NYMEX Light Sweet Crude Oil Future February 2011


Trading Metrics calculated at close of trading on 17-Sep-2010
Day Change Summary
Previous Current
16-Sep-2010 17-Sep-2010 Change Change % Previous Week
Open 79.18 79.02 -0.16 -0.2% 79.75
High 80.23 80.20 -0.03 0.0% 81.14
Low 78.77 78.08 -0.69 -0.9% 78.08
Close 79.18 79.02 -0.16 -0.2% 79.02
Range 1.46 2.12 0.66 45.2% 3.06
ATR 1.56 1.60 0.04 2.6% 0.00
Volume 18,381 16,036 -2,345 -12.8% 101,739
Daily Pivots for day following 17-Sep-2010
Classic Woodie Camarilla DeMark
R4 85.46 84.36 80.19
R3 83.34 82.24 79.60
R2 81.22 81.22 79.41
R1 80.12 80.12 79.21 80.08
PP 79.10 79.10 79.10 79.08
S1 78.00 78.00 78.83 77.96
S2 76.98 76.98 78.63
S3 74.86 75.88 78.44
S4 72.74 73.76 77.85
Weekly Pivots for week ending 17-Sep-2010
Classic Woodie Camarilla DeMark
R4 88.59 86.87 80.70
R3 85.53 83.81 79.86
R2 82.47 82.47 79.58
R1 80.75 80.75 79.30 80.08
PP 79.41 79.41 79.41 79.08
S1 77.69 77.69 78.74 77.02
S2 76.35 76.35 78.46
S3 73.29 74.63 78.18
S4 70.23 71.57 77.34
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.14 78.08 3.06 3.9% 1.41 1.8% 31% False True 20,347
10 81.14 77.61 3.53 4.5% 1.56 2.0% 40% False False 16,262
20 81.14 73.76 7.38 9.3% 1.59 2.0% 71% False False 13,448
40 85.34 73.76 11.58 14.7% 1.49 1.9% 45% False False 9,489
60 85.34 73.76 11.58 14.7% 1.37 1.7% 45% False False 7,167
80 85.34 73.76 11.58 14.7% 1.30 1.7% 45% False False 6,056
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 0.41
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 89.21
2.618 85.75
1.618 83.63
1.000 82.32
0.618 81.51
HIGH 80.20
0.618 79.39
0.500 79.14
0.382 78.89
LOW 78.08
0.618 76.77
1.000 75.96
1.618 74.65
2.618 72.53
4.250 69.07
Fisher Pivots for day following 17-Sep-2010
Pivot 1 day 3 day
R1 79.14 79.37
PP 79.10 79.25
S1 79.06 79.14

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

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