NYMEX Light Sweet Crude Oil Future June 2011


Trading Metrics calculated at close of trading on 27-Oct-2010
Day Change Summary
Previous Current
26-Oct-2010 27-Oct-2010 Change Change % Previous Week
Open 84.85 84.83 -0.02 0.0% 84.20
High 85.45 85.05 -0.40 -0.5% 86.65
Low 84.63 83.59 -1.04 -1.2% 83.08
Close 85.29 84.95 -0.34 -0.4% 84.68
Range 0.82 1.46 0.64 78.0% 3.57
ATR 1.80 1.79 -0.01 -0.4% 0.00
Volume 13,129 8,900 -4,229 -32.2% 102,129
Daily Pivots for day following 27-Oct-2010
Classic Woodie Camarilla DeMark
R4 88.91 88.39 85.75
R3 87.45 86.93 85.35
R2 85.99 85.99 85.22
R1 85.47 85.47 85.08 85.73
PP 84.53 84.53 84.53 84.66
S1 84.01 84.01 84.82 84.27
S2 83.07 83.07 84.68
S3 81.61 82.55 84.55
S4 80.15 81.09 84.15
Weekly Pivots for week ending 22-Oct-2010
Classic Woodie Camarilla DeMark
R4 95.51 93.67 86.64
R3 91.94 90.10 85.66
R2 88.37 88.37 85.33
R1 86.53 86.53 85.01 87.45
PP 84.80 84.80 84.80 85.27
S1 82.96 82.96 84.35 83.88
S2 81.23 81.23 84.03
S3 77.66 79.39 83.70
S4 74.09 75.82 82.72
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 85.94 83.16 2.78 3.3% 1.50 1.8% 64% False False 14,590
10 87.46 83.08 4.38 5.2% 1.97 2.3% 43% False False 17,638
20 87.80 82.68 5.12 6.0% 1.83 2.2% 44% False False 20,996
40 87.80 79.10 8.70 10.2% 1.69 2.0% 67% False False 18,717
60 87.80 75.70 12.10 14.2% 1.64 1.9% 76% False False 15,695
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.25
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 91.26
2.618 88.87
1.618 87.41
1.000 86.51
0.618 85.95
HIGH 85.05
0.618 84.49
0.500 84.32
0.382 84.15
LOW 83.59
0.618 82.69
1.000 82.13
1.618 81.23
2.618 79.77
4.250 77.39
Fisher Pivots for day following 27-Oct-2010
Pivot 1 day 3 day
R1 84.74 84.89
PP 84.53 84.83
S1 84.32 84.77

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

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