NYMEX Light Sweet Crude Oil Future April 2011


Trading Metrics calculated at close of trading on 28-Oct-2010
Day Change Summary
Previous Current
27-Oct-2010 28-Oct-2010 Change Change % Previous Week
Open 84.53 84.40 -0.13 -0.2% 84.47
High 84.70 84.84 0.14 0.2% 86.00
Low 83.16 83.79 0.63 0.8% 82.35
Close 84.22 84.52 0.30 0.4% 83.97
Range 1.54 1.05 -0.49 -31.8% 3.65
ATR 1.64 1.60 -0.04 -2.6% 0.00
Volume 12,139 10,958 -1,181 -9.7% 47,776
Daily Pivots for day following 28-Oct-2010
Classic Woodie Camarilla DeMark
R4 87.53 87.08 85.10
R3 86.48 86.03 84.81
R2 85.43 85.43 84.71
R1 84.98 84.98 84.62 85.21
PP 84.38 84.38 84.38 84.50
S1 83.93 83.93 84.42 84.16
S2 83.33 83.33 84.33
S3 82.28 82.88 84.23
S4 81.23 81.83 83.94
Weekly Pivots for week ending 22-Oct-2010
Classic Woodie Camarilla DeMark
R4 95.06 93.16 85.98
R3 91.41 89.51 84.97
R2 87.76 87.76 84.64
R1 85.86 85.86 84.30 84.99
PP 84.11 84.11 84.11 83.67
S1 82.21 82.21 83.64 81.34
S2 80.46 80.46 83.30
S3 76.81 78.56 82.97
S4 73.16 74.91 81.96
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 85.27 83.00 2.27 2.7% 1.23 1.5% 67% False False 9,685
10 86.00 82.35 3.65 4.3% 1.67 2.0% 59% False False 9,153
20 87.12 82.35 4.77 5.6% 1.59 1.9% 45% False False 10,200
40 87.12 78.63 8.49 10.0% 1.52 1.8% 69% False False 8,904
60 87.12 74.98 12.14 14.4% 1.29 1.5% 79% False False 7,141
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.34
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 89.30
2.618 87.59
1.618 86.54
1.000 85.89
0.618 85.49
HIGH 84.84
0.618 84.44
0.500 84.32
0.382 84.19
LOW 83.79
0.618 83.14
1.000 82.74
1.618 82.09
2.618 81.04
4.250 79.33
Fisher Pivots for day following 28-Oct-2010
Pivot 1 day 3 day
R1 84.45 84.35
PP 84.38 84.17
S1 84.32 84.00

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

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