NYMEX Light Sweet Crude Oil Future November 2010


Trading Metrics calculated at close of trading on 28-Sep-2010
Day Change Summary
Previous Current
27-Sep-2010 28-Sep-2010 Change Change % Previous Week
Open 76.47 76.23 -0.24 -0.3% 74.82
High 77.17 77.12 -0.05 -0.1% 76.77
Low 75.52 75.53 0.01 0.0% 73.58
Close 76.52 76.18 -0.34 -0.4% 76.49
Range 1.65 1.59 -0.06 -3.6% 3.19
ATR 1.97 1.94 -0.03 -1.4% 0.00
Volume 270,713 313,842 43,129 15.9% 1,461,014
Daily Pivots for day following 28-Sep-2010
Classic Woodie Camarilla DeMark
R4 81.05 80.20 77.05
R3 79.46 78.61 76.62
R2 77.87 77.87 76.47
R1 77.02 77.02 76.33 76.65
PP 76.28 76.28 76.28 76.09
S1 75.43 75.43 76.03 75.06
S2 74.69 74.69 75.89
S3 73.10 73.84 75.74
S4 71.51 72.25 75.31
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% 1.89 2.5% 72% False False 293,590
10 77.66 73.58 4.08 5.4% 1.93 2.5% 64% False False 272,682
20 78.86 73.08 5.78 7.6% 1.99 2.6% 54% False False 228,623
40 83.91 71.49 12.42 16.3% 1.91 2.5% 38% False False 151,478
60 83.91 71.49 12.42 16.3% 1.97 2.6% 38% False False 107,362
80 83.91 71.49 12.42 16.3% 1.97 2.6% 38% False False 83,786
100 85.75 70.96 14.79 19.4% 2.07 2.7% 35% False False 69,714
120 93.14 70.96 22.18 29.1% 1.99 2.6% 24% False False 60,036
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.52
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 83.88
2.618 81.28
1.618 79.69
1.000 78.71
0.618 78.10
HIGH 77.12
0.618 76.51
0.500 76.33
0.382 76.14
LOW 75.53
0.618 74.55
1.000 73.94
1.618 72.96
2.618 71.37
4.250 68.77
Fisher Pivots for day following 28-Sep-2010
Pivot 1 day 3 day
R1 76.33 76.09
PP 76.28 76.00
S1 76.23 75.92

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

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