NYMEX Light Sweet Crude Oil Future December 2010


Trading Metrics calculated at close of trading on 14-Sep-2010
Day Change Summary
Previous Current
13-Sep-2010 14-Sep-2010 Change Change % Previous Week
Open 78.14 78.87 0.73 0.9% 76.91
High 79.56 79.75 0.19 0.2% 78.80
Low 78.14 78.31 0.17 0.2% 75.69
Close 78.87 78.83 -0.04 -0.1% 78.26
Range 1.42 1.44 0.02 1.4% 3.11
ATR 1.96 1.92 -0.04 -1.9% 0.00
Volume 185,769 144,890 -40,879 -22.0% 435,702
Daily Pivots for day following 14-Sep-2010
Classic Woodie Camarilla DeMark
R4 83.28 82.50 79.62
R3 81.84 81.06 79.23
R2 80.40 80.40 79.09
R1 79.62 79.62 78.96 79.29
PP 78.96 78.96 78.96 78.80
S1 78.18 78.18 78.70 77.85
S2 77.52 77.52 78.57
S3 76.08 76.74 78.43
S4 74.64 75.30 78.04
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 79.75 76.65 3.10 3.9% 1.69 2.1% 70% True False 135,126
10 79.75 74.64 5.11 6.5% 1.98 2.5% 82% True False 123,906
20 79.75 72.35 7.40 9.4% 1.91 2.4% 88% True False 103,735
40 84.45 72.35 12.10 15.3% 1.93 2.4% 54% False False 79,851
60 84.45 72.35 12.10 15.3% 2.02 2.6% 54% False False 65,706
80 84.45 71.50 12.95 16.4% 2.11 2.7% 57% False False 62,095
100 93.55 71.50 22.05 28.0% 2.20 2.8% 33% False False 61,204
120 93.55 71.50 22.05 28.0% 2.08 2.6% 33% False False 59,223
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.57
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 85.87
2.618 83.52
1.618 82.08
1.000 81.19
0.618 80.64
HIGH 79.75
0.618 79.20
0.500 79.03
0.382 78.86
LOW 78.31
0.618 77.42
1.000 76.87
1.618 75.98
2.618 74.54
4.250 72.19
Fisher Pivots for day following 14-Sep-2010
Pivot 1 day 3 day
R1 79.03 78.63
PP 78.96 78.43
S1 78.90 78.23

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

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