NYMEX Light Sweet Crude Oil Future November 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 78.04 77.62 -0.42 -0.5% 75.60
High 78.86 77.66 -1.20 -1.5% 77.57
Low 77.28 76.04 -1.24 -1.6% 74.24
Close 77.83 77.12 -0.71 -0.9% 77.37
Range 1.58 1.62 0.04 2.5% 3.33
ATR 1.96 1.94 -0.01 -0.6% 0.00
Volume 207,335 238,912 31,577 15.2% 689,353
Daily Pivots for day following 15-Sep-2010
Classic Woodie Camarilla DeMark
R4 81.80 81.08 78.01
R3 80.18 79.46 77.57
R2 78.56 78.56 77.42
R1 77.84 77.84 77.27 77.39
PP 76.94 76.94 76.94 76.72
S1 76.22 76.22 76.97 75.77
S2 75.32 75.32 76.82
S3 73.70 74.60 76.67
S4 72.08 72.98 76.23
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 78.86 75.45 3.41 4.4% 1.69 2.2% 49% False False 222,333
10 78.86 73.31 5.55 7.2% 1.91 2.5% 69% False False 196,827
20 78.86 71.49 7.37 9.6% 1.95 2.5% 76% False False 149,801
40 83.91 71.49 12.42 16.1% 1.95 2.5% 45% False False 95,003
60 83.91 71.49 12.42 16.1% 2.00 2.6% 45% False False 67,897
80 83.91 70.96 12.95 16.8% 2.04 2.6% 48% False False 54,066
100 93.14 70.96 22.18 28.8% 2.07 2.7% 28% False False 45,926
120 93.14 70.96 22.18 28.8% 1.92 2.5% 28% False False 39,781
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 0.45
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 84.55
2.618 81.90
1.618 80.28
1.000 79.28
0.618 78.66
HIGH 77.66
0.618 77.04
0.500 76.85
0.382 76.66
LOW 76.04
0.618 75.04
1.000 74.42
1.618 73.42
2.618 71.80
4.250 69.16
Fisher Pivots for day following 15-Sep-2010
Pivot 1 day 3 day
R1 77.03 77.45
PP 76.94 77.34
S1 76.85 77.23

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

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