NYMEX Light Sweet Crude Oil Future December 2010


Trading Metrics calculated at close of trading on 08-Oct-2010
Day Change Summary
Previous Current
07-Oct-2010 08-Oct-2010 Change Change % Previous Week
Open 84.02 82.24 -1.78 -2.1% 82.60
High 85.08 83.76 -1.32 -1.6% 85.08
Low 81.77 80.98 -0.79 -1.0% 80.98
Close 82.38 83.35 0.97 1.2% 83.35
Range 3.31 2.78 -0.53 -16.0% 4.10
ATR 1.99 2.05 0.06 2.8% 0.00
Volume 191,760 256,527 64,767 33.8% 1,063,404
Daily Pivots for day following 08-Oct-2010
Classic Woodie Camarilla DeMark
R4 91.04 89.97 84.88
R3 88.26 87.19 84.11
R2 85.48 85.48 83.86
R1 84.41 84.41 83.60 84.95
PP 82.70 82.70 82.70 82.96
S1 81.63 81.63 83.10 82.17
S2 79.92 79.92 82.84
S3 77.14 78.85 82.59
S4 74.36 76.07 81.82
Weekly Pivots for week ending 08-Oct-2010
Classic Woodie Camarilla DeMark
R4 95.44 93.49 85.61
R3 91.34 89.39 84.48
R2 87.24 87.24 84.10
R1 85.29 85.29 83.73 86.27
PP 83.14 83.14 83.14 83.62
S1 81.19 81.19 82.97 82.17
S2 79.04 79.04 82.60
S3 74.94 77.09 82.22
S4 70.84 72.99 81.10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 85.08 80.98 4.10 4.9% 2.23 2.7% 58% False True 212,680
10 85.08 76.51 8.57 10.3% 2.11 2.5% 80% False False 189,624
20 85.08 75.10 9.98 12.0% 1.95 2.3% 83% False False 167,851
40 85.08 72.35 12.73 15.3% 1.93 2.3% 86% False False 131,704
60 85.08 72.35 12.73 15.3% 1.96 2.3% 86% False False 104,665
80 85.08 72.35 12.73 15.3% 2.00 2.4% 86% False False 88,445
100 85.08 71.50 13.58 16.3% 2.11 2.5% 87% False False 81,315
120 93.55 71.50 22.05 26.5% 2.17 2.6% 54% False False 77,125
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 0.54
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 95.58
2.618 91.04
1.618 88.26
1.000 86.54
0.618 85.48
HIGH 83.76
0.618 82.70
0.500 82.37
0.382 82.04
LOW 80.98
0.618 79.26
1.000 78.20
1.618 76.48
2.618 73.70
4.250 69.17
Fisher Pivots for day following 08-Oct-2010
Pivot 1 day 3 day
R1 83.02 83.24
PP 82.70 83.14
S1 82.37 83.03

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

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