NYMEX Light Sweet Crude Oil Future November 2010


Trading Metrics calculated at close of trading on 20-Sep-2010
Day Change Summary
Previous Current
17-Sep-2010 20-Sep-2010 Change Change % Previous Week
Open 75.63 74.82 -0.81 -1.1% 77.40
High 76.70 76.77 0.07 0.1% 78.86
Low 74.10 74.58 0.48 0.6% 74.10
Close 74.92 76.19 1.27 1.7% 74.92
Range 2.60 2.19 -0.41 -15.8% 4.76
ATR 1.98 2.00 0.01 0.8% 0.00
Volume 211,074 276,903 65,829 31.2% 1,184,120
Daily Pivots for day following 20-Sep-2010
Classic Woodie Camarilla DeMark
R4 82.42 81.49 77.39
R3 80.23 79.30 76.79
R2 78.04 78.04 76.59
R1 77.11 77.11 76.39 77.58
PP 75.85 75.85 75.85 76.08
S1 74.92 74.92 75.99 75.39
S2 73.66 73.66 75.79
S3 71.47 72.73 75.59
S4 69.28 70.54 74.99
Weekly Pivots for week ending 17-Sep-2010
Classic Woodie Camarilla DeMark
R4 90.24 87.34 77.54
R3 85.48 82.58 76.23
R2 80.72 80.72 75.79
R1 77.82 77.82 75.36 76.89
PP 75.96 75.96 75.96 75.50
S1 73.06 73.06 74.48 72.13
S2 71.20 71.20 74.05
S3 66.44 68.30 73.61
S4 61.68 63.54 72.30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.86 74.10 4.76 6.2% 1.95 2.6% 44% False False 233,098
10 78.86 74.10 4.76 6.2% 1.91 2.5% 44% False False 215,037
20 78.86 71.49 7.37 9.7% 2.01 2.6% 64% False False 172,678
40 83.91 71.49 12.42 16.3% 1.96 2.6% 38% False False 110,971
60 83.91 71.49 12.42 16.3% 2.03 2.7% 38% False False 79,257
80 83.91 71.49 12.42 16.3% 2.04 2.7% 38% False False 62,585
100 93.14 70.96 22.18 29.1% 2.10 2.8% 24% False False 52,816
120 93.14 70.96 22.18 29.1% 1.94 2.6% 24% False False 45,640
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 0.45
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 86.08
2.618 82.50
1.618 80.31
1.000 78.96
0.618 78.12
HIGH 76.77
0.618 75.93
0.500 75.68
0.382 75.42
LOW 74.58
0.618 73.23
1.000 72.39
1.618 71.04
2.618 68.85
4.250 65.27
Fisher Pivots for day following 20-Sep-2010
Pivot 1 day 3 day
R1 76.02 75.99
PP 75.85 75.80
S1 75.68 75.60

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

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