NYMEX Light Sweet Crude Oil Future October 2010


Trading Metrics calculated at close of trading on 15-Sep-2010
Day Change Summary
Previous Current
14-Sep-2010 15-Sep-2010 Change Change % Previous Week
Open 77.17 76.64 -0.53 -0.7% 74.30
High 77.99 76.65 -1.34 -1.7% 76.73
Low 76.21 74.66 -1.55 -2.0% 72.63
Close 76.80 76.02 -0.78 -1.0% 76.45
Range 1.78 1.99 0.21 11.8% 4.10
ATR 2.10 2.10 0.00 0.1% 0.00
Volume 376,905 327,240 -49,665 -13.2% 1,434,780
Daily Pivots for day following 15-Sep-2010
Classic Woodie Camarilla DeMark
R4 81.75 80.87 77.11
R3 79.76 78.88 76.57
R2 77.77 77.77 76.38
R1 76.89 76.89 76.20 76.34
PP 75.78 75.78 75.78 75.50
S1 74.90 74.90 75.84 74.35
S2 73.79 73.79 75.66
S3 71.80 72.91 75.47
S4 69.81 70.92 74.93
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 73.88 4.16 5.5% 1.98 2.6% 51% False False 349,432
10 78.04 71.67 6.37 8.4% 2.10 2.8% 68% False False 350,609
20 78.04 70.76 7.28 9.6% 2.10 2.8% 72% False False 332,709
40 83.40 70.76 12.64 16.6% 2.05 2.7% 42% False False 214,618
60 83.40 70.76 12.64 16.6% 2.10 2.8% 42% False False 153,655
80 83.40 70.35 13.05 17.2% 2.14 2.8% 43% False False 120,424
100 92.75 70.35 22.40 29.5% 2.21 2.9% 25% False False 99,982
120 92.75 70.35 22.40 29.5% 2.06 2.7% 25% False False 85,455
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 0.41
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 85.11
2.618 81.86
1.618 79.87
1.000 78.64
0.618 77.88
HIGH 76.65
0.618 75.89
0.500 75.66
0.382 75.42
LOW 74.66
0.618 73.43
1.000 72.67
1.618 71.44
2.618 69.45
4.250 66.20
Fisher Pivots for day following 15-Sep-2010
Pivot 1 day 3 day
R1 75.90 76.35
PP 75.78 76.24
S1 75.66 76.13

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

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