NYMEX Light Sweet Crude Oil Future February 2011


Trading Metrics calculated at close of trading on 20-Oct-2010
Day Change Summary
Previous Current
19-Oct-2010 20-Oct-2010 Change Change % Previous Week
Open 85.01 81.32 -3.69 -4.3% 85.02
High 85.10 83.85 -1.25 -1.5% 86.02
Low 81.32 81.32 0.00 0.0% 82.63
Close 81.53 83.84 2.31 2.8% 83.17
Range 3.78 2.53 -1.25 -33.1% 3.39
ATR 2.03 2.07 0.04 1.7% 0.00
Volume 21,980 39,612 17,632 80.2% 136,211
Daily Pivots for day following 20-Oct-2010
Classic Woodie Camarilla DeMark
R4 90.59 89.75 85.23
R3 88.06 87.22 84.54
R2 85.53 85.53 84.30
R1 84.69 84.69 84.07 85.11
PP 83.00 83.00 83.00 83.22
S1 82.16 82.16 83.61 82.58
S2 80.47 80.47 83.38
S3 77.94 79.63 83.14
S4 75.41 77.10 82.45
Weekly Pivots for week ending 15-Oct-2010
Classic Woodie Camarilla DeMark
R4 94.11 92.03 85.03
R3 90.72 88.64 84.10
R2 87.33 87.33 83.79
R1 85.25 85.25 83.48 84.60
PP 83.94 83.94 83.94 83.61
S1 81.86 81.86 82.86 81.21
S2 80.55 80.55 82.55
S3 77.16 78.47 82.24
S4 73.77 75.08 81.31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 86.02 81.32 4.70 5.6% 2.71 3.2% 54% False True 28,954
10 86.30 81.32 4.98 5.9% 2.34 2.8% 51% False True 28,918
20 86.30 77.34 8.96 10.7% 2.04 2.4% 73% False False 28,198
40 86.30 73.76 12.54 15.0% 1.85 2.2% 80% False False 21,789
60 86.30 73.76 12.54 15.0% 1.69 2.0% 80% False False 16,481
80 86.30 73.76 12.54 15.0% 1.58 1.9% 80% False False 13,051
100 86.30 73.76 12.54 15.0% 1.46 1.7% 80% False False 10,962
Crabel Price Patterns
NR True
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
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 94.60
2.618 90.47
1.618 87.94
1.000 86.38
0.618 85.41
HIGH 83.85
0.618 82.88
0.500 82.59
0.382 82.29
LOW 81.32
0.618 79.76
1.000 78.79
1.618 77.23
2.618 74.70
4.250 70.57
Fisher Pivots for day following 20-Oct-2010
Pivot 1 day 3 day
R1 83.42 83.64
PP 83.00 83.45
S1 82.59 83.25

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

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