NYMEX Light Sweet Crude Oil Future January 2011


Trading Metrics calculated at close of trading on 29-Sep-2010
Day Change Summary
Previous Current
28-Sep-2010 29-Sep-2010 Change Change % Previous Week
Open 78.12 78.50 0.38 0.5% 78.12
High 79.17 80.37 1.20 1.5% 79.62
Low 77.54 77.98 0.44 0.6% 76.41
Close 78.40 80.15 1.75 2.2% 78.62
Range 1.63 2.39 0.76 46.6% 3.21
ATR 1.77 1.81 0.04 2.5% 0.00
Volume 52,726 56,026 3,300 6.3% 264,303
Daily Pivots for day following 29-Sep-2010
Classic Woodie Camarilla DeMark
R4 86.67 85.80 81.46
R3 84.28 83.41 80.81
R2 81.89 81.89 80.59
R1 81.02 81.02 80.37 81.46
PP 79.50 79.50 79.50 79.72
S1 78.63 78.63 79.93 79.07
S2 77.11 77.11 79.71
S3 74.72 76.24 79.49
S4 72.33 73.85 78.84
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 80.37 76.41 3.96 4.9% 1.83 2.3% 94% True False 57,422
10 80.37 76.41 3.96 4.9% 1.86 2.3% 94% True False 52,058
20 80.50 76.11 4.39 5.5% 1.81 2.3% 92% False False 45,349
40 84.73 73.12 11.61 14.5% 1.73 2.2% 61% False False 30,588
60 84.73 73.12 11.61 14.5% 1.73 2.2% 61% False False 22,652
80 84.73 73.12 11.61 14.5% 1.69 2.1% 61% False False 18,215
100 86.81 72.06 14.75 18.4% 1.77 2.2% 55% False False 15,642
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.48
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 90.53
2.618 86.63
1.618 84.24
1.000 82.76
0.618 81.85
HIGH 80.37
0.618 79.46
0.500 79.18
0.382 78.89
LOW 77.98
0.618 76.50
1.000 75.59
1.618 74.11
2.618 71.72
4.250 67.82
Fisher Pivots for day following 29-Sep-2010
Pivot 1 day 3 day
R1 79.83 79.72
PP 79.50 79.29
S1 79.18 78.87

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

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