NYMEX Light Sweet Crude Oil Future December 2010


Trading Metrics calculated at close of trading on 23-Sep-2010
Day Change Summary
Previous Current
22-Sep-2010 23-Sep-2010 Change Change % Previous Week
Open 76.40 76.44 0.04 0.1% 78.14
High 77.50 76.98 -0.52 -0.7% 79.75
Low 75.58 75.10 -0.48 -0.6% 75.87
Close 76.30 76.54 0.24 0.3% 76.67
Range 1.92 1.88 -0.04 -2.1% 3.88
ATR 1.91 1.91 0.00 -0.1% 0.00
Volume 153,746 186,635 32,889 21.4% 736,948
Daily Pivots for day following 23-Sep-2010
Classic Woodie Camarilla DeMark
R4 81.85 81.07 77.57
R3 79.97 79.19 77.06
R2 78.09 78.09 76.88
R1 77.31 77.31 76.71 77.70
PP 76.21 76.21 76.21 76.40
S1 75.43 75.43 76.37 75.82
S2 74.33 74.33 76.20
S3 72.45 73.55 76.02
S4 70.57 71.67 75.51
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 78.34 75.10 3.24 4.2% 2.03 2.7% 44% False True 136,141
10 79.75 75.10 4.65 6.1% 1.78 2.3% 31% False True 141,279
20 79.75 74.14 5.61 7.3% 1.94 2.5% 43% False False 128,425
40 84.45 72.35 12.10 15.8% 1.92 2.5% 35% False False 96,751
60 84.45 72.35 12.10 15.8% 1.99 2.6% 35% False False 77,703
80 84.45 72.35 12.10 15.8% 2.04 2.7% 35% False False 69,373
100 93.08 71.50 21.58 28.2% 2.22 2.9% 23% False False 67,205
120 93.55 71.50 22.05 28.8% 2.10 2.7% 23% False False 65,343
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 0.46
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 84.97
2.618 81.90
1.618 80.02
1.000 78.86
0.618 78.14
HIGH 76.98
0.618 76.26
0.500 76.04
0.382 75.82
LOW 75.10
0.618 73.94
1.000 73.22
1.618 72.06
2.618 70.18
4.250 67.11
Fisher Pivots for day following 23-Sep-2010
Pivot 1 day 3 day
R1 76.37 76.65
PP 76.21 76.61
S1 76.04 76.58

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

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