NYMEX Light Sweet Crude Oil Future October 2010


Trading Metrics calculated at close of trading on 14-Sep-2010
Day Change Summary
Previous Current
13-Sep-2010 14-Sep-2010 Change Change % Previous Week
Open 76.36 77.17 0.81 1.1% 74.30
High 78.04 77.99 -0.05 -0.1% 76.73
Low 76.36 76.21 -0.15 -0.2% 72.63
Close 77.19 76.80 -0.39 -0.5% 76.45
Range 1.68 1.78 0.10 6.0% 4.10
ATR 2.12 2.10 -0.02 -1.2% 0.00
Volume 314,338 376,905 62,567 19.9% 1,434,780
Daily Pivots for day following 14-Sep-2010
Classic Woodie Camarilla DeMark
R4 82.34 81.35 77.78
R3 80.56 79.57 77.29
R2 78.78 78.78 77.13
R1 77.79 77.79 76.96 77.40
PP 77.00 77.00 77.00 76.80
S1 76.01 76.01 76.64 75.62
S2 75.22 75.22 76.47
S3 73.44 74.23 76.31
S4 71.66 72.45 75.82
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 73.37 4.67 6.1% 1.98 2.6% 73% False False 349,344
10 78.04 71.53 6.51 8.5% 2.22 2.9% 81% False False 362,530
20 78.04 70.76 7.28 9.5% 2.08 2.7% 83% False False 321,797
40 83.40 70.76 12.64 16.5% 2.05 2.7% 48% False False 207,575
60 83.40 70.76 12.64 16.5% 2.10 2.7% 48% False False 148,460
80 83.40 70.35 13.05 17.0% 2.15 2.8% 49% False False 116,630
100 92.75 70.35 22.40 29.2% 2.21 2.9% 29% False False 96,868
120 92.75 70.35 22.40 29.2% 2.06 2.7% 29% False False 82,758
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 0.48
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 85.56
2.618 82.65
1.618 80.87
1.000 79.77
0.618 79.09
HIGH 77.99
0.618 77.31
0.500 77.10
0.382 76.89
LOW 76.21
0.618 75.11
1.000 74.43
1.618 73.33
2.618 71.55
4.250 68.65
Fisher Pivots for day following 14-Sep-2010
Pivot 1 day 3 day
R1 77.10 76.60
PP 77.00 76.40
S1 76.90 76.21

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

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