NYMEX Light Sweet Crude Oil Future April 2011


Trading Metrics calculated at close of trading on 16-Sep-2010
Day Change Summary
Previous Current
15-Sep-2010 16-Sep-2010 Change Change % Previous Week
Open 81.38 80.40 -0.98 -1.2% 80.77
High 81.60 81.31 -0.29 -0.4% 81.60
Low 80.87 79.97 -0.90 -1.1% 79.03
Close 81.38 80.40 -0.98 -1.2% 80.81
Range 0.73 1.34 0.61 83.6% 2.57
ATR 1.27 1.28 0.01 0.8% 0.00
Volume 6,971 9,972 3,001 43.0% 17,823
Daily Pivots for day following 16-Sep-2010
Classic Woodie Camarilla DeMark
R4 84.58 83.83 81.14
R3 83.24 82.49 80.77
R2 81.90 81.90 80.65
R1 81.15 81.15 80.52 81.07
PP 80.56 80.56 80.56 80.52
S1 79.81 79.81 80.28 79.73
S2 79.22 79.22 80.15
S3 77.88 78.47 80.03
S4 76.54 77.13 79.66
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% 0.98 1.2% 27% False False 8,279
10 82.11 78.85 3.26 4.1% 1.33 1.7% 48% False False 6,648
20 82.11 74.98 7.13 8.9% 1.16 1.4% 76% False False 5,135
40 85.70 74.98 10.72 13.3% 0.89 1.1% 51% False False 3,873
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.26
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 87.01
2.618 84.82
1.618 83.48
1.000 82.65
0.618 82.14
HIGH 81.31
0.618 80.80
0.500 80.64
0.382 80.48
LOW 79.97
0.618 79.14
1.000 78.63
1.618 77.80
2.618 76.46
4.250 74.28
Fisher Pivots for day following 16-Sep-2010
Pivot 1 day 3 day
R1 80.64 81.04
PP 80.56 80.83
S1 80.48 80.61

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

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