NYMEX Light Sweet Crude Oil Future December 2010


Trading Metrics calculated at close of trading on 10-Sep-2010
Day Change Summary
Previous Current
09-Sep-2010 10-Sep-2010 Change Change % Previous Week
Open 78.09 76.92 -1.17 -1.5% 76.91
High 78.80 78.42 -0.38 -0.5% 78.80
Low 76.90 76.70 -0.20 -0.3% 75.69
Close 77.23 78.26 1.03 1.3% 78.26
Range 1.90 1.72 -0.18 -9.5% 3.11
ATR 2.02 2.00 -0.02 -1.1% 0.00
Volume 103,515 107,820 4,305 4.2% 435,702
Daily Pivots for day following 10-Sep-2010
Classic Woodie Camarilla DeMark
R4 82.95 82.33 79.21
R3 81.23 80.61 78.73
R2 79.51 79.51 78.58
R1 78.89 78.89 78.42 79.20
PP 77.79 77.79 77.79 77.95
S1 77.17 77.17 78.10 77.48
S2 76.07 76.07 77.94
S3 74.35 75.45 77.79
S4 72.63 73.73 77.31
Weekly Pivots for week ending 10-Sep-2010
Classic Woodie Camarilla DeMark
R4 86.91 85.70 79.97
R3 83.80 82.59 79.12
R2 80.69 80.69 78.83
R1 79.48 79.48 78.55 80.09
PP 77.58 77.58 77.58 77.89
S1 76.37 76.37 77.97 76.98
S2 74.47 74.47 77.69
S3 71.36 73.26 77.40
S4 68.25 70.15 76.55
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.80 75.69 3.11 4.0% 2.00 2.6% 83% False False 111,584
10 78.80 74.51 4.29 5.5% 2.12 2.7% 87% False False 119,018
20 78.80 72.35 6.45 8.2% 1.90 2.4% 92% False False 95,556
40 84.45 72.35 12.10 15.5% 1.96 2.5% 49% False False 73,072
60 84.45 72.35 12.10 15.5% 2.02 2.6% 49% False False 61,976
80 84.45 71.50 12.95 16.5% 2.14 2.7% 52% False False 59,681
100 93.55 71.50 22.05 28.2% 2.21 2.8% 31% False False 58,980
120 93.55 71.50 22.05 28.2% 2.08 2.7% 31% False False 56,917
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 0.62
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 85.73
2.618 82.92
1.618 81.20
1.000 80.14
0.618 79.48
HIGH 78.42
0.618 77.76
0.500 77.56
0.382 77.36
LOW 76.70
0.618 75.64
1.000 74.98
1.618 73.92
2.618 72.20
4.250 69.39
Fisher Pivots for day following 10-Sep-2010
Pivot 1 day 3 day
R1 78.03 78.08
PP 77.79 77.90
S1 77.56 77.73

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

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