NYMEX Light Sweet Crude Oil Future April 2011


Trading Metrics calculated at close of trading on 13-Sep-2010
Day Change Summary
Previous Current
10-Sep-2010 13-Sep-2010 Change Change % Previous Week
Open 80.81 81.52 0.71 0.9% 80.77
High 80.80 81.70 0.90 1.1% 81.60
Low 79.77 80.78 1.01 1.3% 79.03
Close 80.81 81.52 0.71 0.9% 80.81
Range 1.03 0.92 -0.11 -10.7% 2.57
ATR 1.37 1.34 -0.03 -2.3% 0.00
Volume 4,564 11,369 6,805 149.1% 17,823
Daily Pivots for day following 13-Sep-2010
Classic Woodie Camarilla DeMark
R4 84.09 83.73 82.03
R3 83.17 82.81 81.77
R2 82.25 82.25 81.69
R1 81.89 81.89 81.60 81.98
PP 81.33 81.33 81.33 81.38
S1 80.97 80.97 81.44 81.06
S2 80.41 80.41 81.35
S3 79.49 80.05 81.27
S4 78.57 79.13 81.01
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 81.70 79.03 2.67 3.3% 1.41 1.7% 93% True False 5,838
10 81.70 77.94 3.76 4.6% 1.43 1.8% 95% True False 5,598
20 81.70 74.98 6.72 8.2% 1.18 1.4% 97% True False 4,298
40 85.70 74.98 10.72 13.2% 0.88 1.1% 61% False False 3,340
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.28
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 85.61
2.618 84.11
1.618 83.19
1.000 82.62
0.618 82.27
HIGH 81.70
0.618 81.35
0.500 81.24
0.382 81.13
LOW 80.78
0.618 80.21
1.000 79.86
1.618 79.29
2.618 78.37
4.250 76.87
Fisher Pivots for day following 13-Sep-2010
Pivot 1 day 3 day
R1 81.43 81.26
PP 81.33 81.00
S1 81.24 80.74

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

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