NYMEX Light Sweet Crude Oil Future November 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 75.74 77.40 1.66 2.2% 75.60
High 77.57 78.78 1.21 1.6% 77.57
Low 75.69 77.40 1.71 2.3% 74.24
Close 77.37 78.03 0.66 0.9% 77.37
Range 1.88 1.38 -0.50 -26.6% 3.33
ATR 2.03 1.99 -0.04 -2.2% 0.00
Volume 195,462 295,531 100,069 51.2% 689,353
Daily Pivots for day following 13-Sep-2010
Classic Woodie Camarilla DeMark
R4 82.21 81.50 78.79
R3 80.83 80.12 78.41
R2 79.45 79.45 78.28
R1 78.74 78.74 78.16 79.10
PP 78.07 78.07 78.07 78.25
S1 77.36 77.36 77.90 77.72
S2 76.69 76.69 77.78
S3 75.31 75.98 77.65
S4 73.93 74.60 77.27
Weekly Pivots for week ending 10-Sep-2010
Classic Woodie Camarilla DeMark
R4 86.38 85.21 79.20
R3 83.05 81.88 78.29
R2 79.72 79.72 77.98
R1 78.55 78.55 77.68 79.14
PP 76.39 76.39 76.39 76.69
S1 75.22 75.22 77.06 75.81
S2 73.06 73.06 76.76
S3 69.73 71.89 76.45
S4 66.40 68.56 75.54
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.78 74.24 4.54 5.8% 1.87 2.4% 83% True False 196,976
10 78.78 73.08 5.70 7.3% 2.02 2.6% 87% True False 184,355
20 78.78 71.49 7.29 9.3% 1.93 2.5% 90% True False 132,109
40 83.91 71.49 12.42 15.9% 1.97 2.5% 53% False False 84,563
60 83.91 71.49 12.42 15.9% 2.00 2.6% 53% False False 60,868
80 83.91 70.96 12.95 16.6% 2.07 2.7% 55% False False 48,854
100 93.14 70.96 22.18 28.4% 2.08 2.7% 32% False False 41,679
120 93.14 70.96 22.18 28.4% 1.91 2.4% 32% False False 36,115
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 0.44
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 84.65
2.618 82.39
1.618 81.01
1.000 80.16
0.618 79.63
HIGH 78.78
0.618 78.25
0.500 78.09
0.382 77.93
LOW 77.40
0.618 76.55
1.000 76.02
1.618 75.17
2.618 73.79
4.250 71.54
Fisher Pivots for day following 13-Sep-2010
Pivot 1 day 3 day
R1 78.09 77.73
PP 78.07 77.42
S1 78.05 77.12

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

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