NYMEX Light Sweet Crude Oil Future November 2010


Trading Metrics calculated at close of trading on 29-Sep-2010
Day Change Summary
Previous Current
28-Sep-2010 29-Sep-2010 Change Change % Previous Week
Open 76.23 76.20 -0.03 0.0% 74.82
High 77.12 78.13 1.01 1.3% 76.77
Low 75.53 75.60 0.07 0.1% 73.58
Close 76.18 77.86 1.68 2.2% 76.49
Range 1.59 2.53 0.94 59.1% 3.19
ATR 1.94 1.98 0.04 2.2% 0.00
Volume 313,842 369,915 56,073 17.9% 1,461,014
Daily Pivots for day following 29-Sep-2010
Classic Woodie Camarilla DeMark
R4 84.79 83.85 79.25
R3 82.26 81.32 78.56
R2 79.73 79.73 78.32
R1 78.79 78.79 78.09 79.26
PP 77.20 77.20 77.20 77.43
S1 76.26 76.26 77.63 76.73
S2 74.67 74.67 77.40
S3 72.14 73.73 77.16
S4 69.61 71.20 76.47
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 78.13 73.58 4.55 5.8% 1.96 2.5% 94% True False 302,227
10 78.13 73.58 4.55 5.8% 2.02 2.6% 94% True False 285,782
20 78.86 73.31 5.55 7.1% 1.97 2.5% 82% False False 241,305
40 83.91 71.49 12.42 16.0% 1.94 2.5% 51% False False 159,793
60 83.91 71.49 12.42 16.0% 1.97 2.5% 51% False False 113,339
80 83.91 71.49 12.42 16.0% 1.97 2.5% 51% False False 88,273
100 85.75 70.96 14.79 19.0% 2.07 2.7% 47% False False 73,169
120 93.14 70.96 22.18 28.5% 2.00 2.6% 31% False False 63,052
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.57
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 88.88
2.618 84.75
1.618 82.22
1.000 80.66
0.618 79.69
HIGH 78.13
0.618 77.16
0.500 76.87
0.382 76.57
LOW 75.60
0.618 74.04
1.000 73.07
1.618 71.51
2.618 68.98
4.250 64.85
Fisher Pivots for day following 29-Sep-2010
Pivot 1 day 3 day
R1 77.53 77.52
PP 77.20 77.17
S1 76.87 76.83

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

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