NYMEX Light Sweet Crude Oil Future April 2011


Trading Metrics calculated at close of trading on 14-Sep-2010
Day Change Summary
Previous Current
13-Sep-2010 14-Sep-2010 Change Change % Previous Week
Open 81.52 81.64 0.12 0.1% 80.77
High 81.70 82.11 0.41 0.5% 81.60
Low 80.78 81.23 0.45 0.6% 79.03
Close 81.52 81.72 0.20 0.2% 80.81
Range 0.92 0.88 -0.04 -4.3% 2.57
ATR 1.34 1.30 -0.03 -2.4% 0.00
Volume 11,369 8,523 -2,846 -25.0% 17,823
Daily Pivots for day following 14-Sep-2010
Classic Woodie Camarilla DeMark
R4 84.33 83.90 82.20
R3 83.45 83.02 81.96
R2 82.57 82.57 81.88
R1 82.14 82.14 81.80 82.36
PP 81.69 81.69 81.69 81.79
S1 81.26 81.26 81.64 81.48
S2 80.81 80.81 81.56
S3 79.93 80.38 81.48
S4 79.05 79.50 81.24
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 82.11 79.77 2.34 2.9% 1.20 1.5% 83% True False 6,789
10 82.11 77.94 4.17 5.1% 1.51 1.8% 91% True False 5,881
20 82.11 74.98 7.13 8.7% 1.19 1.5% 95% True False 4,616
40 85.70 74.98 10.72 13.1% 0.86 1.1% 63% False False 3,538
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 0.34
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 85.85
2.618 84.41
1.618 83.53
1.000 82.99
0.618 82.65
HIGH 82.11
0.618 81.77
0.500 81.67
0.382 81.57
LOW 81.23
0.618 80.69
1.000 80.35
1.618 79.81
2.618 78.93
4.250 77.49
Fisher Pivots for day following 14-Sep-2010
Pivot 1 day 3 day
R1 81.70 81.46
PP 81.69 81.20
S1 81.67 80.94

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

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