NYMEX Light Sweet Crude Oil Future January 2011


Trading Metrics calculated at close of trading on 27-Sep-2010
Day Change Summary
Previous Current
24-Sep-2010 27-Sep-2010 Change Change % Previous Week
Open 77.37 78.85 1.48 1.9% 78.12
High 79.07 78.92 -0.15 -0.2% 79.62
Low 77.24 77.36 0.12 0.2% 76.41
Close 78.62 78.35 -0.27 -0.3% 78.62
Range 1.83 1.56 -0.27 -14.8% 3.21
ATR 1.79 1.78 -0.02 -0.9% 0.00
Volume 58,259 54,708 -3,551 -6.1% 264,303
Daily Pivots for day following 27-Sep-2010
Classic Woodie Camarilla DeMark
R4 82.89 82.18 79.21
R3 81.33 80.62 78.78
R2 79.77 79.77 78.64
R1 79.06 79.06 78.49 78.64
PP 78.21 78.21 78.21 78.00
S1 77.50 77.50 78.21 77.08
S2 76.65 76.65 78.06
S3 75.09 75.94 77.92
S4 73.53 74.38 77.49
Weekly Pivots for week ending 24-Sep-2010
Classic Woodie Camarilla DeMark
R4 87.85 86.44 80.39
R3 84.64 83.23 79.50
R2 81.43 81.43 79.21
R1 80.02 80.02 78.91 80.73
PP 78.22 78.22 78.22 78.57
S1 76.81 76.81 78.33 77.52
S2 75.01 75.01 78.03
S3 71.80 73.60 77.74
S4 68.59 70.39 76.85
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.61 76.41 3.20 4.1% 1.75 2.2% 61% False False 55,232
10 80.50 76.41 4.09 5.2% 1.71 2.2% 47% False False 50,293
20 80.50 75.74 4.76 6.1% 1.79 2.3% 55% False False 43,175
40 84.73 73.12 11.61 14.8% 1.72 2.2% 45% False False 28,249
60 84.73 73.12 11.61 14.8% 1.73 2.2% 45% False False 21,045
80 84.73 73.12 11.61 14.8% 1.72 2.2% 45% False False 17,013
100 87.07 72.06 15.01 19.2% 1.80 2.3% 42% False False 14,704
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.46
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 85.55
2.618 83.00
1.618 81.44
1.000 80.48
0.618 79.88
HIGH 78.92
0.618 78.32
0.500 78.14
0.382 77.96
LOW 77.36
0.618 76.40
1.000 75.80
1.618 74.84
2.618 73.28
4.250 70.73
Fisher Pivots for day following 27-Sep-2010
Pivot 1 day 3 day
R1 78.28 78.15
PP 78.21 77.94
S1 78.14 77.74

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

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