct-2010 12-Oct-2010 Change Change % Previous Week
Open 83.65 82.76 -0.89 -1.1% 82.60
High 84.20 83.10 -1.10 -1.3% 85.08
Low 82.65 81.67 -0.98 -1.2% 80.98
Close 83.01 82.45 -0.56 -0.7% 83.35
Range 1.55 1.43 -0.12 -7.7% 4.10
ATR 2.01 1.97 -0.04 -2.1% 0.00
Volume 224,162 149,957 -74,205 -33.1% 1,063,404
Daily Pivots for day following 12-Oct-2010
Classic Woodie Camarilla DeMark
R4 86.70 86.00 83.24
R3 85.27 84.57 82.84
R2 83.84 83.84 82.71
R1 83.14 83.14 82.58 82.78
PP 82.41 82.41 82.41 82.22
S1 81.71 81.71 82.32 81.35
S2 80.98 80.98 82.19
S3 79.55 80.28 82.06
S4 78.12 78.85 81.66
Weekly Pivots for week ending 08-Oct-2010
Classic Woodie Camarilla DeMark
R4 95.44 93.49 85.61
R3 91.34 89.39 84.48
R2 87.24 87.24 84.10
R1 85.29 85.29 83.73 86.27
PP 83.14 83.14 83.14 83.62
S1 81.19 81.19 82.97 82.17
S2 79.04 79.04 82.60
S3 74.94 77.09 82.22
S4 70.84 72.99 81.10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 85.08 80.98 4.10 5.0% 2.17 2.6% 36% False False 209,270
10 85.08 76.90 8.18 9.9% 2.08 2.5% 68% False False 196,105
20 85.08 75.10 9.98 12.1% 1.96 2.4% 74% False False 170,024
40 85.08 72.35 12.73 15.4% 1.94 2.3% 79% False False 136,880
60 85.08 72.35 12.73 15.4% 1.94 2.4% 79% False False 109,909
80 85.08 72.35 12.73 15.4% 2.01 2.4% 79% False False 91,786
100 85.08 71.50 13.58 16.5% 2.08 2.5% 81% False False 83,681
120 93.55 71.50 22.05 26.7% 2.16 2.6% 50% False False 79,341
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.52
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 89.18
2.618 86.84
1.618 85.41
1.000 84.53
0.618 83.98
HIGH 83.10
0.618 82.55
0.500 82.39
0.382 82.22
LOW 81.67
0.618 80.79
1.000 80.24
1.618 79.36
2.618 77.93
4.250 75.59
Fisher Pivots for day following 12-Oct-2010
Pivot 1 day 3 day
R1 82.43 82.59
PP 82.41 82.54
S1 82.39 82.50

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

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