NYMEX Light Sweet Crude Oil Future February 2011

Trading Metrics calculated at close of trading on 01-Oct-2010

Day Change Summary
	Previous	Current
	30-Sep-2010	01-Oct-2010	Change	Change %	Previous Week
Open	81.04	82.43	1.39	1.7%	79.62
High	82.72	83.99	1.27	1.5%	83.99
Low	80.71	82.43	1.72	2.1%	78.14
Close	82.58	83.95	1.37	1.7%	83.95
Range	2.01	1.56	-0.45	-22.4%	5.85
ATR	1.70	1.69	-0.01	-0.6%	0.00
Volume	33,450	27,873	-5,577	-16.7%	129,263

Daily Pivots for day following 01-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	88.14	87.60	84.81
R3	86.58	86.04	84.38
R2	85.02	85.02	84.24
R1	84.48	84.48	84.09	84.75
PP	83.46	83.46	83.46	83.59
S1	82.92	82.92	83.81	83.19
S2	81.90	81.90	83.66
S3	80.34	81.36	83.52
S4	78.78	79.80	83.09

Weekly Pivots for week ending 01-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	99.58	97.61	87.17
R3	93.73	91.76	85.56
R2	87.88	87.88	85.02
R1	85.91	85.91	84.49	86.90
PP	82.03	82.03	82.03	82.52
S1	80.06	80.06	83.41	81.05
S2	76.18	76.18	82.88
S3	70.33	74.21	82.34
S4	64.48	68.36	80.73

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	83.99	78.14	5.85	7.0%	1.81	2.2%	99%	True	False	25,852
10	83.99	77.34	6.65	7.9%	1.76	2.1%	99%	True	False	23,439
20	83.99	77.34	6.65	7.9%	1.66	2.0%	99%	True	False	19,850
40	84.46	73.76	10.70	12.7%	1.59	1.9%	95%	False	False	14,146
60	85.34	73.76	11.58	13.8%	1.48	1.8%	88%	False	False	10,698
80	85.34	73.76	11.58	13.8%	1.38	1.6%	88%	False	False	8,638

Crabel Price Patterns
NR	True
NR4	True
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	0.42
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	90.62
2.618	88.07
1.618	86.51
1.000	85.55
0.618	84.95
HIGH	83.99
0.618	83.39
0.500	83.21
0.382	83.03
LOW	82.43
0.618	81.47
1.000	80.87
1.618	79.91
2.618	78.35
4.250	75.80

Fisher Pivots for day following 01-Oct-2010
Pivot	1 day	3 day
R1	83.70	83.10
PP	83.46	82.26
S1	83.21	81.41

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