NYMEX Light Sweet Crude Oil Future December 2010

Trading Metrics calculated at close of trading on 25-Oct-2010

Day Change Summary
	Previous	Current
	22-Oct-2010	25-Oct-2010	Change	Change %	Previous Week
Open	80.73	82.01	1.28	1.6%	82.20
High	82.07	83.28	1.21	1.5%	83.95
Low	80.41	81.45	1.04	1.3%	79.84
Close	81.69	82.52	0.83	1.0%	81.69
Range	1.66	1.83	0.17	10.2%	4.11
ATR	2.22	2.19	-0.03	-1.3%	0.00
Volume	226,520	310,801	84,281	37.2%	1,653,049

Daily Pivots for day following 25-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	87.91	87.04	83.53
R3	86.08	85.21	83.02
R2	84.25	84.25	82.86
R1	83.38	83.38	82.69	83.82
PP	82.42	82.42	82.42	82.63
S1	81.55	81.55	82.35	81.99
S2	80.59	80.59	82.18
S3	78.76	79.72	82.02
S4	76.93	77.89	81.51

Weekly Pivots for week ending 22-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	94.16	92.03	83.95
R3	90.05	87.92	82.82
R2	85.94	85.94	82.44
R1	83.81	83.81	82.07	82.82
PP	81.83	81.83	81.83	81.33
S1	79.70	79.70	81.31	78.71
S2	77.72	77.72	80.94
S3	73.61	75.59	80.56
S4	69.50	71.48	79.43

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	83.89	79.84	4.05	4.9%	2.57	3.1%	66%	False	False	347,119
10	84.80	79.84	4.96	6.0%	2.34	2.8%	54%	False	False	275,147
20	85.08	76.61	8.47	10.3%	2.22	2.7%	70%	False	False	235,285
40	85.08	74.64	10.44	12.7%	2.05	2.5%	75%	False	False	184,844
60	85.08	72.35	12.73	15.4%	2.00	2.4%	80%	False	False	146,364
80	85.08	72.35	12.73	15.4%	2.03	2.5%	80%	False	False	120,002
100	85.08	72.35	12.73	15.4%	2.06	2.5%	80%	False	False	104,785
120	87.40	71.50	15.90	19.3%	2.19	2.7%	69%	False	False	97,043

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.42
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	91.06
2.618	88.07
1.618	86.24
1.000	85.11
0.618	84.41
HIGH	83.28
0.618	82.58
0.500	82.37
0.382	82.15
LOW	81.45
0.618	80.32
1.000	79.62
1.618	78.49
2.618	76.66
4.250	73.67

Fisher Pivots for day following 25-Oct-2010
Pivot	1 day	3 day
R1	82.47	82.24
PP	82.42	81.96
S1	82.37	81.69

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