NYMEX Light Sweet Crude Oil Future January 2011


Trading Metrics calculated at close of trading on 16-Sep-2010
Day Change Summary
Previous Current
15-Sep-2010 16-Sep-2010 Change Change % Previous Week
Open 79.58 79.34 -0.24 -0.3% 78.04
High 79.82 79.43 -0.39 -0.5% 79.74
Low 78.73 77.92 -0.81 -1.0% 76.67
Close 79.43 78.33 -1.10 -1.4% 79.00
Range 1.09 1.51 0.42 38.5% 3.07
ATR 1.75 1.74 -0.02 -1.0% 0.00
Volume 40,919 47,868 6,949 17.0% 129,768
Daily Pivots for day following 16-Sep-2010
Classic Woodie Camarilla DeMark
R4 83.09 82.22 79.16
R3 81.58 80.71 78.75
R2 80.07 80.07 78.61
R1 79.20 79.20 78.47 78.88
PP 78.56 78.56 78.56 78.40
S1 77.69 77.69 78.19 77.37
S2 77.05 77.05 78.05
S3 75.54 76.18 77.91
S4 74.03 74.67 77.50
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 80.50 77.49 3.01 3.8% 1.40 1.8% 28% False False 46,902
10 80.50 76.67 3.83 4.9% 1.70 2.2% 43% False False 39,567
20 80.50 73.12 7.38 9.4% 1.79 2.3% 71% False False 31,392
40 84.73 73.12 11.61 14.8% 1.71 2.2% 45% False False 20,725
60 84.73 73.12 11.61 14.8% 1.72 2.2% 45% False False 15,501
80 84.73 72.06 12.67 16.2% 1.72 2.2% 49% False False 12,839
100 93.29 72.06 21.23 27.1% 1.77 2.3% 30% False False 11,360
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.46
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 85.85
2.618 83.38
1.618 81.87
1.000 80.94
0.618 80.36
HIGH 79.43
0.618 78.85
0.500 78.68
0.382 78.50
LOW 77.92
0.618 76.99
1.000 76.41
1.618 75.48
2.618 73.97
4.250 71.50
Fisher Pivots for day following 16-Sep-2010
Pivot 1 day 3 day
R1 78.68 79.21
PP 78.56 78.92
S1 78.45 78.62

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

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