NYMEX Light Sweet Crude Oil Future December 2010


Trading Metrics calculated at close of trading on 01-Oct-2010
Day Change Summary
Previous Current
30-Sep-2010 01-Oct-2010 Change Change % Previous Week
Open 79.19 80.67 1.48 1.9% 77.57
High 81.12 82.59 1.47 1.8% 82.59
Low 78.84 80.64 1.80 2.3% 76.51
Close 80.95 82.50 1.55 1.9% 82.50
Range 2.28 1.95 -0.33 -14.5% 6.08
ATR 1.94 1.94 0.00 0.0% 0.00
Volume 179,476 195,218 15,742 8.8% 832,839
Daily Pivots for day following 01-Oct-2010
Classic Woodie Camarilla DeMark
R4 87.76 87.08 83.57
R3 85.81 85.13 83.04
R2 83.86 83.86 82.86
R1 83.18 83.18 82.68 83.52
PP 81.91 81.91 81.91 82.08
S1 81.23 81.23 82.32 81.57
S2 79.96 79.96 82.14
S3 78.01 79.28 81.96
S4 76.06 77.33 81.43
Weekly Pivots for week ending 01-Oct-2010
Classic Woodie Camarilla DeMark
R4 98.77 96.72 85.84
R3 92.69 90.64 84.17
R2 86.61 86.61 83.61
R1 84.56 84.56 83.06 85.59
PP 80.53 80.53 80.53 81.05
S1 78.48 78.48 81.94 79.51
S2 74.45 74.45 81.39
S3 68.37 72.40 80.83
S4 62.29 66.32 79.16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.59 76.51 6.08 7.4% 1.98 2.4% 99% True False 166,567
10 82.59 75.10 7.49 9.1% 1.97 2.4% 99% True False 155,667
20 82.59 75.10 7.49 9.1% 1.90 2.3% 99% True False 142,577
40 84.28 72.35 11.93 14.5% 1.94 2.4% 85% False False 112,967
60 84.45 72.35 12.10 14.7% 1.94 2.4% 84% False False 89,850
80 84.45 72.35 12.10 14.7% 1.99 2.4% 84% False False 77,657
100 86.52 71.50 15.02 18.2% 2.13 2.6% 73% False False 73,391
120 93.55 71.50 22.05 26.7% 2.14 2.6% 50% False False 70,845
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 3 trading days
Fibonacci Retracements and Extensions
4.250 90.88
2.618 87.70
1.618 85.75
1.000 84.54
0.618 83.80
HIGH 82.59
0.618 81.85
0.500 81.62
0.382 81.38
LOW 80.64
0.618 79.43
1.000 78.69
1.618 77.48
2.618 75.53
4.250 72.35
Fisher Pivots for day following 01-Oct-2010
Pivot 1 day 3 day
R1 82.21 81.58
PP 81.91 80.66
S1 81.62 79.75

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

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