NYMEX Light Sweet Crude Oil Future March 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 79.00 78.80 -0.20 -0.3% 80.68
High 79.69 80.45 0.76 1.0% 81.24
Low 78.05 78.80 0.75 1.0% 78.05
Close 79.24 80.05 0.81 1.0% 80.05
Range 1.64 1.65 0.01 0.6% 3.19
ATR 1.63 1.63 0.00 0.1% 0.00
Volume 13,561 18,708 5,147 38.0% 75,093
Daily Pivots for day following 24-Sep-2010
Classic Woodie Camarilla DeMark
R4 84.72 84.03 80.96
R3 83.07 82.38 80.50
R2 81.42 81.42 80.35
R1 80.73 80.73 80.20 81.08
PP 79.77 79.77 79.77 79.94
S1 79.08 79.08 79.90 79.43
S2 78.12 78.12 79.75
S3 76.47 77.43 79.60
S4 74.82 75.78 79.14
Weekly Pivots for week ending 24-Sep-2010
Classic Woodie Camarilla DeMark
R4 89.35 87.89 81.80
R3 86.16 84.70 80.93
R2 82.97 82.97 80.63
R1 81.51 81.51 80.34 80.65
PP 79.78 79.78 79.78 79.35
S1 78.32 78.32 79.76 77.46
S2 76.59 76.59 79.47
S3 73.40 75.13 79.17
S4 70.21 71.94 78.30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.24 78.05 3.19 4.0% 1.72 2.1% 63% False False 15,018
10 81.74 78.05 3.69 4.6% 1.52 1.9% 54% False False 17,416
20 81.74 76.92 4.82 6.0% 1.66 2.1% 65% False False 14,688
40 85.62 74.29 11.33 14.2% 1.52 1.9% 51% False False 9,915
60 85.62 74.29 11.33 14.2% 1.50 1.9% 51% False False 7,593
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 0.44
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 87.46
2.618 84.77
1.618 83.12
1.000 82.10
0.618 81.47
HIGH 80.45
0.618 79.82
0.500 79.63
0.382 79.43
LOW 78.80
0.618 77.78
1.000 77.15
1.618 76.13
2.618 74.48
4.250 71.79
Fisher Pivots for day following 24-Sep-2010
Pivot 1 day 3 day
R1 79.91 79.78
PP 79.77 79.52
S1 79.63 79.25

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

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