NYMEX Light Sweet Crude Oil Future October 2010


Trading Metrics calculated at close of trading on 13-Sep-2010
Day Change Summary
Previous Current
10-Sep-2010 13-Sep-2010 Change Change % Previous Week
Open 74.40 76.36 1.96 2.6% 74.30
High 76.73 78.04 1.31 1.7% 76.73
Low 74.37 76.36 1.99 2.7% 72.63
Close 76.45 77.19 0.74 1.0% 76.45
Range 2.36 1.68 -0.68 -28.8% 4.10
ATR 2.16 2.12 -0.03 -1.6% 0.00
Volume 394,662 314,338 -80,324 -20.4% 1,434,780
Daily Pivots for day following 13-Sep-2010
Classic Woodie Camarilla DeMark
R4 82.24 81.39 78.11
R3 80.56 79.71 77.65
R2 78.88 78.88 77.50
R1 78.03 78.03 77.34 78.46
PP 77.20 77.20 77.20 77.41
S1 76.35 76.35 77.04 76.78
S2 75.52 75.52 76.88
S3 73.84 74.67 76.73
S4 72.16 72.99 76.27
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 78.04 72.63 5.41 7.0% 2.03 2.6% 84% True False 349,823
10 78.04 71.53 6.51 8.4% 2.20 2.8% 87% True False 348,926
20 78.04 70.76 7.28 9.4% 2.05 2.7% 88% True False 308,478
40 83.40 70.76 12.64 16.4% 2.06 2.7% 51% False False 198,863
60 83.40 70.76 12.64 16.4% 2.09 2.7% 51% False False 142,669
80 83.40 70.35 13.05 16.9% 2.17 2.8% 52% False False 112,160
100 92.75 70.35 22.40 29.0% 2.21 2.9% 31% False False 93,254
120 92.75 70.35 22.40 29.0% 2.05 2.7% 31% False False 79,638
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.40
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 85.18
2.618 82.44
1.618 80.76
1.000 79.72
0.618 79.08
HIGH 78.04
0.618 77.40
0.500 77.20
0.382 77.00
LOW 76.36
0.618 75.32
1.000 74.68
1.618 73.64
2.618 71.96
4.250 69.22
Fisher Pivots for day following 13-Sep-2010
Pivot 1 day 3 day
R1 77.20 76.78
PP 77.20 76.37
S1 77.19 75.96

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

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