NYMEX Light Sweet Crude Oil Future March 2011


Trading Metrics calculated at close of trading on 18-Oct-2010
Day Change Summary
Previous Current
15-Oct-2010 18-Oct-2010 Change Change % Previous Week
Open 85.04 83.25 -1.79 -2.1% 85.46
High 85.37 85.64 0.27 0.3% 86.44
Low 83.09 82.79 -0.30 -0.4% 83.09
Close 83.65 85.56 1.91 2.3% 83.65
Range 2.28 2.85 0.57 25.0% 3.35
ATR 1.73 1.81 0.08 4.6% 0.00
Volume 18,849 18,556 -293 -1.6% 90,506
Daily Pivots for day following 18-Oct-2010
Classic Woodie Camarilla DeMark
R4 93.21 92.24 87.13
R3 90.36 89.39 86.34
R2 87.51 87.51 86.08
R1 86.54 86.54 85.82 87.03
PP 84.66 84.66 84.66 84.91
S1 83.69 83.69 85.30 84.18
S2 81.81 81.81 85.04
S3 78.96 80.84 84.78
S4 76.11 77.99 83.99
Weekly Pivots for week ending 15-Oct-2010
Classic Woodie Camarilla DeMark
R4 94.44 92.40 85.49
R3 91.09 89.05 84.57
R2 87.74 87.74 84.26
R1 85.70 85.70 83.96 85.05
PP 84.39 84.39 84.39 84.07
S1 82.35 82.35 83.34 81.70
S2 81.04 81.04 83.04
S3 77.69 79.00 82.73
S4 74.34 75.65 81.81
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 86.44 82.79 3.65 4.3% 1.89 2.2% 76% False True 17,738
10 86.75 82.79 3.96 4.6% 1.94 2.3% 70% False True 21,685
20 86.75 78.05 8.70 10.2% 1.79 2.1% 86% False False 19,698
40 86.75 74.29 12.46 14.6% 1.70 2.0% 90% False False 16,154
60 86.75 74.29 12.46 14.6% 1.59 1.9% 90% False False 12,414
80 86.75 74.29 12.46 14.6% 1.56 1.8% 90% False False 9,980
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.53
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 97.75
2.618 93.10
1.618 90.25
1.000 88.49
0.618 87.40
HIGH 85.64
0.618 84.55
0.500 84.22
0.382 83.88
LOW 82.79
0.618 81.03
1.000 79.94
1.618 78.18
2.618 75.33
4.250 70.68
Fisher Pivots for day following 18-Oct-2010
Pivot 1 day 3 day
R1 85.11 85.25
PP 84.66 84.93
S1 84.22 84.62

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

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