NYMEX Light Sweet Crude Oil Future March 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 85.46 82.10 -3.36 -3.9% 85.46
High 85.54 84.31 -1.23 -1.4% 86.44
Low 81.91 82.07 0.16 0.2% 83.09
Close 82.08 84.31 2.23 2.7% 83.65
Range 3.63 2.24 -1.39 -38.3% 3.35
ATR 1.95 1.97 0.02 1.1% 0.00
Volume 17,019 27,251 10,232 60.1% 90,506
Daily Pivots for day following 20-Oct-2010
Classic Woodie Camarilla DeMark
R4 90.28 89.54 85.54
R3 88.04 87.30 84.93
R2 85.80 85.80 84.72
R1 85.06 85.06 84.52 85.43
PP 83.56 83.56 83.56 83.75
S1 82.82 82.82 84.10 83.19
S2 81.32 81.32 83.90
S3 79.08 80.58 83.69
S4 76.84 78.34 83.08
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 81.91 4.53 5.4% 2.56 3.0% 53% False False 19,911
10 86.75 81.91 4.84 5.7% 2.21 2.6% 50% False False 20,303
20 86.75 78.05 8.70 10.3% 1.91 2.3% 72% False False 20,494
40 86.75 74.29 12.46 14.8% 1.78 2.1% 80% False False 17,015
60 86.75 74.29 12.46 14.8% 1.64 1.9% 80% False False 13,046
80 86.75 74.29 12.46 14.8% 1.60 1.9% 80% False False 10,474
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.44
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 93.83
2.618 90.17
1.618 87.93
1.000 86.55
0.618 85.69
HIGH 84.31
0.618 83.45
0.500 83.19
0.382 82.93
LOW 82.07
0.618 80.69
1.000 79.83
1.618 78.45
2.618 76.21
4.250 72.55
Fisher Pivots for day following 20-Oct-2010
Pivot 1 day 3 day
R1 83.94 84.13
PP 83.56 83.95
S1 83.19 83.78

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

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