NYMEX Light Sweet Crude Oil Future December 2010


Trading Metrics calculated at close of trading on 16-Sep-2010
Day Change Summary
Previous Current
15-Sep-2010 16-Sep-2010 Change Change % Previous Week
Open 78.66 78.21 -0.45 -0.6% 76.91
High 78.83 78.50 -0.33 -0.4% 78.80
Low 77.49 76.80 -0.69 -0.9% 75.69
Close 78.40 77.19 -1.21 -1.5% 78.26
Range 1.34 1.70 0.36 26.9% 3.11
ATR 1.88 1.87 -0.01 -0.7% 0.00
Volume 139,618 153,994 14,376 10.3% 435,702
Daily Pivots for day following 16-Sep-2010
Classic Woodie Camarilla DeMark
R4 82.60 81.59 78.13
R3 80.90 79.89 77.66
R2 79.20 79.20 77.50
R1 78.19 78.19 77.35 77.85
PP 77.50 77.50 77.50 77.32
S1 76.49 76.49 77.03 76.15
S2 75.80 75.80 76.88
S3 74.10 74.79 76.72
S4 72.40 73.09 76.26
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 4.0% 1.52 2.0% 16% False False 146,418
10 79.75 75.69 4.06 5.3% 1.77 2.3% 37% False False 131,096
20 79.75 72.35 7.40 9.6% 1.89 2.4% 65% False False 110,107
40 84.45 72.35 12.10 15.7% 1.91 2.5% 40% False False 85,448
60 84.45 72.35 12.10 15.7% 2.01 2.6% 40% False False 69,650
80 84.45 71.50 12.95 16.8% 2.10 2.7% 44% False False 63,897
100 93.55 71.50 22.05 28.6% 2.20 2.9% 26% False False 63,123
120 93.55 71.50 22.05 28.6% 2.09 2.7% 26% False False 61,087
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.51
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 85.73
2.618 82.95
1.618 81.25
1.000 80.20
0.618 79.55
HIGH 78.50
0.618 77.85
0.500 77.65
0.382 77.45
LOW 76.80
0.618 75.75
1.000 75.10
1.618 74.05
2.618 72.35
4.250 69.58
Fisher Pivots for day following 16-Sep-2010
Pivot 1 day 3 day
R1 77.65 78.28
PP 77.50 77.91
S1 77.34 77.55

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

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