NYMEX Light Sweet Crude Oil Future December 2010

Trading Metrics calculated at close of trading on 10-Sep-2010

Day Change Summary
	Previous	Current
	09-Sep-2010	10-Sep-2010	Change	Change %	Previous Week
Open	78.09	76.92	-1.17	-1.5%	76.91
High	78.80	78.42	-0.38	-0.5%	78.80
Low	76.90	76.70	-0.20	-0.3%	75.69
Close	77.23	78.26	1.03	1.3%	78.26
Range	1.90	1.72	-0.18	-9.5%	3.11
ATR	2.02	2.00	-0.02	-1.1%	0.00
Volume	103,515	107,820	4,305	4.2%	435,702

Daily Pivots for day following 10-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	82.95	82.33	79.21
R3	81.23	80.61	78.73
R2	79.51	79.51	78.58
R1	78.89	78.89	78.42	79.20
PP	77.79	77.79	77.79	77.95
S1	77.17	77.17	78.10	77.48
S2	76.07	76.07	77.94
S3	74.35	75.45	77.79
S4	72.63	73.73	77.31

Weekly Pivots for week ending 10-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	86.91	85.70	79.97
R3	83.80	82.59	79.12
R2	80.69	80.69	78.83
R1	79.48	79.48	78.55	80.09
PP	77.58	77.58	77.58	77.89
S1	76.37	76.37	77.97	76.98
S2	74.47	74.47	77.69
S3	71.36	73.26	77.40
S4	68.25	70.15	76.55

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	78.80	75.69	3.11	4.0%	2.00	2.6%	83%	False	False	111,584
10	78.80	74.51	4.29	5.5%	2.12	2.7%	87%	False	False	119,018
20	78.80	72.35	6.45	8.2%	1.90	2.4%	92%	False	False	95,556
40	84.45	72.35	12.10	15.5%	1.96	2.5%	49%	False	False	73,072
60	84.45	72.35	12.10	15.5%	2.02	2.6%	49%	False	False	61,976
80	84.45	71.50	12.95	16.5%	2.14	2.7%	52%	False	False	59,681
100	93.55	71.50	22.05	28.2%	2.21	2.8%	31%	False	False	58,980
120	93.55	71.50	22.05	28.2%	2.08	2.7%	31%	False	False	56,917

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.62
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	85.73
2.618	82.92
1.618	81.20
1.000	80.14
0.618	79.48
HIGH	78.42
0.618	77.76
0.500	77.56
0.382	77.36
LOW	76.70
0.618	75.64
1.000	74.98
1.618	73.92
2.618	72.20
4.250	69.39

Fisher Pivots for day following 10-Sep-2010
Pivot	1 day	3 day
R1	78.03	78.08
PP	77.79	77.90
S1	77.56	77.73

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols