NYMEX Light Sweet Crude Oil Future March 2011

Trading Metrics calculated at close of trading on 14-Oct-2010

Day Change Summary
	Previous	Current
	13-Oct-2010	14-Oct-2010	Change	Change %	Previous Week
Open	84.84	85.76	0.92	1.1%	84.63
High	85.94	86.44	0.50	0.6%	86.75
Low	84.76	84.64	-0.12	-0.1%	82.89
Close	85.60	85.06	-0.54	-0.6%	85.08
Range	1.18	1.80	0.62	52.5%	3.86
ATR	1.68	1.69	0.01	0.5%	0.00
Volume	18,560	17,881	-679	-3.7%	130,870

Daily Pivots for day following 14-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	90.78	89.72	86.05
R3	88.98	87.92	85.56
R2	87.18	87.18	85.39
R1	86.12	86.12	85.23	85.75
PP	85.38	85.38	85.38	85.20
S1	84.32	84.32	84.90	83.95
S2	83.58	83.58	84.73
S3	81.78	82.52	84.57
S4	79.98	80.72	84.07

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	86.44	82.89	3.55	4.2%	1.60	1.9%	61%	True	False	18,817
10	86.75	82.89	3.86	4.5%	1.67	2.0%	56%	False	False	22,087
20	86.75	78.05	8.70	10.2%	1.72	2.0%	81%	False	False	19,310
40	86.75	74.29	12.46	14.6%	1.63	1.9%	86%	False	False	15,479
60	86.75	74.29	12.46	14.6%	1.55	1.8%	86%	False	False	11,908
80	86.75	74.29	12.46	14.6%	1.54	1.8%	86%	False	False	9,566

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.47
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	94.09
2.618	91.15
1.618	89.35
1.000	88.24
0.618	87.55
HIGH	86.44
0.618	85.75
0.500	85.54
0.382	85.33
LOW	84.64
0.618	83.53
1.000	82.84
1.618	81.73
2.618	79.93
4.250	76.99

Fisher Pivots for day following 14-Oct-2010
Pivot	1 day	3 day
R1	85.54	85.08
PP	85.38	85.07
S1	85.22	85.07

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