NYMEX Light Sweet Crude Oil Future April 2011


Trading Metrics calculated at close of trading on 15-Oct-2010
Day Change Summary
Previous Current
14-Oct-2010 15-Oct-2010 Change Change % Previous Week
Open 86.75 85.35 -1.40 -1.6% 85.70
High 86.75 85.76 -0.99 -1.1% 86.75
Low 85.08 83.97 -1.11 -1.3% 83.97
Close 85.46 84.06 -1.40 -1.6% 84.06
Range 1.67 1.79 0.12 7.2% 2.78
ATR 1.50 1.52 0.02 1.4% 0.00
Volume 7,358 6,581 -777 -10.6% 43,782
Daily Pivots for day following 15-Oct-2010
Classic Woodie Camarilla DeMark
R4 89.97 88.80 85.04
R3 88.18 87.01 84.55
R2 86.39 86.39 84.39
R1 85.22 85.22 84.22 84.91
PP 84.60 84.60 84.60 84.44
S1 83.43 83.43 83.90 83.12
S2 82.81 82.81 83.73
S3 81.02 81.64 83.57
S4 79.23 79.85 83.08
Weekly Pivots for week ending 15-Oct-2010
Classic Woodie Camarilla DeMark
R4 93.27 91.44 85.59
R3 90.49 88.66 84.82
R2 87.71 87.71 84.57
R1 85.88 85.88 84.31 85.41
PP 84.93 84.93 84.93 84.69
S1 83.10 83.10 83.81 82.63
S2 82.15 82.15 83.55
S3 79.37 80.32 83.30
S4 76.59 77.54 82.53
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 86.75 83.97 2.78 3.3% 1.26 1.5% 3% False True 8,756
10 87.12 83.37 3.75 4.5% 1.55 1.8% 18% False False 10,870
20 87.12 78.63 8.49 10.1% 1.51 1.8% 64% False False 9,820
40 87.12 74.98 12.14 14.4% 1.34 1.6% 75% False False 7,625
60 87.12 74.98 12.14 14.4% 1.10 1.3% 75% False False 5,957
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.36
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 93.37
2.618 90.45
1.618 88.66
1.000 87.55
0.618 86.87
HIGH 85.76
0.618 85.08
0.500 84.87
0.382 84.65
LOW 83.97
0.618 82.86
1.000 82.18
1.618 81.07
2.618 79.28
4.250 76.36
Fisher Pivots for day following 15-Oct-2010
Pivot 1 day 3 day
R1 84.87 85.36
PP 84.60 84.93
S1 84.33 84.49

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

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