NYMEX Light Sweet Crude Oil Future December 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 77.57 77.18 -0.39 -0.5% 76.67
High 78.12 78.24 0.12 0.2% 78.34
Low 76.51 76.61 0.10 0.1% 75.10
Close 77.50 77.41 -0.09 -0.1% 77.65
Range 1.61 1.63 0.02 1.2% 3.24
ATR 1.89 1.87 -0.02 -1.0% 0.00
Volume 166,177 143,126 -23,051 -13.9% 723,840
Daily Pivots for day following 28-Sep-2010
Classic Woodie Camarilla DeMark
R4 82.31 81.49 78.31
R3 80.68 79.86 77.86
R2 79.05 79.05 77.71
R1 78.23 78.23 77.56 78.64
PP 77.42 77.42 77.42 77.63
S1 76.60 76.60 77.26 77.01
S2 75.79 75.79 77.11
S3 74.16 74.97 76.96
S4 72.53 73.34 76.51
Weekly Pivots for week ending 24-Sep-2010
Classic Woodie Camarilla DeMark
R4 86.75 85.44 79.43
R3 83.51 82.20 78.54
R2 80.27 80.27 78.24
R1 78.96 78.96 77.95 79.62
PP 77.03 77.03 77.03 77.36
S1 75.72 75.72 77.35 76.38
S2 73.79 73.79 77.06
S3 70.55 72.48 76.76
S4 67.31 69.24 75.87
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.24 75.10 3.14 4.1% 1.80 2.3% 74% True False 161,099
10 78.83 75.10 3.73 4.8% 1.84 2.4% 62% False False 143,943
20 79.75 74.64 5.11 6.6% 1.91 2.5% 54% False False 133,924
40 84.45 72.35 12.10 15.6% 1.87 2.4% 42% False False 104,479
60 84.45 72.35 12.10 15.6% 1.95 2.5% 42% False False 83,026
80 84.45 72.35 12.10 15.6% 1.99 2.6% 42% False False 73,128
100 86.52 71.50 15.02 19.4% 2.14 2.8% 39% False False 70,024
120 93.55 71.50 22.05 28.5% 2.12 2.7% 27% False False 68,043
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 True
Bear Hook False
Bull Hook False
Stretch 0.52
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 85.17
2.618 82.51
1.618 80.88
1.000 79.87
0.618 79.25
HIGH 78.24
0.618 77.62
0.500 77.43
0.382 77.23
LOW 76.61
0.618 75.60
1.000 74.98
1.618 73.97
2.618 72.34
4.250 69.68
Fisher Pivots for day following 28-Sep-2010
Pivot 1 day 3 day
R1 77.43 77.32
PP 77.42 77.23
S1 77.42 77.15

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

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