NYMEX Light Sweet Crude Oil Future October 2010


Trading Metrics calculated at close of trading on 07-Sep-2010
Day Change Summary
Previous Current
03-Sep-2010 07-Sep-2010 Change Change % Previous Week
Open 74.93 74.30 -0.63 -0.8% 75.50
High 75.44 74.63 -0.81 -1.1% 75.58
Low 73.20 72.63 -0.57 -0.8% 71.53
Close 74.60 74.09 -0.51 -0.7% 74.60
Range 2.24 2.00 -0.24 -10.7% 4.05
ATR 2.15 2.14 -0.01 -0.5% 0.00
Volume 361,247 379,300 18,053 5.0% 1,740,142
Daily Pivots for day following 07-Sep-2010
Classic Woodie Camarilla DeMark
R4 79.78 78.94 75.19
R3 77.78 76.94 74.64
R2 75.78 75.78 74.46
R1 74.94 74.94 74.27 74.36
PP 73.78 73.78 73.78 73.50
S1 72.94 72.94 73.91 72.36
S2 71.78 71.78 73.72
S3 69.78 70.94 73.54
S4 67.78 68.94 72.99
Weekly Pivots for week ending 03-Sep-2010
Classic Woodie Camarilla DeMark
R4 86.05 84.38 76.83
R3 82.00 80.33 75.71
R2 77.95 77.95 75.34
R1 76.28 76.28 74.97 75.09
PP 73.90 73.90 73.90 73.31
S1 72.23 72.23 74.23 71.04
S2 69.85 69.85 73.86
S3 65.80 68.18 73.49
S4 61.75 64.13 72.37
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 75.44 71.53 3.91 5.3% 2.46 3.3% 65% False False 375,717
10 75.59 70.76 4.83 6.5% 2.28 3.1% 69% False False 357,614
20 82.07 70.76 11.31 15.3% 2.13 2.9% 29% False False 273,121
40 83.40 70.76 12.64 17.1% 2.07 2.8% 26% False False 168,472
60 83.40 70.76 12.64 17.1% 2.08 2.8% 26% False False 121,218
80 83.40 70.35 13.05 17.6% 2.21 3.0% 29% False False 96,003
100 92.75 70.35 22.40 30.2% 2.19 3.0% 17% False False 80,040
120 92.75 70.35 22.40 30.2% 2.02 2.7% 17% False False 68,380
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0.46
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 83.13
2.618 79.87
1.618 77.87
1.000 76.63
0.618 75.87
HIGH 74.63
0.618 73.87
0.500 73.63
0.382 73.39
LOW 72.63
0.618 71.39
1.000 70.63
1.618 69.39
2.618 67.39
4.250 64.13
Fisher Pivots for day following 07-Sep-2010
Pivot 1 day 3 day
R1 73.94 74.07
PP 73.78 74.05
S1 73.63 74.04

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

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