NYMEX Light Sweet Crude Oil Future December 2010


Trading Metrics calculated at close of trading on 04-Oct-2010
Day Change Summary
Previous Current
01-Oct-2010 04-Oct-2010 Change Change % Previous Week
Open 80.67 82.60 1.93 2.4% 77.57
High 82.59 83.15 0.56 0.7% 82.59
Low 80.64 81.70 1.06 1.3% 76.51
Close 82.50 82.20 -0.30 -0.4% 82.50
Range 1.95 1.45 -0.50 -25.6% 6.08
ATR 1.94 1.91 -0.04 -1.8% 0.00
Volume 195,218 217,390 22,172 11.4% 832,839
Daily Pivots for day following 04-Oct-2010
Classic Woodie Camarilla DeMark
R4 86.70 85.90 83.00
R3 85.25 84.45 82.60
R2 83.80 83.80 82.47
R1 83.00 83.00 82.33 82.68
PP 82.35 82.35 82.35 82.19
S1 81.55 81.55 82.07 81.23
S2 80.90 80.90 81.93
S3 79.45 80.10 81.80
S4 78.00 78.65 81.40
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 83.15 76.61 6.54 8.0% 1.95 2.4% 85% True False 176,810
10 83.15 75.10 8.05 9.8% 1.89 2.3% 88% True False 164,808
20 83.15 75.10 8.05 9.8% 1.86 2.3% 88% True False 147,335
40 83.37 72.35 11.02 13.4% 1.91 2.3% 89% False False 117,070
60 84.45 72.35 12.10 14.7% 1.94 2.4% 81% False False 92,950
80 84.45 72.35 12.10 14.7% 1.98 2.4% 81% False False 79,726
100 86.52 71.50 15.02 18.3% 2.13 2.6% 71% False False 75,049
120 93.55 71.50 22.05 26.8% 2.14 2.6% 49% False False 71,927
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 True
Stretch 0.47
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 89.31
2.618 86.95
1.618 85.50
1.000 84.60
0.618 84.05
HIGH 83.15
0.618 82.60
0.500 82.43
0.382 82.25
LOW 81.70
0.618 80.80
1.000 80.25
1.618 79.35
2.618 77.90
4.250 75.54
Fisher Pivots for day following 04-Oct-2010
Pivot 1 day 3 day
R1 82.43 81.80
PP 82.35 81.40
S1 82.28 81.00

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

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