NYMEX Light Sweet Crude Oil Future October 2010


Trading Metrics calculated at close of trading on 01-Sep-2010
Day Change Summary
Previous Current
31-Aug-2010 01-Sep-2010 Change Change % Previous Week
Open 74.07 71.70 -2.37 -3.2% 73.90
High 74.73 74.48 -0.25 -0.3% 75.59
Low 71.53 71.67 0.14 0.2% 70.76
Close 71.92 73.91 1.99 2.8% 75.17
Range 3.20 2.81 -0.39 -12.2% 4.83
ATR 2.10 2.15 0.05 2.4% 0.00
Volume 446,459 372,296 -74,163 -16.6% 1,694,770
Daily Pivots for day following 01-Sep-2010
Classic Woodie Camarilla DeMark
R4 81.78 80.66 75.46
R3 78.97 77.85 74.68
R2 76.16 76.16 74.43
R1 75.04 75.04 74.17 75.60
PP 73.35 73.35 73.35 73.64
S1 72.23 72.23 73.65 72.79
S2 70.54 70.54 73.39
S3 67.73 69.42 73.14
S4 64.92 66.61 72.36
Weekly Pivots for week ending 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 88.33 86.58 77.83
R3 83.50 81.75 76.50
R2 78.67 78.67 76.06
R1 76.92 76.92 75.61 77.80
PP 73.84 73.84 73.84 74.28
S1 72.09 72.09 74.73 72.97
S2 69.01 69.01 74.28
S3 64.18 67.26 73.84
S4 59.35 62.43 72.51
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 75.59 71.53 4.06 5.5% 2.51 3.4% 59% False False 372,809
10 76.47 70.76 5.71 7.7% 2.19 3.0% 55% False False 325,932
20 83.10 70.76 12.34 16.7% 2.05 2.8% 26% False False 235,251
40 83.40 70.76 12.64 17.1% 2.04 2.8% 25% False False 144,316
60 83.40 70.76 12.64 17.1% 2.08 2.8% 25% False False 104,791
80 85.35 70.35 15.00 20.3% 2.20 3.0% 24% False False 83,386
100 92.75 70.35 22.40 30.3% 2.16 2.9% 16% False False 70,099
120 92.75 70.35 22.40 30.3% 1.99 2.7% 16% False False 59,668
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.46
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 86.42
2.618 81.84
1.618 79.03
1.000 77.29
0.618 76.22
HIGH 74.48
0.618 73.41
0.500 73.08
0.382 72.74
LOW 71.67
0.618 69.93
1.000 68.86
1.618 67.12
2.618 64.31
4.250 59.73
Fisher Pivots for day following 01-Sep-2010
Pivot 1 day 3 day
R1 73.63 73.79
PP 73.35 73.67
S1 73.08 73.56

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

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