NYMEX Light Sweet Crude Oil Future December 2010


Trading Metrics calculated at close of trading on 06-Oct-2010
Day Change Summary
Previous Current
05-Oct-2010 06-Oct-2010 Change Change % Previous Week
Open 82.02 83.43 1.41 1.7% 77.57
High 83.70 84.87 1.17 1.4% 82.59
Low 81.84 83.11 1.27 1.6% 76.51
Close 83.64 83.99 0.35 0.4% 82.50
Range 1.86 1.76 -0.10 -5.4% 6.08
ATR 1.90 1.89 -0.01 -0.5% 0.00
Volume 173,782 223,945 50,163 28.9% 832,839
Daily Pivots for day following 06-Oct-2010
Classic Woodie Camarilla DeMark
R4 89.27 88.39 84.96
R3 87.51 86.63 84.47
R2 85.75 85.75 84.31
R1 84.87 84.87 84.15 85.31
PP 83.99 83.99 83.99 84.21
S1 83.11 83.11 83.83 83.55
S2 82.23 82.23 83.67
S3 80.47 81.35 83.51
S4 78.71 79.59 83.02
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 84.87 78.84 6.03 7.2% 1.86 2.2% 85% True False 197,962
10 84.87 75.10 9.77 11.6% 1.88 2.2% 91% True False 179,040
20 84.87 75.10 9.77 11.6% 1.83 2.2% 91% True False 156,003
40 84.87 72.35 12.52 14.9% 1.91 2.3% 93% True False 123,738
60 84.87 72.35 12.52 14.9% 1.92 2.3% 93% True False 98,627
80 84.87 72.35 12.52 14.9% 1.98 2.4% 93% True False 83,677
100 84.87 71.50 13.37 15.9% 2.11 2.5% 93% True False 78,044
120 93.55 71.50 22.05 26.3% 2.14 2.6% 57% False False 74,244
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 0.39
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 92.35
2.618 89.48
1.618 87.72
1.000 86.63
0.618 85.96
HIGH 84.87
0.618 84.20
0.500 83.99
0.382 83.78
LOW 83.11
0.618 82.02
1.000 81.35
1.618 80.26
2.618 78.50
4.250 75.63
Fisher Pivots for day following 06-Oct-2010
Pivot 1 day 3 day
R1 83.99 83.76
PP 83.99 83.52
S1 83.99 83.29

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

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