NYMEX Light Sweet Crude Oil Future October 2010


Trading Metrics calculated at close of trading on 17-Sep-2010
Day Change Summary
Previous Current
16-Sep-2010 17-Sep-2010 Change Change % Previous Week
Open 75.76 74.47 -1.29 -1.7% 76.36
High 75.99 75.25 -0.74 -1.0% 78.04
Low 74.11 72.75 -1.36 -1.8% 72.75
Close 74.57 73.66 -0.91 -1.2% 73.66
Range 1.88 2.50 0.62 33.0% 5.29
ATR 2.09 2.12 0.03 1.4% 0.00
Volume 258,378 178,596 -79,782 -30.9% 1,455,457
Daily Pivots for day following 17-Sep-2010
Classic Woodie Camarilla DeMark
R4 81.39 80.02 75.04
R3 78.89 77.52 74.35
R2 76.39 76.39 74.12
R1 75.02 75.02 73.89 74.46
PP 73.89 73.89 73.89 73.60
S1 72.52 72.52 73.43 71.96
S2 71.39 71.39 73.20
S3 68.89 70.02 72.97
S4 66.39 67.52 72.29
Weekly Pivots for week ending 17-Sep-2010
Classic Woodie Camarilla DeMark
R4 90.69 87.46 76.57
R3 85.40 82.17 75.11
R2 80.11 80.11 74.63
R1 76.88 76.88 74.14 75.85
PP 74.82 74.82 74.82 74.30
S1 71.59 71.59 73.18 70.56
S2 69.53 69.53 72.69
S3 64.24 66.30 72.21
S4 58.95 61.01 70.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.04 72.75 5.29 7.2% 1.97 2.7% 17% False True 291,091
10 78.04 72.63 5.41 7.3% 2.05 2.8% 19% False False 325,148
20 78.04 70.76 7.28 9.9% 2.12 2.9% 40% False False 327,981
40 83.40 70.76 12.64 17.2% 2.02 2.7% 23% False False 222,310
60 83.40 70.76 12.64 17.2% 2.10 2.9% 23% False False 160,279
80 83.40 70.76 12.64 17.2% 2.15 2.9% 23% False False 125,481
100 92.75 70.35 22.40 30.4% 2.23 3.0% 15% False False 104,095
120 92.75 70.35 22.40 30.4% 2.08 2.8% 15% False False 89,030
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.43
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 85.88
2.618 81.80
1.618 79.30
1.000 77.75
0.618 76.80
HIGH 75.25
0.618 74.30
0.500 74.00
0.382 73.71
LOW 72.75
0.618 71.21
1.000 70.25
1.618 68.71
2.618 66.21
4.250 62.13
Fisher Pivots for day following 17-Sep-2010
Pivot 1 day 3 day
R1 74.00 74.70
PP 73.89 74.35
S1 73.77 74.01

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

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