NYMEX Light Sweet Crude Oil Future November 2010


Trading Metrics calculated at close of trading on 22-Sep-2010
Day Change Summary
Previous Current
21-Sep-2010 22-Sep-2010 Change Change % Previous Week
Open 76.20 74.79 -1.41 -1.9% 77.40
High 76.37 76.00 -0.37 -0.5% 78.86
Low 74.67 73.84 -0.83 -1.1% 74.10
Close 74.97 74.71 -0.26 -0.3% 74.92
Range 1.70 2.16 0.46 27.1% 4.76
ATR 1.98 1.99 0.01 0.7% 0.00
Volume 300,714 326,730 26,016 8.7% 1,184,120
Daily Pivots for day following 22-Sep-2010
Classic Woodie Camarilla DeMark
R4 81.33 80.18 75.90
R3 79.17 78.02 75.30
R2 77.01 77.01 75.11
R1 75.86 75.86 74.91 75.36
PP 74.85 74.85 74.85 74.60
S1 73.70 73.70 74.51 73.20
S2 72.69 72.69 74.31
S3 70.53 71.54 74.12
S4 68.37 69.38 73.52
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 77.10 73.84 3.26 4.4% 2.08 2.8% 27% False True 269,337
10 78.86 73.84 5.02 6.7% 1.89 2.5% 17% False True 245,835
20 78.86 71.49 7.37 9.9% 2.03 2.7% 44% False False 198,188
40 83.91 71.49 12.42 16.6% 1.96 2.6% 26% False False 126,010
60 83.91 71.49 12.42 16.6% 2.02 2.7% 26% False False 89,284
80 83.91 71.49 12.42 16.6% 2.02 2.7% 26% False False 70,131
100 93.14 70.96 22.18 29.7% 2.12 2.8% 17% False False 58,844
120 93.14 70.96 22.18 29.7% 1.96 2.6% 17% False False 50,792
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 2 trading days
Fibonacci Retracements and Extensions
4.250 85.18
2.618 81.65
1.618 79.49
1.000 78.16
0.618 77.33
HIGH 76.00
0.618 75.17
0.500 74.92
0.382 74.67
LOW 73.84
0.618 72.51
1.000 71.68
1.618 70.35
2.618 68.19
4.250 64.66
Fisher Pivots for day following 22-Sep-2010
Pivot 1 day 3 day
R1 74.92 75.31
PP 74.85 75.11
S1 74.78 74.91

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

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