NYMEX Light Sweet Crude Oil Future October 2010


Trading Metrics calculated at close of trading on 10-Sep-2010
Day Change Summary
Previous Current
09-Sep-2010 10-Sep-2010 Change Change % Previous Week
Open 74.92 74.40 -0.52 -0.7% 74.30
High 75.96 76.73 0.77 1.0% 76.73
Low 73.88 74.37 0.49 0.7% 72.63
Close 74.15 76.45 2.30 3.1% 76.45
Range 2.08 2.36 0.28 13.5% 4.10
ATR 2.12 2.16 0.03 1.5% 0.00
Volume 334,015 394,662 60,647 18.2% 1,434,780
Daily Pivots for day following 10-Sep-2010
Classic Woodie Camarilla DeMark
R4 82.93 82.05 77.75
R3 80.57 79.69 77.10
R2 78.21 78.21 76.88
R1 77.33 77.33 76.67 77.77
PP 75.85 75.85 75.85 76.07
S1 74.97 74.97 76.23 75.41
S2 73.49 73.49 76.02
S3 71.13 72.61 75.80
S4 68.77 70.25 75.15
Weekly Pivots for week ending 10-Sep-2010
Classic Woodie Camarilla DeMark
R4 87.57 86.11 78.71
R3 83.47 82.01 77.58
R2 79.37 79.37 77.20
R1 77.91 77.91 76.83 78.64
PP 75.27 75.27 75.27 75.64
S1 73.81 73.81 76.07 74.54
S2 71.17 71.17 75.70
S3 67.07 69.71 75.32
S4 62.97 65.61 74.20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.73 72.63 4.10 5.4% 2.14 2.8% 93% True False 359,205
10 76.73 71.53 5.20 6.8% 2.39 3.1% 95% True False 363,080
20 77.12 70.76 6.36 8.3% 2.05 2.7% 89% False False 303,132
40 83.40 70.76 12.64 16.5% 2.06 2.7% 45% False False 191,950
60 83.40 70.76 12.64 16.5% 2.09 2.7% 45% False False 137,855
80 83.40 70.35 13.05 17.1% 2.17 2.8% 47% False False 108,408
100 92.75 70.35 22.40 29.3% 2.20 2.9% 27% False False 90,220
120 92.75 70.35 22.40 29.3% 2.04 2.7% 27% False False 77,040
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.52
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 86.76
2.618 82.91
1.618 80.55
1.000 79.09
0.618 78.19
HIGH 76.73
0.618 75.83
0.500 75.55
0.382 75.27
LOW 74.37
0.618 72.91
1.000 72.01
1.618 70.55
2.618 68.19
4.250 64.34
Fisher Pivots for day following 10-Sep-2010
Pivot 1 day 3 day
R1 76.15 75.98
PP 75.85 75.52
S1 75.55 75.05

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

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