NYMEX Light Sweet Crude Oil Future March 2011


Trading Metrics calculated at close of trading on 29-Sep-2010
Day Change Summary
Previous Current
28-Sep-2010 29-Sep-2010 Change Change % Previous Week
Open 79.02 80.08 1.06 1.3% 80.68
High 80.49 81.79 1.30 1.6% 81.24
Low 78.97 79.51 0.54 0.7% 78.05
Close 79.82 81.62 1.80 2.3% 80.05
Range 1.52 2.28 0.76 50.0% 3.19
ATR 1.62 1.66 0.05 2.9% 0.00
Volume 13,663 16,795 3,132 22.9% 75,093
Daily Pivots for day following 29-Sep-2010
Classic Woodie Camarilla DeMark
R4 87.81 87.00 82.87
R3 85.53 84.72 82.25
R2 83.25 83.25 82.04
R1 82.44 82.44 81.83 82.85
PP 80.97 80.97 80.97 81.18
S1 80.16 80.16 81.41 80.57
S2 78.69 78.69 81.20
S3 76.41 77.88 80.99
S4 74.13 75.60 80.37
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 81.79 78.05 3.74 4.6% 1.72 2.1% 95% True False 16,829
10 81.79 78.05 3.74 4.6% 1.74 2.1% 95% True False 15,737
20 81.79 77.98 3.81 4.7% 1.64 2.0% 96% True False 15,550
40 85.62 74.29 11.33 13.9% 1.52 1.9% 65% False False 10,974
60 85.62 74.29 11.33 13.9% 1.49 1.8% 65% False False 8,305
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 0.37
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 91.48
2.618 87.76
1.618 85.48
1.000 84.07
0.618 83.20
HIGH 81.79
0.618 80.92
0.500 80.65
0.382 80.38
LOW 79.51
0.618 78.10
1.000 77.23
1.618 75.82
2.618 73.54
4.250 69.82
Fisher Pivots for day following 29-Sep-2010
Pivot 1 day 3 day
R1 81.30 81.17
PP 80.97 80.72
S1 80.65 80.28

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

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