NYMEX Light Sweet Crude Oil Future January 2011


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 81.52 82.76 1.24 1.5% 82.68
High 82.80 83.96 1.16 1.4% 84.64
Low 81.23 82.17 0.94 1.2% 80.63
Close 82.45 83.21 0.76 0.9% 82.45
Range 1.57 1.79 0.22 14.0% 4.01
ATR 2.14 2.11 -0.02 -1.2% 0.00
Volume 86,495 48,814 -37,681 -43.6% 397,495
Daily Pivots for day following 25-Oct-2010
Classic Woodie Camarilla DeMark
R4 88.48 87.64 84.19
R3 86.69 85.85 83.70
R2 84.90 84.90 83.54
R1 84.06 84.06 83.37 84.48
PP 83.11 83.11 83.11 83.33
S1 82.27 82.27 83.05 82.69
S2 81.32 81.32 82.88
S3 79.53 80.48 82.72
S4 77.74 78.69 82.23
Weekly Pivots for week ending 22-Oct-2010
Classic Woodie Camarilla DeMark
R4 94.60 92.54 84.66
R3 90.59 88.53 83.55
R2 86.58 86.58 83.19
R1 84.52 84.52 82.82 83.55
PP 82.57 82.57 82.57 82.09
S1 80.51 80.51 82.08 79.54
S2 78.56 78.56 81.71
S3 74.55 76.50 81.35
S4 70.54 72.49 80.24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 84.56 80.63 3.93 4.7% 2.47 3.0% 66% False False 76,691
10 85.48 80.63 4.85 5.8% 2.27 2.7% 53% False False 69,887
20 85.75 77.54 8.21 9.9% 2.15 2.6% 69% False False 72,409
40 85.75 75.74 10.01 12.0% 1.97 2.4% 75% False False 57,792
60 85.75 73.12 12.63 15.2% 1.86 2.2% 80% False False 42,969
80 85.75 73.12 12.63 15.2% 1.83 2.2% 80% False False 33,886
100 85.75 73.12 12.63 15.2% 1.80 2.2% 80% False False 28,092
120 87.07 72.06 15.01 18.0% 1.86 2.2% 74% False False 24,322
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 0.40
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 91.57
2.618 88.65
1.618 86.86
1.000 85.75
0.618 85.07
HIGH 83.96
0.618 83.28
0.500 83.07
0.382 82.85
LOW 82.17
0.618 81.06
1.000 80.38
1.618 79.27
2.618 77.48
4.250 74.56
Fisher Pivots for day following 25-Oct-2010
Pivot 1 day 3 day
R1 83.16 82.95
PP 83.11 82.69
S1 83.07 82.43

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

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