NYMEX Light Sweet Crude Oil Future February 2011


Trading Metrics calculated at close of trading on 27-Sep-2010
Day Change Summary
Previous Current
24-Sep-2010 27-Sep-2010 Change Change % Previous Week
Open 78.25 79.62 1.37 1.8% 79.98
High 79.87 79.67 -0.20 -0.3% 80.54
Low 78.11 78.14 0.03 0.0% 77.34
Close 79.41 79.07 -0.34 -0.4% 79.41
Range 1.76 1.53 -0.23 -13.1% 3.20
ATR 1.63 1.63 -0.01 -0.5% 0.00
Volume 26,093 22,656 -3,437 -13.2% 105,131
Daily Pivots for day following 27-Sep-2010
Classic Woodie Camarilla DeMark
R4 83.55 82.84 79.91
R3 82.02 81.31 79.49
R2 80.49 80.49 79.35
R1 79.78 79.78 79.21 79.37
PP 78.96 78.96 78.96 78.76
S1 78.25 78.25 78.93 77.84
S2 77.43 77.43 78.79
S3 75.90 76.72 78.65
S4 74.37 75.19 78.23
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% 1.69 2.1% 54% False False 22,083
10 81.14 77.34 3.80 4.8% 1.59 2.0% 46% False False 20,628
20 81.14 76.61 4.53 5.7% 1.61 2.0% 54% False False 17,454
40 85.34 73.76 11.58 14.6% 1.53 1.9% 46% False False 11,962
60 85.34 73.76 11.58 14.6% 1.45 1.8% 46% False False 9,091
80 85.34 73.76 11.58 14.6% 1.37 1.7% 46% False False 7,459
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.51
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 86.17
2.618 83.68
1.618 82.15
1.000 81.20
0.618 80.62
HIGH 79.67
0.618 79.09
0.500 78.91
0.382 78.72
LOW 78.14
0.618 77.19
1.000 76.61
1.618 75.66
2.618 74.13
4.250 71.64
Fisher Pivots for day following 27-Sep-2010
Pivot 1 day 3 day
R1 79.02 78.92
PP 78.96 78.76
S1 78.91 78.61

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

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