NYMEX Light Sweet Crude Oil Future November 2010


Trading Metrics calculated at close of trading on 27-Sep-2010
Day Change Summary
Previous Current
24-Sep-2010 27-Sep-2010 Change Change % Previous Week
Open 74.95 76.47 1.52 2.0% 74.82
High 76.68 77.17 0.49 0.6% 76.77
Low 74.66 75.52 0.86 1.2% 73.58
Close 76.49 76.52 0.03 0.0% 76.49
Range 2.02 1.65 -0.37 -18.3% 3.19
ATR 1.99 1.97 -0.02 -1.2% 0.00
Volume 272,649 270,713 -1,936 -0.7% 1,461,014
Daily Pivots for day following 27-Sep-2010
Classic Woodie Camarilla DeMark
R4 81.35 80.59 77.43
R3 79.70 78.94 76.97
R2 78.05 78.05 76.82
R1 77.29 77.29 76.67 77.67
PP 76.40 76.40 76.40 76.60
S1 75.64 75.64 76.37 76.02
S2 74.75 74.75 76.22
S3 73.10 73.99 76.07
S4 71.45 72.34 75.61
Weekly Pivots for week ending 24-Sep-2010
Classic Woodie Camarilla DeMark
R4 85.18 84.03 78.24
R3 81.99 80.84 77.37
R2 78.80 78.80 77.07
R1 77.65 77.65 76.78 78.23
PP 75.61 75.61 75.61 75.90
S1 74.46 74.46 76.20 75.04
S2 72.42 72.42 75.91
S3 69.23 71.27 75.61
S4 66.04 68.08 74.74
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.17 73.58 3.59 4.7% 1.91 2.5% 82% True False 290,964
10 78.86 73.58 5.28 6.9% 1.93 2.5% 56% False False 262,031
20 78.86 73.08 5.78 7.6% 1.98 2.6% 60% False False 223,193
40 83.91 71.49 12.42 16.2% 1.94 2.5% 40% False False 144,220
60 83.91 71.49 12.42 16.2% 1.98 2.6% 40% False False 102,478
80 83.91 71.49 12.42 16.2% 2.00 2.6% 40% False False 80,058
100 86.90 70.96 15.94 20.8% 2.10 2.7% 35% False False 66,764
120 93.14 70.96 22.18 29.0% 1.99 2.6% 25% False False 57,498
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 True
Bear Hook False
Bull Hook False
Stretch 0.52
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 84.18
2.618 81.49
1.618 79.84
1.000 78.82
0.618 78.19
HIGH 77.17
0.618 76.54
0.500 76.35
0.382 76.15
LOW 75.52
0.618 74.50
1.000 73.87
1.618 72.85
2.618 71.20
4.250 68.51
Fisher Pivots for day following 27-Sep-2010
Pivot 1 day 3 day
R1 76.46 76.14
PP 76.40 75.76
S1 76.35 75.38

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

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