NYMEX Light Sweet Crude Oil Future June 2011


Trading Metrics calculated at close of trading on 29-Oct-2010
Day Change Summary
Previous Current
28-Oct-2010 29-Oct-2010 Change Change % Previous Week
Open 85.08 84.91 -0.17 -0.2% 85.50
High 85.54 85.03 -0.51 -0.6% 85.94
Low 84.64 83.67 -0.97 -1.1% 83.59
Close 85.23 84.31 -0.92 -1.1% 84.31
Range 0.90 1.36 0.46 51.1% 2.35
ATR 1.73 1.72 -0.01 -0.7% 0.00
Volume 13,300 14,837 1,537 11.6% 59,783
Daily Pivots for day following 29-Oct-2010
Classic Woodie Camarilla DeMark
R4 88.42 87.72 85.06
R3 87.06 86.36 84.68
R2 85.70 85.70 84.56
R1 85.00 85.00 84.43 84.67
PP 84.34 84.34 84.34 84.17
S1 83.64 83.64 84.19 83.31
S2 82.98 82.98 84.06
S3 81.62 82.28 83.94
S4 80.26 80.92 83.56
Weekly Pivots for week ending 29-Oct-2010
Classic Woodie Camarilla DeMark
R4 91.66 90.34 85.60
R3 89.31 87.99 84.96
R2 86.96 86.96 84.74
R1 85.64 85.64 84.53 85.13
PP 84.61 84.61 84.61 84.36
S1 83.29 83.29 84.09 82.78
S2 82.26 82.26 83.88
S3 79.91 80.94 83.66
S4 77.56 78.59 83.02
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 85.94 83.59 2.35 2.8% 1.22 1.4% 31% False False 11,956
10 86.65 83.08 3.57 4.2% 1.80 2.1% 34% False False 16,191
20 87.80 83.08 4.72 5.6% 1.79 2.1% 26% False False 19,662
40 87.80 79.39 8.41 10.0% 1.67 2.0% 59% False False 18,858
60 87.80 75.70 12.10 14.4% 1.65 2.0% 71% False False 15,827
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 True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.22
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 90.81
2.618 88.59
1.618 87.23
1.000 86.39
0.618 85.87
HIGH 85.03
0.618 84.51
0.500 84.35
0.382 84.19
LOW 83.67
0.618 82.83
1.000 82.31
1.618 81.47
2.618 80.11
4.250 77.89
Fisher Pivots for day following 29-Oct-2010
Pivot 1 day 3 day
R1 84.35 84.57
PP 84.34 84.48
S1 84.32 84.40

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

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