NYMEX Light Sweet Crude Oil Future December 2010


Trading Metrics calculated at close of trading on 22-Sep-2010
Day Change Summary
Previous Current
21-Sep-2010 22-Sep-2010 Change Change % Previous Week
Open 77.70 76.40 -1.30 -1.7% 78.14
High 78.20 77.50 -0.70 -0.9% 79.75
Low 76.38 75.58 -0.80 -1.0% 75.87
Close 76.65 76.30 -0.35 -0.5% 76.67
Range 1.82 1.92 0.10 5.5% 3.88
ATR 1.91 1.91 0.00 0.0% 0.00
Volume 101,668 153,746 52,078 51.2% 736,948
Daily Pivots for day following 22-Sep-2010
Classic Woodie Camarilla DeMark
R4 82.22 81.18 77.36
R3 80.30 79.26 76.83
R2 78.38 78.38 76.65
R1 77.34 77.34 76.48 76.90
PP 76.46 76.46 76.46 76.24
S1 75.42 75.42 76.12 74.98
S2 74.54 74.54 75.95
S3 72.62 73.50 75.77
S4 70.70 71.58 75.24
Weekly Pivots for week ending 17-Sep-2010
Classic Woodie Camarilla DeMark
R4 89.07 86.75 78.80
R3 85.19 82.87 77.74
R2 81.31 81.31 77.38
R1 78.99 78.99 77.03 78.21
PP 77.43 77.43 77.43 77.04
S1 75.11 75.11 76.31 74.33
S2 73.55 73.55 75.96
S3 69.67 71.23 75.60
S4 65.79 67.35 74.54
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.50 75.58 2.92 3.8% 1.99 2.6% 25% False True 129,613
10 79.75 75.58 4.17 5.5% 1.78 2.3% 17% False True 132,967
20 79.75 72.35 7.40 9.7% 1.96 2.6% 53% False False 122,730
40 84.45 72.35 12.10 15.9% 1.92 2.5% 33% False False 93,329
60 84.45 72.35 12.10 15.9% 2.01 2.6% 33% False False 75,133
80 84.45 72.35 12.10 15.9% 2.06 2.7% 33% False False 67,552
100 93.55 71.50 22.05 28.9% 2.22 2.9% 22% False False 65,853
120 93.55 71.50 22.05 28.9% 2.10 2.8% 22% False False 64,065
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.48
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 85.66
2.618 82.53
1.618 80.61
1.000 79.42
0.618 78.69
HIGH 77.50
0.618 76.77
0.500 76.54
0.382 76.31
LOW 75.58
0.618 74.39
1.000 73.66
1.618 72.47
2.618 70.55
4.250 67.42
Fisher Pivots for day following 22-Sep-2010
Pivot 1 day 3 day
R1 76.54 76.96
PP 76.46 76.74
S1 76.38 76.52

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

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