NYMEX Light Sweet Crude Oil Future March 2011


Trading Metrics calculated at close of trading on 15-Sep-2010
Day Change Summary
Previous Current
14-Sep-2010 15-Sep-2010 Change Change % Previous Week
Open 81.21 80.88 -0.33 -0.4% 80.29
High 81.74 81.30 -0.44 -0.5% 81.14
Low 80.57 80.35 -0.22 -0.3% 78.26
Close 81.21 80.88 -0.33 -0.4% 80.32
Range 1.17 0.95 -0.22 -18.8% 2.88
ATR 1.63 1.58 -0.05 -3.0% 0.00
Volume 22,515 23,488 973 4.3% 45,233
Daily Pivots for day following 15-Sep-2010
Classic Woodie Camarilla DeMark
R4 83.69 83.24 81.40
R3 82.74 82.29 81.14
R2 81.79 81.79 81.05
R1 81.34 81.34 80.97 81.36
PP 80.84 80.84 80.84 80.85
S1 80.39 80.39 80.79 80.41
S2 79.89 79.89 80.71
S3 78.94 79.44 80.62
S4 77.99 78.49 80.36
Weekly Pivots for week ending 10-Sep-2010
Classic Woodie Camarilla DeMark
R4 88.55 87.31 81.90
R3 85.67 84.43 81.11
R2 82.79 82.79 80.85
R1 81.55 81.55 80.58 82.17
PP 79.91 79.91 79.91 80.22
S1 78.67 78.67 80.06 79.29
S2 77.03 77.03 79.79
S3 74.15 75.79 79.53
S4 71.27 72.91 78.74
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.74 79.20 2.54 3.1% 1.21 1.5% 66% False False 18,392
10 81.74 77.98 3.76 4.6% 1.54 1.9% 77% False False 15,362
20 81.74 74.29 7.45 9.2% 1.53 1.9% 88% False False 11,391
40 85.62 74.29 11.33 14.0% 1.47 1.8% 58% False False 7,922
60 85.62 74.29 11.33 14.0% 1.46 1.8% 58% False False 6,089
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.43
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 85.34
2.618 83.79
1.618 82.84
1.000 82.25
0.618 81.89
HIGH 81.30
0.618 80.94
0.500 80.83
0.382 80.71
LOW 80.35
0.618 79.76
1.000 79.40
1.618 78.81
2.618 77.86
4.250 76.31
Fisher Pivots for day following 15-Sep-2010
Pivot 1 day 3 day
R1 80.86 81.02
PP 80.84 80.97
S1 80.83 80.93

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

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