NYMEX Light Sweet Crude Oil Future May 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 86.03 83.04 -2.99 -3.5% 86.07
High 86.03 84.95 -1.08 -1.3% 86.75
Low 82.75 83.04 0.29 0.4% 84.76
Close 82.91 85.04 2.13 2.6% 84.42
Range 3.28 1.91 -1.37 -41.8% 1.99
ATR 1.41 1.46 0.04 3.2% 0.00
Volume 3,195 6,552 3,357 105.1% 25,347
Daily Pivots for day following 20-Oct-2010
Classic Woodie Camarilla DeMark
R4 90.07 89.47 86.09
R3 88.16 87.56 85.57
R2 86.25 86.25 85.39
R1 85.65 85.65 85.22 85.95
PP 84.34 84.34 84.34 84.50
S1 83.74 83.74 84.86 84.04
S2 82.43 82.43 84.69
S3 80.52 81.83 84.51
S4 78.61 79.92 83.99
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 86.56 82.75 3.81 4.5% 1.83 2.1% 60% False False 4,893
10 87.37 82.75 4.62 5.4% 1.60 1.9% 50% False False 5,541
20 87.37 79.39 7.98 9.4% 1.27 1.5% 71% False False 6,031
40 87.37 75.91 11.46 13.5% 1.00 1.2% 80% False False 5,321
60 87.37 75.91 11.46 13.5% 0.87 1.0% 80% False False 4,297
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 0.11
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 93.07
2.618 89.95
1.618 88.04
1.000 86.86
0.618 86.13
HIGH 84.95
0.618 84.22
0.500 84.00
0.382 83.77
LOW 83.04
0.618 81.86
1.000 81.13
1.618 79.95
2.618 78.04
4.250 74.92
Fisher Pivots for day following 20-Oct-2010
Pivot 1 day 3 day
R1 84.69 84.82
PP 84.34 84.61
S1 84.00 84.39

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

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