NYMEX Light Sweet Crude Oil Future April 2011


Trading Metrics calculated at close of trading on 10-Sep-2010
Day Change Summary
Previous Current
09-Sep-2010 10-Sep-2010 Change Change % Previous Week
Open 80.25 80.81 0.56 0.7% 80.77
High 81.60 80.80 -0.80 -1.0% 81.60
Low 80.12 79.77 -0.35 -0.4% 79.03
Close 80.25 80.81 0.56 0.7% 80.81
Range 1.48 1.03 -0.45 -30.4% 2.57
ATR 1.39 1.37 -0.03 -1.9% 0.00
Volume 5,448 4,564 -884 -16.2% 17,823
Daily Pivots for day following 10-Sep-2010
Classic Woodie Camarilla DeMark
R4 83.55 83.21 81.38
R3 82.52 82.18 81.09
R2 81.49 81.49 81.00
R1 81.15 81.15 80.90 81.33
PP 80.46 80.46 80.46 80.55
S1 80.12 80.12 80.72 80.30
S2 79.43 79.43 80.62
S3 78.40 79.09 80.53
S4 77.37 78.06 80.24
Weekly Pivots for week ending 10-Sep-2010
Classic Woodie Camarilla DeMark
R4 88.19 87.07 82.22
R3 85.62 84.50 81.52
R2 83.05 83.05 81.28
R1 81.93 81.93 81.05 82.49
PP 80.48 80.48 80.48 80.76
S1 79.36 79.36 80.57 79.92
S2 77.91 77.91 80.34
S3 75.34 76.79 80.10
S4 72.77 74.22 79.40
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.60 78.92 2.68 3.3% 1.59 2.0% 71% False False 4,796
10 81.60 77.94 3.66 4.5% 1.52 1.9% 78% False False 5,094
20 81.60 74.98 6.62 8.2% 1.17 1.4% 88% False False 4,176
40 85.70 74.98 10.72 13.3% 0.87 1.1% 54% False False 3,082
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.28
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 85.18
2.618 83.50
1.618 82.47
1.000 81.83
0.618 81.44
HIGH 80.80
0.618 80.41
0.500 80.29
0.382 80.16
LOW 79.77
0.618 79.13
1.000 78.74
1.618 78.10
2.618 77.07
4.250 75.39
Fisher Pivots for day following 10-Sep-2010
Pivot 1 day 3 day
R1 80.64 80.77
PP 80.46 80.73
S1 80.29 80.69

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

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