NYMEX Light Sweet Crude Oil Future March 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 80.96 79.74 -1.22 -1.5% 80.68
High 80.97 80.71 -0.26 -0.3% 81.74
Low 79.47 78.78 -0.69 -0.9% 78.78
Close 79.88 79.74 -0.14 -0.2% 79.74
Range 1.50 1.93 0.43 28.7% 2.96
ATR 1.57 1.60 0.03 1.6% 0.00
Volume 15,218 15,181 -37 -0.2% 99,075
Daily Pivots for day following 17-Sep-2010
Classic Woodie Camarilla DeMark
R4 85.53 84.57 80.80
R3 83.60 82.64 80.27
R2 81.67 81.67 80.09
R1 80.71 80.71 79.92 80.71
PP 79.74 79.74 79.74 79.74
S1 78.78 78.78 79.56 78.78
S2 77.81 77.81 79.39
S3 75.88 76.85 79.21
S4 73.95 74.92 78.68
Weekly Pivots for week ending 17-Sep-2010
Classic Woodie Camarilla DeMark
R4 88.97 87.31 81.37
R3 86.01 84.35 80.55
R2 83.05 83.05 80.28
R1 81.39 81.39 80.01 80.74
PP 80.09 80.09 80.09 79.76
S1 78.43 78.43 79.47 77.78
S2 77.13 77.13 79.20
S3 74.17 75.47 78.93
S4 71.21 72.51 78.11
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.74 78.78 2.96 3.7% 1.32 1.7% 32% False True 19,815
10 81.74 78.25 3.49 4.4% 1.56 2.0% 43% False False 15,547
20 81.74 74.29 7.45 9.3% 1.55 1.9% 73% False False 12,171
40 85.62 74.29 11.33 14.2% 1.46 1.8% 48% False False 8,514
60 85.62 74.29 11.33 14.2% 1.47 1.8% 48% False False 6,541
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 0.44
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 88.91
2.618 85.76
1.618 83.83
1.000 82.64
0.618 81.90
HIGH 80.71
0.618 79.97
0.500 79.75
0.382 79.52
LOW 78.78
0.618 77.59
1.000 76.85
1.618 75.66
2.618 73.73
4.250 70.58
Fisher Pivots for day following 17-Sep-2010
Pivot 1 day 3 day
R1 79.75 80.04
PP 79.74 79.94
S1 79.74 79.84

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

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