NYMEX Light Sweet Crude Oil Future April 2011


Trading Metrics calculated at close of trading on 08-Oct-2010
Day Change Summary
Previous Current
07-Oct-2010 08-Oct-2010 Change Change % Previous Week
Open 86.26 84.56 -1.70 -2.0% 84.60
High 86.86 85.90 -0.96 -1.1% 87.12
Low 84.15 83.37 -0.78 -0.9% 83.37
Close 84.75 85.52 0.77 0.9% 85.52
Range 2.71 2.53 -0.18 -6.6% 3.75
ATR 1.50 1.57 0.07 4.9% 0.00
Volume 11,639 10,876 -763 -6.6% 64,926
Daily Pivots for day following 08-Oct-2010
Classic Woodie Camarilla DeMark
R4 92.52 91.55 86.91
R3 89.99 89.02 86.22
R2 87.46 87.46 85.98
R1 86.49 86.49 85.75 86.98
PP 84.93 84.93 84.93 85.17
S1 83.96 83.96 85.29 84.45
S2 82.40 82.40 85.06
S3 79.87 81.43 84.82
S4 77.34 78.90 84.13
Weekly Pivots for week ending 08-Oct-2010
Classic Woodie Camarilla DeMark
R4 96.59 94.80 87.58
R3 92.84 91.05 86.55
R2 89.09 89.09 86.21
R1 87.30 87.30 85.86 88.20
PP 85.34 85.34 85.34 85.78
S1 83.55 83.55 85.18 84.45
S2 81.59 81.59 84.83
S3 77.84 79.80 84.49
S4 74.09 76.05 83.46
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 87.12 83.37 3.75 4.4% 1.84 2.2% 57% False True 12,985
10 87.12 79.25 7.87 9.2% 1.66 1.9% 80% False False 11,334
20 87.12 78.63 8.49 9.9% 1.49 1.7% 81% False False 9,889
40 87.12 74.98 12.14 14.2% 1.33 1.6% 87% False False 7,032
60 87.12 74.98 12.14 14.2% 1.08 1.3% 87% False False 5,351
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.39
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 96.65
2.618 92.52
1.618 89.99
1.000 88.43
0.618 87.46
HIGH 85.90
0.618 84.93
0.500 84.64
0.382 84.34
LOW 83.37
0.618 81.81
1.000 80.84
1.618 79.28
2.618 76.75
4.250 72.62
Fisher Pivots for day following 08-Oct-2010
Pivot 1 day 3 day
R1 85.23 85.43
PP 84.93 85.34
S1 84.64 85.25

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

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