NYMEX Light Sweet Crude Oil Future March 2011


Trading Metrics calculated at close of trading on 30-Sep-2010
Day Change Summary
Previous Current
29-Sep-2010 30-Sep-2010 Change Change % Previous Week
Open 80.08 81.70 1.62 2.0% 80.68
High 81.79 83.31 1.52 1.9% 81.24
Low 79.51 81.40 1.89 2.4% 78.05
Close 81.62 83.21 1.59 1.9% 80.05
Range 2.28 1.91 -0.37 -16.2% 3.19
ATR 1.66 1.68 0.02 1.1% 0.00
Volume 16,795 23,188 6,393 38.1% 75,093
Daily Pivots for day following 30-Sep-2010
Classic Woodie Camarilla DeMark
R4 88.37 87.70 84.26
R3 86.46 85.79 83.74
R2 84.55 84.55 83.56
R1 83.88 83.88 83.39 84.22
PP 82.64 82.64 82.64 82.81
S1 81.97 81.97 83.03 82.31
S2 80.73 80.73 82.86
S3 78.82 80.06 82.68
S4 76.91 78.15 82.16
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 83.31 78.76 4.55 5.5% 1.78 2.1% 98% True False 18,755
10 83.31 78.05 5.26 6.3% 1.78 2.1% 98% True False 16,534
20 83.31 78.05 5.26 6.3% 1.65 2.0% 98% True False 16,013
40 85.16 74.29 10.87 13.1% 1.54 1.9% 82% False False 11,387
60 85.62 74.29 11.33 13.6% 1.50 1.8% 79% False False 8,649
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 2 trading days
Fibonacci Retracements and Extensions
4.250 91.43
2.618 88.31
1.618 86.40
1.000 85.22
0.618 84.49
HIGH 83.31
0.618 82.58
0.500 82.36
0.382 82.13
LOW 81.40
0.618 80.22
1.000 79.49
1.618 78.31
2.618 76.40
4.250 73.28
Fisher Pivots for day following 30-Sep-2010
Pivot 1 day 3 day
R1 82.93 82.52
PP 82.64 81.83
S1 82.36 81.14

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

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