NYMEX Light Sweet Crude Oil Future April 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	85.49	83.14	-2.35	-2.7%	85.70
High	85.49	84.71	-0.78	-0.9%	86.75
Low	82.35	82.70	0.35	0.4%	83.97
Close	82.53	84.70	2.17	2.6%	84.06
Range	3.14	2.01	-1.13	-36.0%	2.78
ATR	1.70	1.73	0.03	2.0%	0.00
Volume	7,153	9,710	2,557	35.7%	43,782

Daily Pivots for day following 20-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	90.07	89.39	85.81
R3	88.06	87.38	85.25
R2	86.05	86.05	85.07
R1	85.37	85.37	84.88	85.71
PP	84.04	84.04	84.04	84.21
S1	83.36	83.36	84.52	83.70
S2	82.03	82.03	84.33
S3	80.02	81.35	84.15
S4	78.01	79.34	83.59

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	82.35	4.40	5.2%	2.06	2.4%	53%	False	False	7,898
10	86.86	82.35	4.51	5.3%	1.84	2.2%	52%	False	False	9,185
20	87.12	78.63	8.49	10.0%	1.62	1.9%	71%	False	False	9,797
40	87.12	74.98	12.14	14.3%	1.48	1.7%	80%	False	False	8,113
60	87.12	74.98	12.14	14.3%	1.19	1.4%	80%	False	False	6,295

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.33
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	93.25
2.618	89.97
1.618	87.96
1.000	86.72
0.618	85.95
HIGH	84.71
0.618	83.94
0.500	83.71
0.382	83.47
LOW	82.70
0.618	81.46
1.000	80.69
1.618	79.45
2.618	77.44
4.250	74.16

Fisher Pivots for day following 20-Oct-2010
Pivot	1 day	3 day
R1	84.37	84.53
PP	84.04	84.35
S1	83.71	84.18

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols