NYMEX Light Sweet Crude Oil Future October 2010


Trading Metrics calculated at close of trading on 09-Sep-2010
Day Change Summary
Previous Current
08-Sep-2010 09-Sep-2010 Change Change % Previous Week
Open 73.91 74.92 1.01 1.4% 75.50
High 75.39 75.96 0.57 0.8% 75.58
Low 73.37 73.88 0.51 0.7% 71.53
Close 74.67 74.15 -0.52 -0.7% 74.60
Range 2.02 2.08 0.06 3.0% 4.05
ATR 2.13 2.12 0.00 -0.2% 0.00
Volume 326,803 334,015 7,212 2.2% 1,740,142
Daily Pivots for day following 09-Sep-2010
Classic Woodie Camarilla DeMark
R4 80.90 79.61 75.29
R3 78.82 77.53 74.72
R2 76.74 76.74 74.53
R1 75.45 75.45 74.34 75.06
PP 74.66 74.66 74.66 74.47
S1 73.37 73.37 73.96 72.98
S2 72.58 72.58 73.77
S3 70.50 71.29 73.58
S4 68.42 69.21 73.01
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 75.96 72.63 3.33 4.5% 2.07 2.8% 46% True False 344,129
10 75.96 71.53 4.43 6.0% 2.29 3.1% 59% True False 358,469
20 78.43 70.76 7.67 10.3% 2.06 2.8% 44% False False 292,141
40 83.40 70.76 12.64 17.0% 2.06 2.8% 27% False False 183,198
60 83.40 70.76 12.64 17.0% 2.08 2.8% 27% False False 131,553
80 83.40 70.35 13.05 17.6% 2.18 2.9% 29% False False 103,733
100 92.75 70.35 22.40 30.2% 2.19 3.0% 17% False False 86,376
120 92.75 70.35 22.40 30.2% 2.04 2.8% 17% False False 73,809
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 0.54
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 84.80
2.618 81.41
1.618 79.33
1.000 78.04
0.618 77.25
HIGH 75.96
0.618 75.17
0.500 74.92
0.382 74.67
LOW 73.88
0.618 72.59
1.000 71.80
1.618 70.51
2.618 68.43
4.250 65.04
Fisher Pivots for day following 09-Sep-2010
Pivot 1 day 3 day
R1 74.92 74.30
PP 74.66 74.25
S1 74.41 74.20

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

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