NYMEX Light Sweet Crude Oil Future May 2011


Trading Metrics calculated at close of trading on 07-Oct-2010
Day Change Summary
Previous Current
06-Oct-2010 07-Oct-2010 Change Change % Previous Week
Open 86.55 87.00 0.45 0.5% 80.59
High 87.22 87.37 0.15 0.2% 85.41
Low 86.18 84.68 -1.50 -1.7% 79.84
Close 86.66 85.10 -1.56 -1.8% 85.41
Range 1.04 2.69 1.65 158.7% 5.57
ATR 1.14 1.25 0.11 9.7% 0.00
Volume 10,336 8,105 -2,231 -21.6% 28,633
Daily Pivots for day following 07-Oct-2010
Classic Woodie Camarilla DeMark
R4 93.79 92.13 86.58
R3 91.10 89.44 85.84
R2 88.41 88.41 85.59
R1 86.75 86.75 85.35 86.24
PP 85.72 85.72 85.72 85.46
S1 84.06 84.06 84.85 83.55
S2 83.03 83.03 84.61
S3 80.34 81.37 84.36
S4 77.65 78.68 83.62
Weekly Pivots for week ending 01-Oct-2010
Classic Woodie Camarilla DeMark
R4 100.26 98.41 88.47
R3 94.69 92.84 86.94
R2 89.12 89.12 86.43
R1 87.27 87.27 85.92 88.20
PP 83.55 83.55 83.55 84.02
S1 81.70 81.70 84.90 82.63
S2 77.98 77.98 84.39
S3 72.41 76.13 83.88
S4 66.84 70.56 82.35
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 87.37 84.30 3.07 3.6% 1.35 1.6% 26% True False 8,552
10 87.37 79.84 7.53 8.8% 1.09 1.3% 70% True False 6,980
20 87.37 79.39 7.98 9.4% 0.93 1.1% 72% True False 6,420
40 87.37 75.91 11.46 13.5% 0.86 1.0% 80% True False 4,818
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.13
Widest range in 57 trading days
Fibonacci Retracements and Extensions
4.250 98.80
2.618 94.41
1.618 91.72
1.000 90.06
0.618 89.03
HIGH 87.37
0.618 86.34
0.500 86.03
0.382 85.71
LOW 84.68
0.618 83.02
1.000 81.99
1.618 80.33
2.618 77.64
4.250 73.25
Fisher Pivots for day following 07-Oct-2010
Pivot 1 day 3 day
R1 86.03 86.03
PP 85.72 85.72
S1 85.41 85.41

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

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