NYMEX Light Sweet Crude Oil Future January 2011


Trading Metrics calculated at close of trading on 13-Sep-2010
Day Change Summary
Previous Current
10-Sep-2010 13-Sep-2010 Change Change % Previous Week
Open 77.58 78.95 1.37 1.8% 78.04
High 79.21 80.23 1.02 1.3% 79.74
Low 77.49 78.95 1.46 1.9% 76.67
Close 79.00 79.65 0.65 0.8% 79.00
Range 1.72 1.28 -0.44 -25.6% 3.07
ATR 1.88 1.83 -0.04 -2.3% 0.00
Volume 31,508 64,028 32,520 103.2% 129,768
Daily Pivots for day following 13-Sep-2010
Classic Woodie Camarilla DeMark
R4 83.45 82.83 80.35
R3 82.17 81.55 80.00
R2 80.89 80.89 79.88
R1 80.27 80.27 79.77 80.58
PP 79.61 79.61 79.61 79.77
S1 78.99 78.99 79.53 79.30
S2 78.33 78.33 79.42
S3 77.05 77.71 79.30
S4 75.77 76.43 78.95
Weekly Pivots for week ending 10-Sep-2010
Classic Woodie Camarilla DeMark
R4 87.68 86.41 80.69
R3 84.61 83.34 79.84
R2 81.54 81.54 79.56
R1 80.27 80.27 79.28 80.91
PP 78.47 78.47 78.47 78.79
S1 77.20 77.20 78.72 77.84
S2 75.40 75.40 78.44
S3 72.33 74.13 78.16
S4 69.26 71.06 77.31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.23 76.67 3.56 4.5% 1.83 2.3% 84% True False 38,759
10 80.23 75.74 4.49 5.6% 1.88 2.4% 87% True False 36,056
20 80.23 73.12 7.11 8.9% 1.80 2.3% 92% True False 26,299
40 84.73 73.12 11.61 14.6% 1.73 2.2% 56% False False 17,578
60 84.73 73.12 11.61 14.6% 1.72 2.2% 56% False False 13,445
80 84.73 72.06 12.67 15.9% 1.75 2.2% 60% False False 11,369
100 93.29 72.06 21.23 26.7% 1.74 2.2% 36% False False 10,114
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 0.49
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 85.67
2.618 83.58
1.618 82.30
1.000 81.51
0.618 81.02
HIGH 80.23
0.618 79.74
0.500 79.59
0.382 79.44
LOW 78.95
0.618 78.16
1.000 77.67
1.618 76.88
2.618 75.60
4.250 73.51
Fisher Pivots for day following 13-Sep-2010
Pivot 1 day 3 day
R1 79.63 79.39
PP 79.61 79.12
S1 79.59 78.86

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

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