NYMEX Light Sweet Crude Oil Future February 2011


Trading Metrics calculated at close of trading on 24-Sep-2010
Day Change Summary
Previous Current
23-Sep-2010 24-Sep-2010 Change Change % Previous Week
Open 78.35 78.25 -0.10 -0.1% 79.98
High 79.00 79.87 0.87 1.1% 80.54
Low 77.34 78.11 0.77 1.0% 77.34
Close 78.57 79.41 0.84 1.1% 79.41
Range 1.66 1.76 0.10 6.0% 3.20
ATR 1.62 1.63 0.01 0.6% 0.00
Volume 22,413 26,093 3,680 16.4% 105,131
Daily Pivots for day following 24-Sep-2010
Classic Woodie Camarilla DeMark
R4 84.41 83.67 80.38
R3 82.65 81.91 79.89
R2 80.89 80.89 79.73
R1 80.15 80.15 79.57 80.52
PP 79.13 79.13 79.13 79.32
S1 78.39 78.39 79.25 78.76
S2 77.37 77.37 79.09
S3 75.61 76.63 78.93
S4 73.85 74.87 78.44
Weekly Pivots for week ending 24-Sep-2010
Classic Woodie Camarilla DeMark
R4 88.70 87.25 81.17
R3 85.50 84.05 80.29
R2 82.30 82.30 80.00
R1 80.85 80.85 79.70 79.98
PP 79.10 79.10 79.10 78.66
S1 77.65 77.65 79.12 76.78
S2 75.90 75.90 78.82
S3 72.70 74.45 78.53
S4 69.50 71.25 77.65
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.54 77.34 3.20 4.0% 1.70 2.1% 65% False False 21,026
10 81.14 77.34 3.80 4.8% 1.56 2.0% 54% False False 20,687
20 81.14 76.29 4.85 6.1% 1.67 2.1% 64% False False 17,128
40 85.34 73.76 11.58 14.6% 1.52 1.9% 49% False False 11,506
60 85.34 73.76 11.58 14.6% 1.46 1.8% 49% False False 8,747
80 85.34 73.76 11.58 14.6% 1.35 1.7% 49% False False 7,210
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.52
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 87.35
2.618 84.48
1.618 82.72
1.000 81.63
0.618 80.96
HIGH 79.87
0.618 79.20
0.500 78.99
0.382 78.78
LOW 78.11
0.618 77.02
1.000 76.35
1.618 75.26
2.618 73.50
4.250 70.63
Fisher Pivots for day following 24-Sep-2010
Pivot 1 day 3 day
R1 79.27 79.14
PP 79.13 78.87
S1 78.99 78.61

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

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