NYMEX Light Sweet Crude Oil Future December 2010


Trading Metrics calculated at close of trading on 19-Oct-2010
Day Change Summary
Previous Current
18-Oct-2010 19-Oct-2010 Change Change % Previous Week
Open 82.20 83.74 1.54 1.9% 83.65
High 83.95 83.89 -0.06 -0.1% 84.80
Low 81.01 79.84 -1.17 -1.4% 81.41
Close 83.80 80.16 -3.64 -4.3% 81.93
Range 2.94 4.05 1.11 37.8% 3.39
ATR 2.06 2.21 0.14 6.9% 0.00
Volume 228,253 450,997 222,744 97.6% 1,011,788
Daily Pivots for day following 19-Oct-2010
Classic Woodie Camarilla DeMark
R4 93.45 90.85 82.39
R3 89.40 86.80 81.27
R2 85.35 85.35 80.90
R1 82.75 82.75 80.53 82.03
PP 81.30 81.30 81.30 80.93
S1 78.70 78.70 79.79 77.98
S2 77.25 77.25 79.42
S3 73.20 74.65 79.05
S4 69.15 70.60 77.93
Weekly Pivots for week ending 15-Oct-2010
Classic Woodie Camarilla DeMark
R4 92.88 90.80 83.79
R3 89.49 87.41 82.86
R2 86.10 86.10 82.55
R1 84.02 84.02 82.24 83.37
PP 82.71 82.71 82.71 82.39
S1 80.63 80.63 81.62 79.98
S2 79.32 79.32 81.31
S3 75.93 77.24 81.00
S4 72.54 73.85 80.07
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 84.80 79.84 4.96 6.2% 2.64 3.3% 6% False True 263,383
10 85.08 79.84 5.24 6.5% 2.40 3.0% 6% False True 236,327
20 85.08 75.10 9.98 12.5% 2.15 2.7% 51% False False 204,173
40 85.08 72.35 12.73 15.9% 2.04 2.5% 61% False False 160,757
60 85.08 72.35 12.73 15.9% 2.01 2.5% 61% False False 128,153
80 85.08 72.35 12.73 15.9% 2.04 2.5% 61% False False 105,968
100 85.08 72.35 12.73 15.9% 2.08 2.6% 61% False False 93,849
120 93.55 71.50 22.05 27.5% 2.20 2.7% 39% False False 88,207
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.63
Widest range in 95 trading days
Fibonacci Retracements and Extensions
4.250 101.10
2.618 94.49
1.618 90.44
1.000 87.94
0.618 86.39
HIGH 83.89
0.618 82.34
0.500 81.87
0.382 81.39
LOW 79.84
0.618 77.34
1.000 75.79
1.618 73.29
2.618 69.24
4.250 62.63
Fisher Pivots for day following 19-Oct-2010
Pivot 1 day 3 day
R1 81.87 81.91
PP 81.30 81.33
S1 80.73 80.74

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

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