NYMEX Light Sweet Crude Oil Future December 2010


Trading Metrics calculated at close of trading on 15-Sep-2010
Day Change Summary
Previous Current
14-Sep-2010 15-Sep-2010 Change Change % Previous Week
Open 78.87 78.66 -0.21 -0.3% 76.91
High 79.75 78.83 -0.92 -1.2% 78.80
Low 78.31 77.49 -0.82 -1.0% 75.69
Close 78.83 78.40 -0.43 -0.5% 78.26
Range 1.44 1.34 -0.10 -6.9% 3.11
ATR 1.92 1.88 -0.04 -2.2% 0.00
Volume 144,890 139,618 -5,272 -3.6% 435,702
Daily Pivots for day following 15-Sep-2010
Classic Woodie Camarilla DeMark
R4 82.26 81.67 79.14
R3 80.92 80.33 78.77
R2 79.58 79.58 78.65
R1 78.99 78.99 78.52 78.62
PP 78.24 78.24 78.24 78.05
S1 77.65 77.65 78.28 77.28
S2 76.90 76.90 78.15
S3 75.56 76.31 78.03
S4 74.22 74.97 77.66
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 76.70 3.05 3.9% 1.56 2.0% 56% False False 136,322
10 79.75 74.82 4.93 6.3% 1.84 2.3% 73% False False 128,876
20 79.75 72.35 7.40 9.4% 1.88 2.4% 82% False False 108,452
40 84.45 72.35 12.10 15.4% 1.92 2.4% 50% False False 82,441
60 84.45 72.35 12.10 15.4% 2.01 2.6% 50% False False 67,586
80 84.45 71.50 12.95 16.5% 2.10 2.7% 53% False False 62,807
100 93.55 71.50 22.05 28.1% 2.20 2.8% 31% False False 62,040
120 93.55 71.50 22.05 28.1% 2.09 2.7% 31% False False 60,157
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 0.52
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 84.53
2.618 82.34
1.618 81.00
1.000 80.17
0.618 79.66
HIGH 78.83
0.618 78.32
0.500 78.16
0.382 78.00
LOW 77.49
0.618 76.66
1.000 76.15
1.618 75.32
2.618 73.98
4.250 71.80
Fisher Pivots for day following 15-Sep-2010
Pivot 1 day 3 day
R1 78.32 78.62
PP 78.24 78.55
S1 78.16 78.47

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

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