NYMEX Light Sweet Crude Oil Future June 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 86.03 84.20 -1.83 -2.1% 86.93
High 86.59 86.65 0.06 0.1% 87.46
Low 84.30 84.03 -0.27 -0.3% 84.30
Close 84.75 86.67 1.92 2.3% 84.75
Range 2.29 2.62 0.33 14.4% 3.16
ATR 1.71 1.77 0.07 3.8% 0.00
Volume 20,705 19,607 -1,098 -5.3% 91,786
Daily Pivots for day following 18-Oct-2010
Classic Woodie Camarilla DeMark
R4 93.64 92.78 88.11
R3 91.02 90.16 87.39
R2 88.40 88.40 87.15
R1 87.54 87.54 86.91 87.97
PP 85.78 85.78 85.78 86.00
S1 84.92 84.92 86.43 85.35
S2 83.16 83.16 86.19
S3 80.54 82.30 85.95
S4 77.92 79.68 85.23
Weekly Pivots for week ending 15-Oct-2010
Classic Woodie Camarilla DeMark
R4 94.98 93.03 86.49
R3 91.82 89.87 85.62
R2 88.66 88.66 85.33
R1 86.71 86.71 85.04 86.11
PP 85.50 85.50 85.50 85.20
S1 83.55 83.55 84.46 82.95
S2 82.34 82.34 84.17
S3 79.18 80.39 83.88
S4 76.02 77.23 83.01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 87.46 84.03 3.43 4.0% 1.84 2.1% 77% False True 18,939
10 87.80 83.98 3.82 4.4% 1.94 2.2% 70% False False 22,533
20 87.80 79.39 8.41 9.7% 1.76 2.0% 87% False False 21,736
40 87.80 75.70 12.10 14.0% 1.65 1.9% 91% False False 17,739
60 87.80 75.70 12.10 14.0% 1.62 1.9% 91% False False 14,527
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.43
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 97.79
2.618 93.51
1.618 90.89
1.000 89.27
0.618 88.27
HIGH 86.65
0.618 85.65
0.500 85.34
0.382 85.03
LOW 84.03
0.618 82.41
1.000 81.41
1.618 79.79
2.618 77.17
4.250 72.90
Fisher Pivots for day following 18-Oct-2010
Pivot 1 day 3 day
R1 86.23 86.36
PP 85.78 86.05
S1 85.34 85.75

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

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