NYMEX Light Sweet Crude Oil Future January 2011


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 84.41 83.69 -0.72 -0.9% 83.29
High 84.87 83.94 -0.93 -1.1% 85.75
Low 83.44 82.51 -0.93 -1.1% 81.72
Close 83.88 83.32 -0.56 -0.7% 84.04
Range 1.43 1.43 0.00 0.0% 4.03
ATR 1.92 1.88 -0.03 -1.8% 0.00
Volume 95,439 63,295 -32,144 -33.7% 408,027
Daily Pivots for day following 12-Oct-2010
Classic Woodie Camarilla DeMark
R4 87.55 86.86 84.11
R3 86.12 85.43 83.71
R2 84.69 84.69 83.58
R1 84.00 84.00 83.45 83.63
PP 83.26 83.26 83.26 83.07
S1 82.57 82.57 83.19 82.20
S2 81.83 81.83 83.06
S3 80.40 81.14 82.93
S4 78.97 79.71 82.53
Weekly Pivots for week ending 08-Oct-2010
Classic Woodie Camarilla DeMark
R4 95.93 94.01 86.26
R3 91.90 89.98 85.15
R2 87.87 87.87 84.78
R1 85.95 85.95 84.41 86.91
PP 83.84 83.84 83.84 84.32
S1 81.92 81.92 83.67 82.88
S2 79.81 79.81 83.30
S3 75.78 77.89 82.93
S4 71.75 73.86 81.82
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 85.75 81.72 4.03 4.8% 2.10 2.5% 40% False False 87,228
10 85.75 77.98 7.77 9.3% 2.00 2.4% 69% False False 75,989
20 85.75 76.41 9.34 11.2% 1.87 2.2% 74% False False 63,268
40 85.75 73.12 12.63 15.2% 1.84 2.2% 81% False False 45,875
60 85.75 73.12 12.63 15.2% 1.77 2.1% 81% False False 33,572
80 85.75 73.12 12.63 15.2% 1.76 2.1% 81% False False 26,408
100 85.75 72.06 13.69 16.4% 1.75 2.1% 82% False False 22,206
120 93.29 72.06 21.23 25.5% 1.77 2.1% 53% False False 19,353
Crabel Price Patterns
NR False
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 0.50
Fibonacci Retracements and Extensions
4.250 90.02
2.618 87.68
1.618 86.25
1.000 85.37
0.618 84.82
HIGH 83.94
0.618 83.39
0.500 83.23
0.382 83.06
LOW 82.51
0.618 81.63
1.000 81.08
1.618 80.20
2.618 78.77
4.250 76.43
Fisher Pivots for day following 12-Oct-2010
Pivot 1 day 3 day
R1 83.29 83.31
PP 83.26 83.30
S1 83.23 83.30

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

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