NYMEX Light Sweet Crude Oil Future May 2011


Trading Metrics calculated at close of trading on 18-Oct-2010
Day Change Summary
Previous Current
15-Oct-2010 18-Oct-2010 Change Change % Previous Week
Open 85.92 84.28 -1.64 -1.9% 86.07
High 86.20 85.76 -0.44 -0.5% 86.75
Low 84.76 84.28 -0.48 -0.6% 84.76
Close 84.42 86.34 1.92 2.3% 84.42
Range 1.44 1.48 0.04 2.8% 1.99
ATR 1.22 1.24 0.02 1.5% 0.00
Volume 3,861 5,625 1,764 45.7% 25,347
Daily Pivots for day following 18-Oct-2010
Classic Woodie Camarilla DeMark
R4 89.90 89.60 87.15
R3 88.42 88.12 86.75
R2 86.94 86.94 86.61
R1 86.64 86.64 86.48 86.79
PP 85.46 85.46 85.46 85.54
S1 85.16 85.16 86.20 85.31
S2 83.98 83.98 86.07
S3 82.50 83.68 85.93
S4 81.02 82.20 85.53
Weekly Pivots for week ending 15-Oct-2010
Classic Woodie Camarilla DeMark
R4 91.28 89.84 85.51
R3 89.29 87.85 84.97
R2 87.30 87.30 84.78
R1 85.86 85.86 84.60 85.59
PP 85.31 85.31 85.31 85.17
S1 83.87 83.87 84.24 83.60
S2 83.32 83.32 84.06
S3 81.33 81.88 83.87
S4 79.34 79.89 83.33
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 86.75 84.28 2.47 2.9% 1.17 1.4% 83% False True 5,010
10 87.37 84.28 3.09 3.6% 1.30 1.5% 67% False True 6,512
20 87.37 79.39 7.98 9.2% 1.10 1.3% 87% False False 6,183
40 87.37 75.91 11.46 13.3% 0.88 1.0% 91% False False 5,165
60 87.37 75.91 11.46 13.3% 0.81 0.9% 91% False False 4,166
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 0.16
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 92.05
2.618 89.63
1.618 88.15
1.000 87.24
0.618 86.67
HIGH 85.76
0.618 85.19
0.500 85.02
0.382 84.85
LOW 84.28
0.618 83.37
1.000 82.80
1.618 81.89
2.618 80.41
4.250 77.99
Fisher Pivots for day following 18-Oct-2010
Pivot 1 day 3 day
R1 85.90 86.03
PP 85.46 85.73
S1 85.02 85.42

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

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