NYMEX Light Sweet Crude Oil Future January 2011


Trading Metrics calculated at close of trading on 20-Sep-2010
Day Change Summary
Previous Current
17-Sep-2010 20-Sep-2010 Change Change % Previous Week
Open 78.53 78.12 -0.41 -0.5% 78.95
High 79.36 79.62 0.26 0.3% 80.50
Low 77.20 77.49 0.29 0.4% 77.20
Close 78.08 79.09 1.01 1.3% 78.08
Range 2.16 2.13 -0.03 -1.4% 3.30
ATR 1.77 1.79 0.03 1.5% 0.00
Volume 44,951 42,848 -2,103 -4.7% 247,956
Daily Pivots for day following 20-Sep-2010
Classic Woodie Camarilla DeMark
R4 85.12 84.24 80.26
R3 82.99 82.11 79.68
R2 80.86 80.86 79.48
R1 79.98 79.98 79.29 80.42
PP 78.73 78.73 78.73 78.96
S1 77.85 77.85 78.89 78.29
S2 76.60 76.60 78.70
S3 74.47 75.72 78.50
S4 72.34 73.59 77.92
Weekly Pivots for week ending 17-Sep-2010
Classic Woodie Camarilla DeMark
R4 88.49 86.59 79.90
R3 85.19 83.29 78.99
R2 81.89 81.89 78.69
R1 79.99 79.99 78.38 79.29
PP 78.59 78.59 78.59 78.25
S1 76.69 76.69 77.78 75.99
S2 75.29 75.29 77.48
S3 71.99 73.39 77.17
S4 68.69 70.09 76.27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.50 77.20 3.30 4.2% 1.66 2.1% 57% False False 45,355
10 80.50 76.67 3.83 4.8% 1.74 2.2% 63% False False 42,057
20 80.50 73.12 7.38 9.3% 1.83 2.3% 81% False False 34,029
40 84.73 73.12 11.61 14.7% 1.73 2.2% 51% False False 22,368
60 84.73 73.12 11.61 14.7% 1.74 2.2% 51% False False 16,842
80 84.73 73.12 11.61 14.7% 1.73 2.2% 51% False False 13,810
100 93.29 72.06 21.23 26.8% 1.78 2.3% 33% False False 12,148
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.46
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 88.67
2.618 85.20
1.618 83.07
1.000 81.75
0.618 80.94
HIGH 79.62
0.618 78.81
0.500 78.56
0.382 78.30
LOW 77.49
0.618 76.17
1.000 75.36
1.618 74.04
2.618 71.91
4.250 68.44
Fisher Pivots for day following 20-Sep-2010
Pivot 1 day 3 day
R1 78.91 78.86
PP 78.73 78.64
S1 78.56 78.41

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

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