NYMEX Light Sweet Crude Oil Future December 2010


Trading Metrics calculated at close of trading on 24-Sep-2010
Day Change Summary
Previous Current
23-Sep-2010 24-Sep-2010 Change Change % Previous Week
Open 76.44 76.29 -0.15 -0.2% 76.67
High 76.98 78.00 1.02 1.3% 78.34
Low 75.10 76.05 0.95 1.3% 75.10
Close 76.54 77.65 1.11 1.5% 77.65
Range 1.88 1.95 0.07 3.7% 3.24
ATR 1.91 1.91 0.00 0.1% 0.00
Volume 186,635 155,811 -30,824 -16.5% 723,840
Daily Pivots for day following 24-Sep-2010
Classic Woodie Camarilla DeMark
R4 83.08 82.32 78.72
R3 81.13 80.37 78.19
R2 79.18 79.18 78.01
R1 78.42 78.42 77.83 78.80
PP 77.23 77.23 77.23 77.43
S1 76.47 76.47 77.47 76.85
S2 75.28 75.28 77.29
S3 73.33 74.52 77.11
S4 71.38 72.57 76.58
Weekly Pivots for week ending 24-Sep-2010
Classic Woodie Camarilla DeMark
R4 86.75 85.44 79.43
R3 83.51 82.20 78.54
R2 80.27 80.27 78.24
R1 78.96 78.96 77.95 79.62
PP 77.03 77.03 77.03 77.36
S1 75.72 75.72 77.35 76.38
S2 73.79 73.79 77.06
S3 70.55 72.48 76.76
S4 67.31 69.24 75.87
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% 1.95 2.5% 79% False False 144,768
10 79.75 75.10 4.65 6.0% 1.80 2.3% 55% False False 146,078
20 79.75 74.51 5.24 6.7% 1.96 2.5% 60% False False 132,548
40 84.45 72.35 12.10 15.6% 1.91 2.5% 44% False False 99,019
60 84.45 72.35 12.10 15.6% 1.98 2.6% 44% False False 79,553
80 84.45 72.35 12.10 15.6% 2.03 2.6% 44% False False 70,775
100 89.83 71.50 18.33 23.6% 2.20 2.8% 34% False False 68,317
120 93.55 71.50 22.05 28.4% 2.11 2.7% 28% False False 66,337
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 0.46
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 86.29
2.618 83.11
1.618 81.16
1.000 79.95
0.618 79.21
HIGH 78.00
0.618 77.26
0.500 77.03
0.382 76.79
LOW 76.05
0.618 74.84
1.000 74.10
1.618 72.89
2.618 70.94
4.250 67.76
Fisher Pivots for day following 24-Sep-2010
Pivot 1 day 3 day
R1 77.44 77.28
PP 77.23 76.92
S1 77.03 76.55

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

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