NYMEX Light Sweet Crude Oil Future April 2011


Trading Metrics calculated at close of trading on 17-Sep-2010
Day Change Summary
Previous Current
16-Sep-2010 17-Sep-2010 Change Change % Previous Week
Open 80.40 80.30 -0.10 -0.1% 81.52
High 81.31 81.40 0.09 0.1% 82.11
Low 79.97 79.31 -0.66 -0.8% 79.31
Close 80.40 80.30 -0.10 -0.1% 80.30
Range 1.34 2.09 0.75 56.0% 2.80
ATR 1.28 1.34 0.06 4.5% 0.00
Volume 9,972 8,333 -1,639 -16.4% 45,168
Daily Pivots for day following 17-Sep-2010
Classic Woodie Camarilla DeMark
R4 86.61 85.54 81.45
R3 84.52 83.45 80.87
R2 82.43 82.43 80.68
R1 81.36 81.36 80.49 81.35
PP 80.34 80.34 80.34 80.33
S1 79.27 79.27 80.11 79.26
S2 78.25 78.25 79.92
S3 76.16 77.18 79.73
S4 74.07 75.09 79.15
Weekly Pivots for week ending 17-Sep-2010
Classic Woodie Camarilla DeMark
R4 88.97 87.44 81.84
R3 86.17 84.64 81.07
R2 83.37 83.37 80.81
R1 81.84 81.84 80.56 81.21
PP 80.57 80.57 80.57 80.26
S1 79.04 79.04 80.04 78.41
S2 77.77 77.77 79.79
S3 74.97 76.24 79.53
S4 72.17 73.44 78.76
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.11 79.31 2.80 3.5% 1.19 1.5% 35% False True 9,033
10 82.11 78.92 3.19 4.0% 1.39 1.7% 43% False False 6,914
20 82.11 74.98 7.13 8.9% 1.17 1.5% 75% False False 5,430
40 85.70 74.98 10.72 13.3% 0.89 1.1% 50% False False 4,025
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.36
Widest range in 46 trading days
Fibonacci Retracements and Extensions
4.250 90.28
2.618 86.87
1.618 84.78
1.000 83.49
0.618 82.69
HIGH 81.40
0.618 80.60
0.500 80.36
0.382 80.11
LOW 79.31
0.618 78.02
1.000 77.22
1.618 75.93
2.618 73.84
4.250 70.43
Fisher Pivots for day following 17-Sep-2010
Pivot 1 day 3 day
R1 80.36 80.46
PP 80.34 80.40
S1 80.32 80.35

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

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