NYMEX Light Sweet Crude Oil Future March 2011


Trading Metrics calculated at close of trading on 25-Oct-2010
Day Change Summary
Previous Current
22-Oct-2010 25-Oct-2010 Change Change % Previous Week
Open 82.74 83.90 1.16 1.4% 83.25
High 83.85 84.96 1.11 1.3% 85.64
Low 82.38 83.24 0.86 1.0% 81.91
Close 83.56 84.22 0.66 0.8% 83.56
Range 1.47 1.72 0.25 17.0% 3.73
ATR 1.96 1.94 -0.02 -0.9% 0.00
Volume 25,214 13,227 -11,987 -47.5% 120,026
Daily Pivots for day following 25-Oct-2010
Classic Woodie Camarilla DeMark
R4 89.30 88.48 85.17
R3 87.58 86.76 84.69
R2 85.86 85.86 84.54
R1 85.04 85.04 84.38 85.45
PP 84.14 84.14 84.14 84.35
S1 83.32 83.32 84.06 83.73
S2 82.42 82.42 83.90
S3 80.70 81.60 83.75
S4 78.98 79.88 83.27
Weekly Pivots for week ending 22-Oct-2010
Classic Woodie Camarilla DeMark
R4 94.89 92.96 85.61
R3 91.16 89.23 84.59
R2 87.43 87.43 84.24
R1 85.50 85.50 83.90 86.47
PP 83.70 83.70 83.70 84.19
S1 81.77 81.77 83.22 82.74
S2 79.97 79.97 82.88
S3 76.24 78.04 82.53
S4 72.51 74.31 81.51
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 85.54 81.91 3.63 4.3% 2.30 2.7% 64% False False 22,939
10 86.44 81.91 4.53 5.4% 2.09 2.5% 51% False False 20,339
20 86.75 78.97 7.78 9.2% 1.95 2.3% 67% False False 21,331
40 86.75 77.26 9.49 11.3% 1.78 2.1% 73% False False 18,181
60 86.75 74.29 12.46 14.8% 1.65 2.0% 80% False False 14,025
80 86.75 74.29 12.46 14.8% 1.60 1.9% 80% False False 11,265
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.33
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 92.27
2.618 89.46
1.618 87.74
1.000 86.68
0.618 86.02
HIGH 84.96
0.618 84.30
0.500 84.10
0.382 83.90
LOW 83.24
0.618 82.18
1.000 81.52
1.618 80.46
2.618 78.74
4.250 75.93
Fisher Pivots for day following 25-Oct-2010
Pivot 1 day 3 day
R1 84.18 83.98
PP 84.14 83.74
S1 84.10 83.51

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

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