NYMEX Light Sweet Crude Oil Future November 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 76.86 75.63 -1.23 -1.6% 77.40
High 77.10 76.70 -0.40 -0.5% 78.86
Low 75.33 74.10 -1.23 -1.6% 74.10
Close 75.74 74.92 -0.82 -1.1% 74.92
Range 1.77 2.60 0.83 46.9% 4.76
ATR 1.93 1.98 0.05 2.5% 0.00
Volume 231,268 211,074 -20,194 -8.7% 1,184,120
Daily Pivots for day following 17-Sep-2010
Classic Woodie Camarilla DeMark
R4 83.04 81.58 76.35
R3 80.44 78.98 75.64
R2 77.84 77.84 75.40
R1 76.38 76.38 75.16 75.81
PP 75.24 75.24 75.24 74.96
S1 73.78 73.78 74.68 73.21
S2 72.64 72.64 74.44
S3 70.04 71.18 74.21
S4 67.44 68.58 73.49
Weekly Pivots for week ending 17-Sep-2010
Classic Woodie Camarilla DeMark
R4 90.24 87.34 77.54
R3 85.48 82.58 76.23
R2 80.72 80.72 75.79
R1 77.82 77.82 75.36 76.89
PP 75.96 75.96 75.96 75.50
S1 73.06 73.06 74.48 72.13
S2 71.20 71.20 74.05
S3 66.44 68.30 73.61
S4 61.68 63.54 72.30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.86 74.10 4.76 6.4% 1.79 2.4% 17% False True 236,824
10 78.86 74.10 4.76 6.4% 1.91 2.5% 17% False True 204,426
20 78.86 71.49 7.37 9.8% 1.97 2.6% 47% False False 162,187
40 83.91 71.49 12.42 16.6% 1.93 2.6% 28% False False 104,716
60 83.91 71.49 12.42 16.6% 2.01 2.7% 28% False False 74,937
80 83.91 71.49 12.42 16.6% 2.04 2.7% 28% False False 59,302
100 93.14 70.96 22.18 29.6% 2.09 2.8% 18% False False 50,162
120 93.14 70.96 22.18 29.6% 1.93 2.6% 18% False False 43,394
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 0.49
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 87.75
2.618 83.51
1.618 80.91
1.000 79.30
0.618 78.31
HIGH 76.70
0.618 75.71
0.500 75.40
0.382 75.09
LOW 74.10
0.618 72.49
1.000 71.50
1.618 69.89
2.618 67.29
4.250 63.05
Fisher Pivots for day following 17-Sep-2010
Pivot 1 day 3 day
R1 75.40 75.88
PP 75.24 75.56
S1 75.08 75.24

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

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