NYMEX Light Sweet Crude Oil Future March 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 78.80 80.28 1.48 1.9% 80.68
High 80.45 80.29 -0.16 -0.2% 81.24
Low 78.80 78.76 -0.04 -0.1% 78.05
Close 80.05 79.68 -0.37 -0.5% 80.05
Range 1.65 1.53 -0.12 -7.3% 3.19
ATR 1.63 1.62 -0.01 -0.4% 0.00
Volume 18,708 21,422 2,714 14.5% 75,093
Daily Pivots for day following 27-Sep-2010
Classic Woodie Camarilla DeMark
R4 84.17 83.45 80.52
R3 82.64 81.92 80.10
R2 81.11 81.11 79.96
R1 80.39 80.39 79.82 79.99
PP 79.58 79.58 79.58 79.37
S1 78.86 78.86 79.54 78.46
S2 78.05 78.05 79.40
S3 76.52 77.33 79.26
S4 74.99 75.80 78.84
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% 1.63 2.0% 51% False False 16,409
10 81.74 78.05 3.69 4.6% 1.57 2.0% 44% False False 17,291
20 81.74 77.26 4.48 5.6% 1.61 2.0% 54% False False 15,032
40 85.62 74.29 11.33 14.2% 1.50 1.9% 48% False False 10,372
60 85.62 74.29 11.33 14.2% 1.48 1.9% 48% False False 7,910
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.40
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 86.79
2.618 84.30
1.618 82.77
1.000 81.82
0.618 81.24
HIGH 80.29
0.618 79.71
0.500 79.53
0.382 79.34
LOW 78.76
0.618 77.81
1.000 77.23
1.618 76.28
2.618 74.75
4.250 72.26
Fisher Pivots for day following 27-Sep-2010
Pivot 1 day 3 day
R1 79.63 79.54
PP 79.58 79.39
S1 79.53 79.25

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

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