NYMEX Light Sweet Crude Oil Future May 2011


Trading Metrics calculated at close of trading on 26-Oct-2010
Day Change Summary
Previous Current
25-Oct-2010 26-Oct-2010 Change Change % Previous Week
Open 85.56 84.56 -1.00 -1.2% 84.28
High 85.62 85.10 -0.52 -0.6% 86.03
Low 84.04 84.51 0.47 0.6% 82.75
Close 84.96 84.97 0.01 0.0% 84.35
Range 1.58 0.59 -0.99 -62.7% 3.28
ATR 1.46 1.40 -0.06 -4.3% 0.00
Volume 4,904 7,091 2,187 44.6% 29,973
Daily Pivots for day following 26-Oct-2010
Classic Woodie Camarilla DeMark
R4 86.63 86.39 85.29
R3 86.04 85.80 85.13
R2 85.45 85.45 85.08
R1 85.21 85.21 85.02 85.33
PP 84.86 84.86 84.86 84.92
S1 84.62 84.62 84.92 84.74
S2 84.27 84.27 84.86
S3 83.68 84.03 84.81
S4 83.09 83.44 84.65
Weekly Pivots for week ending 22-Oct-2010
Classic Woodie Camarilla DeMark
R4 94.22 92.56 86.15
R3 90.94 89.28 85.25
R2 87.66 87.66 84.95
R1 86.00 86.00 84.65 86.83
PP 84.38 84.38 84.38 84.79
S1 82.72 82.72 84.05 83.55
S2 81.10 81.10 83.75
S3 77.82 79.44 83.45
S4 74.54 76.16 82.55
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 85.62 83.04 2.58 3.0% 1.35 1.6% 75% False False 6,629
10 86.75 82.75 4.00 4.7% 1.49 1.8% 56% False False 5,597
20 87.37 81.06 6.31 7.4% 1.36 1.6% 62% False False 6,411
40 87.37 78.63 8.74 10.3% 1.04 1.2% 73% False False 5,625
60 87.37 75.91 11.46 13.5% 0.94 1.1% 79% False False 4,679
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.07
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 87.61
2.618 86.64
1.618 86.05
1.000 85.69
0.618 85.46
HIGH 85.10
0.618 84.87
0.500 84.81
0.382 84.74
LOW 84.51
0.618 84.15
1.000 83.92
1.618 83.56
2.618 82.97
4.250 82.00
Fisher Pivots for day following 26-Oct-2010
Pivot 1 day 3 day
R1 84.92 84.82
PP 84.86 84.68
S1 84.81 84.53

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

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