NYMEX Light Sweet Crude Oil Future December 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 76.92 78.14 1.22 1.6% 76.91
High 78.42 79.56 1.14 1.5% 78.80
Low 76.70 78.14 1.44 1.9% 75.69
Close 78.26 78.87 0.61 0.8% 78.26
Range 1.72 1.42 -0.30 -17.4% 3.11
ATR 2.00 1.96 -0.04 -2.1% 0.00
Volume 107,820 185,769 77,949 72.3% 435,702
Daily Pivots for day following 13-Sep-2010
Classic Woodie Camarilla DeMark
R4 83.12 82.41 79.65
R3 81.70 80.99 79.26
R2 80.28 80.28 79.13
R1 79.57 79.57 79.00 79.93
PP 78.86 78.86 78.86 79.03
S1 78.15 78.15 78.74 78.51
S2 77.44 77.44 78.61
S3 76.02 76.73 78.48
S4 74.60 75.31 78.09
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 79.56 75.69 3.87 4.9% 1.86 2.4% 82% True False 124,294
10 79.56 74.64 4.92 6.2% 1.96 2.5% 86% True False 124,686
20 79.56 72.35 7.21 9.1% 1.89 2.4% 90% True False 99,489
40 84.45 72.35 12.10 15.3% 1.95 2.5% 54% False False 76,927
60 84.45 72.35 12.10 15.3% 2.02 2.6% 54% False False 64,252
80 84.45 71.50 12.95 16.4% 2.14 2.7% 57% False False 61,278
100 93.55 71.50 22.05 28.0% 2.21 2.8% 33% False False 60,349
120 93.55 71.50 22.05 28.0% 2.08 2.6% 33% False False 58,225
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 0.54
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 85.60
2.618 83.28
1.618 81.86
1.000 80.98
0.618 80.44
HIGH 79.56
0.618 79.02
0.500 78.85
0.382 78.68
LOW 78.14
0.618 77.26
1.000 76.72
1.618 75.84
2.618 74.42
4.250 72.11
Fisher Pivots for day following 13-Sep-2010
Pivot 1 day 3 day
R1 78.86 78.62
PP 78.86 78.38
S1 78.85 78.13

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

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