NYMEX Light Sweet Crude Oil Future February 2011


Trading Metrics calculated at close of trading on 13-Sep-2010
Day Change Summary
Previous Current
10-Sep-2010 13-Sep-2010 Change Change % Previous Week
Open 79.69 79.75 0.06 0.1% 79.61
High 79.70 80.79 1.09 1.4% 80.52
Low 78.45 79.60 1.15 1.5% 77.75
Close 79.69 80.37 0.68 0.9% 79.69
Range 1.25 1.19 -0.06 -4.8% 2.77
ATR 1.67 1.64 -0.03 -2.1% 0.00
Volume 10,322 23,240 12,918 125.2% 52,016
Daily Pivots for day following 13-Sep-2010
Classic Woodie Camarilla DeMark
R4 83.82 83.29 81.02
R3 82.63 82.10 80.70
R2 81.44 81.44 80.59
R1 80.91 80.91 80.48 81.18
PP 80.25 80.25 80.25 80.39
S1 79.72 79.72 80.26 79.99
S2 79.06 79.06 80.15
S3 77.87 78.53 80.04
S4 76.68 77.34 79.72
Weekly Pivots for week ending 10-Sep-2010
Classic Woodie Camarilla DeMark
R4 87.63 86.43 81.21
R3 84.86 83.66 80.45
R2 82.09 82.09 80.20
R1 80.89 80.89 79.94 81.49
PP 79.32 79.32 79.32 79.62
S1 78.12 78.12 79.44 78.72
S2 76.55 76.55 79.18
S3 73.78 75.35 78.93
S4 71.01 72.58 78.17
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.79 77.75 3.04 3.8% 1.53 1.9% 86% True False 15,051
10 80.79 76.61 4.18 5.2% 1.64 2.0% 90% True False 14,281
20 80.79 73.76 7.03 8.7% 1.57 1.9% 94% True False 10,750
40 85.34 73.76 11.58 14.4% 1.47 1.8% 57% False False 7,910
60 85.34 73.76 11.58 14.4% 1.35 1.7% 57% False False 5,980
80 85.34 72.76 12.58 15.7% 1.29 1.6% 60% False False 5,231
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.35
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 85.85
2.618 83.91
1.618 82.72
1.000 81.98
0.618 81.53
HIGH 80.79
0.618 80.34
0.500 80.20
0.382 80.05
LOW 79.60
0.618 78.86
1.000 78.41
1.618 77.67
2.618 76.48
4.250 74.54
Fisher Pivots for day following 13-Sep-2010
Pivot 1 day 3 day
R1 80.31 80.12
PP 80.25 79.87
S1 80.20 79.62

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

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