NYMEX Light Sweet Crude Oil Future October 2010


Trading Metrics calculated at close of trading on 20-Sep-2010
Day Change Summary
Previous Current
17-Sep-2010 20-Sep-2010 Change Change % Previous Week
Open 74.47 73.59 -0.88 -1.2% 76.36
High 75.25 75.45 0.20 0.3% 78.04
Low 72.75 73.32 0.57 0.8% 72.75
Close 73.66 74.86 1.20 1.6% 73.66
Range 2.50 2.13 -0.37 -14.8% 5.29
ATR 2.12 2.12 0.00 0.0% 0.00
Volume 178,596 93,561 -85,035 -47.6% 1,455,457
Daily Pivots for day following 20-Sep-2010
Classic Woodie Camarilla DeMark
R4 80.93 80.03 76.03
R3 78.80 77.90 75.45
R2 76.67 76.67 75.25
R1 75.77 75.77 75.06 76.22
PP 74.54 74.54 74.54 74.77
S1 73.64 73.64 74.66 74.09
S2 72.41 72.41 74.47
S3 70.28 71.51 74.27
S4 68.15 69.38 73.69
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 77.99 72.75 5.24 7.0% 2.06 2.7% 40% False False 246,936
10 78.04 72.63 5.41 7.2% 2.04 2.7% 41% False False 298,379
20 78.04 70.76 7.28 9.7% 2.15 2.9% 56% False False 320,935
40 83.40 70.76 12.64 16.9% 2.05 2.7% 32% False False 222,567
60 83.40 70.76 12.64 16.9% 2.12 2.8% 32% False False 161,220
80 83.40 70.76 12.64 16.9% 2.15 2.9% 32% False False 126,423
100 92.75 70.35 22.40 29.9% 2.23 3.0% 20% False False 104,868
120 92.75 70.35 22.40 29.9% 2.09 2.8% 20% False False 89,734
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.41
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 84.50
2.618 81.03
1.618 78.90
1.000 77.58
0.618 76.77
HIGH 75.45
0.618 74.64
0.500 74.39
0.382 74.13
LOW 73.32
0.618 72.00
1.000 71.19
1.618 69.87
2.618 67.74
4.250 64.27
Fisher Pivots for day following 20-Sep-2010
Pivot 1 day 3 day
R1 74.70 74.70
PP 74.54 74.53
S1 74.39 74.37

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

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