NYMEX Light Sweet Crude Oil Future October 2010


Trading Metrics calculated at close of trading on 08-Sep-2010
Day Change Summary
Previous Current
07-Sep-2010 08-Sep-2010 Change Change % Previous Week
Open 74.30 73.91 -0.39 -0.5% 75.50
High 74.63 75.39 0.76 1.0% 75.58
Low 72.63 73.37 0.74 1.0% 71.53
Close 74.09 74.67 0.58 0.8% 74.60
Range 2.00 2.02 0.02 1.0% 4.05
ATR 2.14 2.13 -0.01 -0.4% 0.00
Volume 379,300 326,803 -52,497 -13.8% 1,740,142
Daily Pivots for day following 08-Sep-2010
Classic Woodie Camarilla DeMark
R4 80.54 79.62 75.78
R3 78.52 77.60 75.23
R2 76.50 76.50 75.04
R1 75.58 75.58 74.86 76.04
PP 74.48 74.48 74.48 74.71
S1 73.56 73.56 74.48 74.02
S2 72.46 72.46 74.30
S3 70.44 71.54 74.11
S4 68.42 69.52 73.56
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 71.67 3.77 5.0% 2.22 3.0% 80% False False 351,786
10 75.59 70.76 4.83 6.5% 2.31 3.1% 81% False False 357,733
20 80.99 70.76 10.23 13.7% 2.11 2.8% 38% False False 283,262
40 83.40 70.76 12.64 16.9% 2.05 2.7% 31% False False 175,785
60 83.40 70.76 12.64 16.9% 2.08 2.8% 31% False False 126,271
80 83.40 70.35 13.05 17.5% 2.19 2.9% 33% False False 99,821
100 92.75 70.35 22.40 30.0% 2.19 2.9% 19% False False 83,184
120 92.75 70.35 22.40 30.0% 2.03 2.7% 19% False False 71,054
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.51
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 83.98
2.618 80.68
1.618 78.66
1.000 77.41
0.618 76.64
HIGH 75.39
0.618 74.62
0.500 74.38
0.382 74.14
LOW 73.37
0.618 72.12
1.000 71.35
1.618 70.10
2.618 68.08
4.250 64.79
Fisher Pivots for day following 08-Sep-2010
Pivot 1 day 3 day
R1 74.57 74.46
PP 74.48 74.25
S1 74.38 74.04

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

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