NYMEX Light Sweet Crude Oil Future February 2011


Trading Metrics calculated at close of trading on 04-Oct-2010
Day Change Summary
Previous Current
01-Oct-2010 04-Oct-2010 Change Change % Previous Week
Open 82.43 84.00 1.57 1.9% 79.62
High 83.99 84.40 0.41 0.5% 83.99
Low 82.43 83.17 0.74 0.9% 78.14
Close 83.95 83.50 -0.45 -0.5% 83.95
Range 1.56 1.23 -0.33 -21.2% 5.85
ATR 1.69 1.66 -0.03 -1.9% 0.00
Volume 27,873 28,247 374 1.3% 129,263
Daily Pivots for day following 04-Oct-2010
Classic Woodie Camarilla DeMark
R4 87.38 86.67 84.18
R3 86.15 85.44 83.84
R2 84.92 84.92 83.73
R1 84.21 84.21 83.61 83.95
PP 83.69 83.69 83.69 83.56
S1 82.98 82.98 83.39 82.72
S2 82.46 82.46 83.27
S3 81.23 81.75 83.16
S4 80.00 80.52 82.82
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 84.40 78.26 6.14 7.4% 1.75 2.1% 85% True False 26,970
10 84.40 77.34 7.06 8.5% 1.72 2.1% 87% True False 24,527
20 84.40 77.34 7.06 8.5% 1.62 1.9% 87% True False 20,819
40 84.40 73.76 10.64 12.7% 1.58 1.9% 92% True False 14,715
60 85.34 73.76 11.58 13.9% 1.49 1.8% 84% False False 11,129
80 85.34 73.76 11.58 13.9% 1.38 1.7% 84% False False 8,948
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 True
Stretch 0.41
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 89.63
2.618 87.62
1.618 86.39
1.000 85.63
0.618 85.16
HIGH 84.40
0.618 83.93
0.500 83.79
0.382 83.64
LOW 83.17
0.618 82.41
1.000 81.94
1.618 81.18
2.618 79.95
4.250 77.94
Fisher Pivots for day following 04-Oct-2010
Pivot 1 day 3 day
R1 83.79 83.19
PP 83.69 82.87
S1 83.60 82.56

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

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