NYMEX Light Sweet Crude Oil Future December 2010


Trading Metrics calculated at close of trading on 20-Sep-2010
Day Change Summary
Previous Current
17-Sep-2010 20-Sep-2010 Change Change % Previous Week
Open 77.24 76.67 -0.57 -0.7% 78.14
High 78.22 78.34 0.12 0.2% 79.75
Low 75.87 76.16 0.29 0.4% 75.87
Close 76.67 77.80 1.13 1.5% 76.67
Range 2.35 2.18 -0.17 -7.2% 3.88
ATR 1.90 1.92 0.02 1.1% 0.00
Volume 112,677 125,980 13,303 11.8% 736,948
Daily Pivots for day following 20-Sep-2010
Classic Woodie Camarilla DeMark
R4 83.97 83.07 79.00
R3 81.79 80.89 78.40
R2 79.61 79.61 78.20
R1 78.71 78.71 78.00 79.16
PP 77.43 77.43 77.43 77.66
S1 76.53 76.53 77.60 76.98
S2 75.25 75.25 77.40
S3 73.07 74.35 77.20
S4 70.89 72.17 76.60
Weekly Pivots for week ending 17-Sep-2010
Classic Woodie Camarilla DeMark
R4 89.07 86.75 78.80
R3 85.19 82.87 77.74
R2 81.31 81.31 77.38
R1 78.99 78.99 77.03 78.21
PP 77.43 77.43 77.43 77.04
S1 75.11 75.11 76.31 74.33
S2 73.55 73.55 75.96
S3 69.67 71.23 75.60
S4 65.79 67.35 74.54
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.75 75.87 3.88 5.0% 1.80 2.3% 50% False False 135,431
10 79.75 75.69 4.06 5.2% 1.83 2.4% 52% False False 129,863
20 79.75 72.35 7.40 9.5% 1.93 2.5% 74% False False 114,672
40 84.45 72.35 12.10 15.6% 1.92 2.5% 45% False False 88,440
60 84.45 72.35 12.10 15.6% 2.02 2.6% 45% False False 72,160
80 84.45 72.35 12.10 15.6% 2.09 2.7% 45% False False 65,647
100 93.55 71.50 22.05 28.3% 2.21 2.8% 29% False False 64,564
120 93.55 71.50 22.05 28.3% 2.10 2.7% 29% False False 62,517
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.51
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 87.61
2.618 84.05
1.618 81.87
1.000 80.52
0.618 79.69
HIGH 78.34
0.618 77.51
0.500 77.25
0.382 76.99
LOW 76.16
0.618 74.81
1.000 73.98
1.618 72.63
2.618 70.45
4.250 66.90
Fisher Pivots for day following 20-Sep-2010
Pivot 1 day 3 day
R1 77.62 77.60
PP 77.43 77.39
S1 77.25 77.19

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

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