NYMEX Light Sweet Crude Oil Future December 2010


Trading Metrics calculated at close of trading on 05-Oct-2010
Day Change Summary
Previous Current
04-Oct-2010 05-Oct-2010 Change Change % Previous Week
Open 82.60 82.02 -0.58 -0.7% 77.57
High 83.15 83.70 0.55 0.7% 82.59
Low 81.70 81.84 0.14 0.2% 76.51
Close 82.20 83.64 1.44 1.8% 82.50
Range 1.45 1.86 0.41 28.3% 6.08
ATR 1.91 1.90 0.00 -0.2% 0.00
Volume 217,390 173,782 -43,608 -20.1% 832,839
Daily Pivots for day following 05-Oct-2010
Classic Woodie Camarilla DeMark
R4 88.64 88.00 84.66
R3 86.78 86.14 84.15
R2 84.92 84.92 83.98
R1 84.28 84.28 83.81 84.60
PP 83.06 83.06 83.06 83.22
S1 82.42 82.42 83.47 82.74
S2 81.20 81.20 83.30
S3 79.34 80.56 83.13
S4 77.48 78.70 82.62
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 83.70 76.90 6.80 8.1% 2.00 2.4% 99% True False 182,941
10 83.70 75.10 8.60 10.3% 1.90 2.3% 99% True False 172,020
20 83.70 75.10 8.60 10.3% 1.84 2.2% 99% True False 151,488
40 83.70 72.35 11.35 13.6% 1.93 2.3% 99% True False 119,701
60 84.45 72.35 12.10 14.5% 1.94 2.3% 93% False False 95,338
80 84.45 72.35 12.10 14.5% 1.98 2.4% 93% False False 81,362
100 84.59 71.50 13.09 15.7% 2.13 2.5% 93% False False 76,334
120 93.55 71.50 22.05 26.4% 2.15 2.6% 55% False False 72,782
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.44
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 91.61
2.618 88.57
1.618 86.71
1.000 85.56
0.618 84.85
HIGH 83.70
0.618 82.99
0.500 82.77
0.382 82.55
LOW 81.84
0.618 80.69
1.000 79.98
1.618 78.83
2.618 76.97
4.250 73.94
Fisher Pivots for day following 05-Oct-2010
Pivot 1 day 3 day
R1 83.35 83.15
PP 83.06 82.66
S1 82.77 82.17

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

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