NYMEX Light Sweet Crude Oil Future January 2011


Trading Metrics calculated at close of trading on 30-Sep-2010
Day Change Summary
Previous Current
29-Sep-2010 30-Sep-2010 Change Change % Previous Week
Open 78.50 80.20 1.70 2.2% 78.12
High 80.37 81.95 1.58 2.0% 79.62
Low 77.98 79.92 1.94 2.5% 76.41
Close 80.15 81.81 1.66 2.1% 78.62
Range 2.39 2.03 -0.36 -15.1% 3.21
ATR 1.81 1.83 0.02 0.9% 0.00
Volume 56,026 66,780 10,754 19.2% 264,303
Daily Pivots for day following 30-Sep-2010
Classic Woodie Camarilla DeMark
R4 87.32 86.59 82.93
R3 85.29 84.56 82.37
R2 83.26 83.26 82.18
R1 82.53 82.53 82.00 82.90
PP 81.23 81.23 81.23 81.41
S1 80.50 80.50 81.62 80.87
S2 79.20 79.20 81.44
S3 77.17 78.47 81.25
S4 75.14 76.44 80.69
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 81.95 77.24 4.71 5.8% 1.89 2.3% 97% True False 57,699
10 81.95 76.41 5.54 6.8% 1.91 2.3% 97% True False 53,949
20 81.95 76.41 5.54 6.8% 1.80 2.2% 97% True False 46,758
40 84.40 73.12 11.28 13.8% 1.76 2.1% 77% False False 32,084
60 84.73 73.12 11.61 14.2% 1.73 2.1% 75% False False 23,684
80 84.73 73.12 11.61 14.2% 1.71 2.1% 75% False False 18,964
100 86.81 72.06 14.75 18.0% 1.77 2.2% 66% False False 16,258
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 0.50
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 90.58
2.618 87.26
1.618 85.23
1.000 83.98
0.618 83.20
HIGH 81.95
0.618 81.17
0.500 80.94
0.382 80.70
LOW 79.92
0.618 78.67
1.000 77.89
1.618 76.64
2.618 74.61
4.250 71.29
Fisher Pivots for day following 30-Sep-2010
Pivot 1 day 3 day
R1 81.52 81.12
PP 81.23 80.43
S1 80.94 79.75

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

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