NYMEX Light Sweet Crude Oil Future March 2011


Trading Metrics calculated at close of trading on 11-Oct-2010
Day Change Summary
Previous Current
08-Oct-2010 11-Oct-2010 Change Change % Previous Week
Open 84.00 85.46 1.46 1.7% 84.63
High 85.48 85.61 0.13 0.2% 86.75
Low 82.89 84.49 1.60 1.9% 82.89
Close 85.08 85.02 -0.06 -0.1% 85.08
Range 2.59 1.12 -1.47 -56.8% 3.86
ATR 1.78 1.74 -0.05 -2.7% 0.00
Volume 22,429 20,368 -2,061 -9.2% 130,870
Daily Pivots for day following 11-Oct-2010
Classic Woodie Camarilla DeMark
R4 88.40 87.83 85.64
R3 87.28 86.71 85.33
R2 86.16 86.16 85.23
R1 85.59 85.59 85.12 85.32
PP 85.04 85.04 85.04 84.90
S1 84.47 84.47 84.92 84.20
S2 83.92 83.92 84.81
S3 82.80 83.35 84.71
S4 81.68 82.23 84.40
Weekly Pivots for week ending 08-Oct-2010
Classic Woodie Camarilla DeMark
R4 96.49 94.64 87.20
R3 92.63 90.78 86.14
R2 88.77 88.77 85.79
R1 86.92 86.92 85.43 87.85
PP 84.91 84.91 84.91 85.37
S1 83.06 83.06 84.73 83.99
S2 81.05 81.05 84.37
S3 77.19 79.20 84.02
S4 73.33 75.34 82.96
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 86.75 82.89 3.86 4.5% 2.00 2.3% 55% False False 25,631
10 86.75 78.97 7.78 9.2% 1.81 2.1% 78% False False 22,323
20 86.75 78.05 8.70 10.2% 1.69 2.0% 80% False False 19,807
40 86.75 74.29 12.46 14.7% 1.62 1.9% 86% False False 14,578
60 86.75 74.29 12.46 14.7% 1.57 1.8% 86% False False 11,174
80 86.75 74.29 12.46 14.7% 1.52 1.8% 86% False False 9,007
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.43
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 90.37
2.618 88.54
1.618 87.42
1.000 86.73
0.618 86.30
HIGH 85.61
0.618 85.18
0.500 85.05
0.382 84.92
LOW 84.49
0.618 83.80
1.000 83.37
1.618 82.68
2.618 81.56
4.250 79.73
Fisher Pivots for day following 11-Oct-2010
Pivot 1 day 3 day
R1 85.05 84.95
PP 85.04 84.89
S1 85.03 84.82

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

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