NYMEX Light Sweet Crude Oil Future March 2011


Trading Metrics calculated at close of trading on 28-Sep-2010
Day Change Summary
Previous Current
27-Sep-2010 28-Sep-2010 Change Change % Previous Week
Open 80.28 79.02 -1.26 -1.6% 80.68
High 80.29 80.49 0.20 0.2% 81.24
Low 78.76 78.97 0.21 0.3% 78.05
Close 79.68 79.82 0.14 0.2% 80.05
Range 1.53 1.52 -0.01 -0.7% 3.19
ATR 1.62 1.62 -0.01 -0.5% 0.00
Volume 21,422 13,663 -7,759 -36.2% 75,093
Daily Pivots for day following 28-Sep-2010
Classic Woodie Camarilla DeMark
R4 84.32 83.59 80.66
R3 82.80 82.07 80.24
R2 81.28 81.28 80.10
R1 80.55 80.55 79.96 80.92
PP 79.76 79.76 79.76 79.94
S1 79.03 79.03 79.68 79.40
S2 78.24 78.24 79.54
S3 76.72 77.51 79.40
S4 75.20 75.99 78.98
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 80.49 78.05 2.44 3.1% 1.57 2.0% 73% True False 16,426
10 81.30 78.05 3.25 4.1% 1.60 2.0% 54% False False 16,406
20 81.74 77.26 4.48 5.6% 1.64 2.1% 57% False False 15,148
40 85.62 74.29 11.33 14.2% 1.49 1.9% 49% False False 10,633
60 85.62 74.29 11.33 14.2% 1.49 1.9% 49% False False 8,078
Crabel Price Patterns
NR True
NR4 True
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 0.36
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 86.95
2.618 84.47
1.618 82.95
1.000 82.01
0.618 81.43
HIGH 80.49
0.618 79.91
0.500 79.73
0.382 79.55
LOW 78.97
0.618 78.03
1.000 77.45
1.618 76.51
2.618 74.99
4.250 72.51
Fisher Pivots for day following 28-Sep-2010
Pivot 1 day 3 day
R1 79.79 79.76
PP 79.76 79.69
S1 79.73 79.63

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

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