NYMEX Light Sweet Crude Oil Future June 2011


Trading Metrics calculated at close of trading on 21-Oct-2010
Day Change Summary
Previous Current
20-Oct-2010 21-Oct-2010 Change Change % Previous Week
Open 83.26 85.04 1.78 2.1% 86.93
High 85.35 85.50 0.15 0.2% 87.46
Low 83.26 83.16 -0.10 -0.1% 84.30
Close 85.34 83.61 -1.73 -2.0% 84.75
Range 2.09 2.34 0.25 12.0% 3.16
ATR 1.91 1.94 0.03 1.6% 0.00
Volume 24,141 25,371 1,230 5.1% 91,786
Daily Pivots for day following 21-Oct-2010
Classic Woodie Camarilla DeMark
R4 91.11 89.70 84.90
R3 88.77 87.36 84.25
R2 86.43 86.43 84.04
R1 85.02 85.02 83.82 84.56
PP 84.09 84.09 84.09 83.86
S1 82.68 82.68 83.40 82.22
S2 81.75 81.75 83.18
S3 79.41 80.34 82.97
S4 77.07 78.00 82.32
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 86.65 83.08 3.57 4.3% 2.57 3.1% 15% False False 21,380
10 87.46 83.08 4.38 5.2% 2.09 2.5% 12% False False 20,165
20 87.80 80.00 7.80 9.3% 1.91 2.3% 46% False False 22,510
40 87.80 77.46 10.34 12.4% 1.74 2.1% 59% False False 18,853
60 87.80 75.70 12.10 14.5% 1.67 2.0% 65% False False 15,385
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.33
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 95.45
2.618 91.63
1.618 89.29
1.000 87.84
0.618 86.95
HIGH 85.50
0.618 84.61
0.500 84.33
0.382 84.05
LOW 83.16
0.618 81.71
1.000 80.82
1.618 79.37
2.618 77.03
4.250 73.22
Fisher Pivots for day following 21-Oct-2010
Pivot 1 day 3 day
R1 84.33 84.83
PP 84.09 84.42
S1 83.85 84.02

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

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