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

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols